Eg. ruined a playthrough by saving at the worst time, or losing precious saves altogether?

Personally I can only think of one case atm, but it was a pretty bad one. Back in the days of trying to set up a lan party with coaxial cables and such (no router) on win 95/98 the first day usually consisted of everyone pulling out their hair trying to get everyone on the network, no matter the cost. This one time my pc was proving particularly temperamental so a friend of mine, who I asked to help me to get my pc on the network decided that the only recourse was to format and reinstall windows. Without asking me whether I wanted to back up anything...
The casualties? Commandos : Behind Enemy Lines saves up to lvl19, the 2nd last mission >:\

Final Fantasy 2 US. Used a Game Genie to walk through walls, talked to Golbez when he wasn't supposed to be reachable, and the game crashed and deleted a few saves, not all of which were mine.

Final Fantasy 3 US. Had a late-game (WoR) save IIRC, but then the save battery died, the saves disappeared, and the game stopped saving (it would go through the save screen as normal, but the save file would remain empty). Had to exchange the game for another copy because of that.

Final Fantasy Legend 1. Saved right after putting the items on the statue, but before fighting Gen-Bu, which I was not able to defeat. Can't kill the boss, can't escape to buy items to level up. (I didn't realize this at the time, but getting lucky here was impossible because the RNG was so bad.)

Ys 3: Wanderers of Ys (SNES). Usually, when you save and reload, the enemies disappear, but there are exceptions to this rule. One time, an enemy spawned on top of me when I reloaded, causing me to die immediately after loading. I was actually able to save this run by pausing at the right time and equipping the Shield Ring (which cuts damage in half, but drains ring power; if you've played Oath in Felghana and this sounds unfamiliar to you, it's because they completely removed the ring mechanic in their "remake" of the game, replacing it with an entirely different mechanic that serves a completely different purpose.)

Final Fantasy Adventure: Not me, but someone I know had problems twice: Once by saving at a spot where an enemy would spawn when reloading (and her character didn't have enough HP to survive a hit), and another in a puzzle room, saving behind a gate that was opened, but the gate was closed on re-load. She gave up on the game after these two incidents, and I learned to only save on screen boundaries.

(Yes, I know one of these examples I was able to salvage, but it was still a horror story, and I did nearly have to start over.)

Right now I don't remember older cases, but in Fallout Tactics it is too easy to end up in situations that all the recent saves (if you rotate them fast) have you in a combat situation which you can't escape alive, since it is quite common some enemies can kill your main character in one hit, even if he is wearing the best armor in the game.

For instance, even in random encounters, super mutants with a rocket launcher can cause you far more damage in one hit than you have HP, even with advanced power armor (so one lucky hit from them => game over), or the Scott City mission I play now, there are two Behemoth robots that can even kill your whole party with one shot, if they are in the range and detect you.

If even your oldest save is from a situation where you can't run away from such enemies without getting hit... what can you do? Hence, in Fallout Tactics it is very important to keep some odd saves here and there which you don't regularly rotate, and especially keep a save or two from your base before you started the current mission. Well, I guess there is also an option to restart the current mission from the start anyway...

Off-topic: I was able to kill one of those two Behemoths, but I had to savescum a lot. Basically what I did was that I put my whole party into sneak mode (they all have very high sneak skill by now), went close to a lone patrolling Behemoth, and then with my best sniper using the best energy rifle in the game, I kept shooting at the robot's sensors over and over again (reloading the save game just before the shot because I'd always die right after an unsuccessful shot), until I got a critical hit that would knock it out unconscious. After that I'd let the whole party keep shooting at it with their energy weapons and rocket launchers, until it was dead, hoping it doesn't wake up before I am able to destroy it. I managed to kill it right when it woke up.

Countless times with TR I've accidentally saved right when Lara is falling so when I reload to retry the jump all I reload to is her falling and crashing into a mangled heap.

Nothing quite as infuriating as clicking "load" instead of "save" at a crucial moment :P

I'm sure I suffered some terrible save losses over the years, although right now I can only think of the one time I lost all my progress in Neverwinter Nights 2. I never went back to it either, I could not for the life of me muster up enthusiasm to replaying it all again.

