Only 2 really come to mind.
1) I was trying to get a Mew out of my Pokemon Ranch, so I had transfered nearly all of my Diamond (140 hours- but also contained all of my pokemon from Emerald and Leaf Green- at least another 100 hours) and Platinum(20 hours) pokemon into the wii.
My wii bricked itself because of a faulty system update tied to the launch of NSMBwii, and when NOA sent it back, they had wiped off all of my save data.
I was about 20 away from completing my dex. It was a very depressing day. I was able to get back some of them because of the Emerald cloning trick, but I don't really play the games as seriously after that.
2) Playing through Secret of Mana with a bunch of friends one time, and we were towards the end of the game (i assume), and we were in some sort of space ship style building with floors that forced you in one direction or another. Some how, 2 of our players got on one side of a wall, and the other didn't. We were locked in place because of the floor. We decided to reload our save file from a few minutes ago, but in the confusion accidentally resaved. As far as I remember we couldn't ever get free, and I never finished the game.