the free Windows re-release of Death Rally. My car was pretty damaged, but I had got almost a full lap before the other cars, and on the last lap, when the finish line was visible on the screen I accidentally push the Windows logo button on the keyboard, which minimizes the game and opens the start menu, as fast as I can I switch back to the game, but it think I've been holding down the right arrow key all the time and does not register that I don't, so the car just spins around in a circle in front of the finish line, a car catches up and shoots a few rounds on mine and I die. That was pretty annoying.
I have died in bad ways in a lot of other games too, primarily FPS' and RPG games, and of course Dead Space.