I had mine in Fallout 2, where I had gotten to the point where I was going to the final, game-ending area, and all I needed was two McGuffins to get there. I eventually found them both, but I decided that I was gonna finish some more side-quests before I went there.
Fast-forward some hours and I find myself in the control room where I need to place one of aforementioned McGuffins, and I can't find it in my inventory. "Hmm, that's odd", I thought, "I might have left it in the trunk of my car" (/late spoiler alert!). But it wasn't there either. "WTF? Oh wait, did I ever go to that place with those pickpocketing kids while carrying it? I'll go check if they have it."
No luck there either, and at that moment, I realized that the game had glitched, thereby forcing me to start over from the beginning if I wanted to see the ending.
I haven't forgiven it for that quite yet, and I've therefore never played Fallout 2 all the way through.
Damn F.O.D...