For some reason in games the higher the tension the calmer I become and I actually think things through a lot clearer, usually with a mental "righto, what should I do now?" (This sort of thing happened A LOT on my first play through of Arma II). Most I ever say in a game if I'm totally in a no-win situation is "Well I'm fucked."
If in a particular part of a game I just keep on dying over and over, I have this running routine were I reason to myself "ok, if this happens one more time I'm gonna go Benny Hill on your arses" in which case I open up iTunes, let that immortal tune play and usually cause mass havok to whatever was in my way. It actually works about 4/5 times!
EDIT: Just remembered a friend of mine when if ANYTHING mishapped or he got killed from lag in MW2 or Vegas 2 he's just say "physics says NO to that!"