Playing Assassins' Creed 3, after running into the 10th game breaking bug in the first 3 hours of the game (PS3 version) I was so mad I threw my controller at the wall. Only I missed the wall, and found an open door, and then another open door, and then it hit my brother full force in the back of the head as he stood at the sink in the kitchen. We still laugh about it today.
AC3 is the only game to ever make me break a controller. A true 1/10 game, I regret ever touching it.
Recently, trying to get the Legendary Goalkeeper Skill Challenge on Fifa 14 PS4 had me screaming and cursing at the TV like a madman.
Funnily enough, I never get mad at multiplayer.