Fallout 2
Running with the patched version, completing every single thingies - then just before I could leave to Enclave the save-file goes corrupt, because the game is bugged BY THE PATCH.
Phantasmagoria (1)
I find every single secret and literally trying everything, when turns out my CD4 is corrupt.
Diablo 2, online
With monthes of work, just before the end of the season, I complete my build with all the ladder-only item, when a *#@ decides it is time to try if (s)he can PK.
Robocop
This was back in the C64 times. Noone, and mean NOONE was able to finish that game in the factory. I ran again and again (back than if you died you had to play the WHOLE GAME ALL OVER, no saves), trying to pass that. I was running, not caring for my armor, shooting like madman with the joystick, finding all the good stuff to kill the enemies - I finally see the bloody EXIT, and I even have armor to suffer 1 more bullet - than thuh, timer runs out.