I've got good one:
I was playing XCOM: Enemy unknown on Hard and on Ironman mode (where autosaves only). The game bugged out in the menu screen about a half of the way through the campaign that I had bled to do well enough at.
I was sitting with my head in my hands when my wife walked in and asked me what was wrong. I looked up with tears rolling down my face and said:
"The aliens won."
