Sometimes there are some really unfortunate moments in a level.  Some of them are hilarious, some are just flat out annoying. 

I consider my moment a little bit of both.  This happened last night.

I'm playing Sonic 3 and Knuckles.  I just collected all seven Chaos Emeralds by the second level.  I'm already having a hard enough time keeping more than a few rings (because I'm horrible at the game.)  I've only been Super Sonic very briefly - usually at the very end of an act.  Suddenly, I hit this lucky break.  I guess by maybe the fourth or fifth level now, I'm somehow avoiding taking any hits (or at least keeping a shield on most of the time,) and I'm grabbing a ton of rings in the bonus stages.  I've collected almost three hundred rings.  I'm going to be Super Sonic for a while now, and I still have plenty of stage to plow through.

And wouldn't you know, a minute in, I get crushed.   Most unlucky. 

Well I accidentally deleted my saved data in Pokemon Mystery Dungeon Red Rescue Team. That is really unfortunate. Also, something that is unfortuante that happens to me quite often in Pokemon games is when I am just about to beat the gym leader. We are both on our last Pokemon. Then he/she uses a Max Potion or a Full Restore and wins. That really sucks.

I normally play JRPGs for many hours during a single session. Oftentimes, I will end up forgetting to save after making tons of progress, and then I will end up dying because I went too far beyond my capabilities. It is just upsetting when you have made lots of progress, and you find out you have to redo all of it just because you forgot to save.  

I was playing a hack of Super Mario 64, I tried to create a savestate, I accidentally loaded a savestate (I wasn't looking at the keyboard), and I had to start over what I was doing.