I don't know if this counts as one, but I had a problem with Far Cry 2 which has really demotivated me to play it all over again. Right at the very end, when you exit the prison into the Heart of Darkness, you can't go back once you drop from a high ledge towards the end of the game.
I realised I forgot to do something important in the prison. I can't exactly recall what it was, but it was very important since it triggers the final sequences. So I got myself stuck in that final bit with no way to get back up or no back-up saves. Luckily it was my second playthrough, so I already know how the game ends.