Constantly.
-In Mass Effect 2, during the mission to retrieve the IFF unit I was mid-battle and a glitch caused my entire party to suddenly jump to the ceiling, constrained to a small horizontal area notably very far from anything resembling cover. I promptly died.
-In Fallout 3 I got trapped in my room in Megaton after Fawkes and Dogmeat followed me in when I went to sleep. I couldn't get either of them to move, and trying to kill Fawkes just to get out caused him to brutally murder me (and possibly sodomize my corpse). Even worse, my autosave had kicked in to keep me right there, so I had to load my most recent manual save, losing about two hours of progress. Thanks a lot, Fawkes.
-Several times in Mercenaries 2 I was almost done jacking a tank or copter when a previously-unseen tank or RPG blows me right off the vehicle, dealing massive damage and rendering me a sitting duck for the cheap-shotting dickhead.
-Mirror's Edge had so many situations where the only survivable route was so obscure or hard to see that I would try everything I could think of and still have to go to the internet for a video playthrough which would reveal one very unlikely route I didn't try.
