Your Unluckiest Moments in Gaming

Unluckiest moment (and showing my age) was playing a game on the C64 (remember that). It was called Kokotoni Wilf (I think) and the makers had a prize fund of £1000 for the first person too complete it. I played it for 14 hours straight and got to the very last screen when a bad sprite collision killed me off and I never managed to see the last message to claim the prize. It was eventually won 4 days later.

I was playing Fallout 3, just derpin' around the wastes, when I notice an upturned train car. I walk over, looking for loot. I turn the corner, and find a teddy bear in a shopping cart cage. Thoroughly creeped out by this, I save the game because of a bad feeling I was getting. I get out of the menu, get back into control, and turn around to see a @#&% fire hydrant sailing towards my face.
After recovering from my mini heart attack, I pick up my controller from the other side of the room (where I had thrown it) and loaded up the save. I tried to move out of the way, but no luck; I had saved literally milliseconds away from the end of the Behemoth's swing.
So, not only was I trapped as a Super Mutant's punching bag, I had also lost hours of play and numerous quest completions due to me being a complete idiot and not saving.

oh man last week i was playing mw3 and i was one kill away from my first m.o.a.b when my controller died and so did my killstreak