Final Fantasy VII. Final Fantasy freaking VII. Wandering around the world, killing monsters left and right, no issue. Find a new island, decide to explore it. Of course, random battle.
"Wait, why are my attacks doing crap for damage? Guess I'll try magic."
Next turn...
"Wait, why do I have no magic on any of my characters?"
Grind through the battle, my irritation ever growing. Pull up the materia screen.
"WHY IS ALL MY MATERIA MISSING AND WHERE DID YUFFIE GO?!"
Finally make it to the village where I find a chest containing some materia...LOLNO, Yuffie swoops down and steals that as well. I very nearly punched the TV and rage-quit, but held myself back just enough in check to only grab a nearby (thankfully empty) pop can, crush it, and chuck it as hard as I could across the room screaming threats at Yuffie the whole time.
This happened at an all-night gaming party at a friend's house, where several of my buddies who had played the game before had a great laugh at my expense.