For me, it was in Diddy Kong Racing DS when I figured out how to set this cool trap and placed five fake coins on the track. On the next lap, I mistook it for a real coin and ran into it, and almost lost the race

Probably something I've done on COD6 lately....
Like sneaking up on someone then trying to make them look stupid and then you end up dying.

I hate losing to bosses that I know are extremely easy. Bowser from Super Mario Bros. is a great example- all you need to do is jump over him at the right time, but I often find rediculous ways to die on him.

Probably the time I was playing Star Ocean: Till the End of Time, and literally didn't save my game for over 8 hours, then lost a battle due to paralysis. It's my fault for not saving, but it sucked big time. I was on Disc 2 and had to go back to Disc 1.

After have played Mario games in 5 years I lose in Super Mario Bros. world 1-1 to the first goomba in the game. It can't be more embarrassing than that.

I Mario Kart, I ran into about every banana I dropped the next time I did the lap...

Somehow I always forget where I drop items...

Forgetting to save my game on final fantasy when levelling up then running into a hard enemy and getting killed.. then loading the game to see that you are back to level 20 after levelling to 30..

for me it's for sure forgetting to save a game. For example:
Other day, I was playing Megaman X4 on my PS1 (still have it ) and fighting Split Mushroom as Zero. I still didn't discovered his weakness, I was on my last life and I was going to the final blow, but then his clone he made got me when I landed. I thinked: "Okay, at least I can try again." But I didn't saved since my first fight with Web Spider (which too was a hard fight with Zero XP) and then I decided to stop playing a bit. When I powered on again, I had discovered that the Zero file wasn't there! I was too pissed up that I gave up and decided playing football with my father (yep, that's true).

Luckily yesterday I almost finished the game with both X and Zero.
But that was really embarassing to me... XD

Earthbound emulation. I saved before clearing the department store's boss, and the emulation crashed not long after Poo joined my party. Because I didn't save, I was sent back. It sucked.

Seems like most of these posts are about forgetting to save and losing a lot of progress.

being killed by a goomba

oh man - i was playing a die hard game (cant remember which one)whilst very drunk and i wanted to quit the game ~ so i thought press start,then quit,then yes - so i pressed start hit quit then it started coming up with all these other questions !!! man i thought the ps2 was speaking to me i was that drunk ~ seriously it takes ages to quit that game !! i had to check it out the next day when i sobered up because i thought i was going mad !!

Probably the saving thing. If the game has a save anywhere policy, I have a really bad habit of not saving very often. Nothing like playing for hours and dying just to have to go back that time. <.< I also have a really bad habit of dying in the most idiotic ways possible. Boss battle and there's a way to insta-die? I've done it. Nothing like fighting the boss for twenty minutes and then jumping into the lava off the side.

I'd say it was probably a saving thing as well. Like one time I had some intense level-grinding in FFVII and I accidentally dropped the PSP so it turned off because the battery cover came out a little. I never saved so I had to regain all those level ups again lol.
There's probably a lot more, like the one the first post mentioned about setting traps and then accidentally running into your own in Mario Kart.

One time I was playing pokemon pearl when I saw a Clefairy and I decided to use a master ball on it.
In Mario Kart Wii, In a level I keep falling of near the same spot over and over.

When playing Mega Man Battle Network and battling the virus creator program in Dr.Hikari's lab and there was this red bomb guy who Crono got into a battle with. So, he just uses the chip that lets you use the blocks that Stone man drops. Anyways, Crono uses it and 3 blocks surround him so, he's thinking "WTF?" and afterwards the bomb guy throws 2 bombs at me and...dead...TT^TT FAIL...

Probably my first duel on WoW where I had no clue what to do and was beat within seconds

2 embarrassing moments online, would be playing CS in a full server (around 20 people) everyone had mics and it was a good and competitive bunch. My team got destroyed one round in an early rush. it was me vs 6-7 enemies and i killed all but one, tried to stab him to show off and got a shotgun to the face. Another time it was a similar situation and i had just killed like 5 enemies being the last person on my team, and i didn't notice that the bomb was planted. I was standing right by it for like 60 secs looking for an enemy that wasn't there having killed them all; it blew up and my team lost (the ridicule of the next round was massive and hilarious. i even had a defuse kit).

most embarrassing private, i was playing final fantasy tactics for like 3-4 hours on a insanely long drive. Lucked out and got 3 secret characters when i did there missions, found like 5 rare weapons that tought ultima moves or mith weapons. And then one of my best characters died (as in was removed from battle and there was no way to get them back)in a lawless zone.... i hadn't saved for the entire 4 hours.

I guess I'd have to say mine was on Mario Kart. I picked up a fake item block thingy & set it down near the real ones hoping the computer would run into it instead. They usually do but this time they hadn't & I saw a block thinking, "I just need one more item to help me & I'll win!".... of course the block I saw was the stupid fake item block that I had laid down....

Probably the most embarrassing thing would be when I played Resident Evil Nemesis for the first time. I considered myself to be pretty good at the RE games, then out of nowhere Nemesis pops up and blindsides me.

the first time i played twilight princess 100%, it took me 67hours and 32 mins. the second time i played it took me 72 hours and 56 mins........