FF9: Getting 2 minutes too late for Steiner's ultimate weapon - I gave up playing for about 3 weeks after that.
FF9: I was 97% done with the game, only had to find some more ultimate weapons (I had Steiner's this time) and small things and I would have gotten everything. Since it was quite boring I just felt like starting a new game just to mess around, I managed to overwrite my last slot (I always have my main game in the last slot available, just in case of accidents) because I hit the up button (which takes you to the bottom) when I did it a bit to fast.
Mario 64: My cousin borrowed my Nintendo for a little while, she felt like starting a new game over my 119 star game. I'm still hostile towards her.
PSOne: I played some lego racing game, I had all the drivers, cars and parts unlocked, btu I didn't have a memory card yet (it was my first game on the console I got for X-max - without a memory card of course) so I had to play it without turning the damn thing off. My aunt was gonna sleep over so she decided to unplug the console for a lamp (she slept on the couch in the TV-room) so she could read a magazine. I woke up the next day, entered the room, stood there for like 15 minutes in shock.
FFX 2: completing the horrible game with 99.2% because I messed up with giving the sphere away. I never played it again.
And of course, if I'm playing Heroes of Newerth (the DotA remake) and the power get's cut off, I lose the internet or I get in the game with a complete noob/feeder I can really feel my guts boiling.