What do I have...
Dawn of War: Fucking stupid orc leaders who can teleport anywhere they want!!!
MMORPGS in general: taking your last quest monster to 10% hp when a newbie runs in and kills it and now ruining your entire quest and thus forcing you to do it all over again. If anyone has played Priston Tales, the quest where you have to get those body parts from those wolf things, iit's the game I speak of.
Prince of Persia: Some of the puzzles, you know the ones I speak of...ALL OF THEM!
EVE Online: Mining asteroids innocently in your lil frigate when suddenly 4 space pirates warp in and blast you a new exhaust hole

+ killing pirates in a nice asteroid belt to only be PK'd by some corp who "owns" the place
Maple Story: Finally getting your first class then realizing how ridiculously same the stats are with the Novice class.
Ragnarok Online: Being the melee class trying to fight the Wizard with the 60% freeze spell that deals 1000+ damage per hit.
Magic The Gathering (card game): setting up your manas and support cards to summon your big mother f-ing monster of chaos when...your opponent slaps down a "Remove All Cards" card...GAH!
Any FPS game: starting a mission with the crappy pistol and finding out weapons you PICK UP don't transfer over for some reason.
BG/BG2: Characters being randomly perma-killed or finding out that slaughtering all the orcs which cost you several hundred gold in potions have nothing on them but 2 copper necklaces, 10 gold pieces, and a rusty broken sword.
Jurassic Park: Dino Battle (?): When either the computer, your friend, or yourself figure out that one move that makes you grab the enemy by the face and whip em to the ground (which does a nice chunk of damage and stuns em), and then realizing you can spam it.