Might and Magic I (or II?)

There's only one save slot and you can only save in taverns in towns. I was at least halfway through the whole game and had a pretty good party. In one dungeon there was a clear warning that I shouldn't steal from the inhabitent. I did though nonetheless, got good loot, returned to the town and saved.

The next time I played, I realized that all my stats of all my characters were set back to 1, which means they were much worse than at the beginning of the game and quite useless for any kind of fight. Took me days to fix that and get back a half decent party.

The event that would do this is in MM2, and it actually lowers stats to 3, not 1. What's particularly nasty is that, like stat boost effects, the change only affects your base value, and not the current value (which is the value displayed), so if you look at your stats immediately after the event, you won't notice that anything is amiss until you rest or an encounter ends (both of which set all stats to their base value). Anyway, here is how you can quickly get your party to be decently effective again in a reasonable amount of time:

1. Go to the speed increasing spot, and use it 5 times; this should get your characters 53 speed, enough to outspeed the majority of enemies (and enough to make Power Shield + auto-attack not do too much damage to you). Don't forget that spells like Teleport that have fixed costs are still viable (and that there are items for many spells, including Teleport and Fly, if the low costs are too much for you).

2. Go to the intelligence increasing spot and use it 5 times. This should give your archers and sorcerers enough spell points to use spells with scaling costs, like Eagle/Wizard Eye.

3. Start boosting other stats. These tend to be less important because level and equipment can often compensate for low stats.

Interestingly enough, you *can* do without Personality; the only Cleric spell with a scaling cost is Power Cure, and you can get around that by getting a lot of HP (perhaps use Max HP potions, which boost your max HP massively until you rest) and using Divine Intervention as your main healing spell. All other spells are either very cheap or (in the case of Uncurse Item) non-functional (at least not the way it was presumably intended).

I can still remember those screams so clearly, and the one she makes when she runs into a wall :P Nothing beats the Prince of Persia 2 lava death though. Except perhaps clicking on 'auto resolve' instead of 'retreat' in a turn-based game when you realise you can't win a fight :P

Electric blacout midway through save process. Save file corrupted. 40+ hours of gameplay lost.
I had only 1 save slot, because I'm an idiot.

This accident thought me to use multiple save slots.
Also the reason why I NEVER play any game mode that limits me to only 1 save slot, like permadeath mode in many RPGs.

I also clicked load instead of save many many many times :D

Last night I was playing Divinity: Dragon Commander, won a major battle and was in the process of saving when a program preinstalled by the manufacture on my machine activated. This program scans and checks all the important hardware in the machine for errors or faults, and takes up a huge amount of memory and processing power to do this. I did turn off the scheduler but the program automatically update recently and I had forgot to turn it off again. As I was saving it kicked in, dropped to desktop to alert me it was running, I tried to abort it but the combination of the game and this bloody program crashed the system. Hard to do a hard shut down and reboot and lost the save, but I did have multiply back ups but the closed was some turns (and hours) back and I had some lucky breaks and gained a lot of ground. Even worse there were no errors with my hardware before, but after the crash and reset I had to run the bloodly scans anyway to makes sure no damage had been done by it.

My save file crashed in Black Flag.I almost to the end and I captured all forts and my ship was almost full upgraded.I lost my save file but playing this game again was fun.

There are two types of people: Those who back-up their saves and those who will learn to back up their saves. That's why I don't have friends. Knowing how hard that game is, my condolences. Seriously. I'd hate to have to replay some of those later levels. Except perhaps clicking "save" instead of "load".

several years ago, when I was playing Crisis Core on PSP I tried to get everything. I had 3x 500 hour savegame (in case one gets corrupted) and shortly before I got the last part of the Genji Armor equipment the memory card suddenly broke without any reason..... everything was lost....

a few days ago playing Star Ocean 3 on my PS4 after 10 hours without saving (goddamn Bunny-Race Trophy!!), exactly when I wanted to save the game crashed.....now I need a new controller....

It's not a really epic story, but playing Ratchet & Clank - A Crack in Time. I got about 90% of the way done and my PS3 crashed, corrupting and destroying my save. About 10 hours of progress gone. I don't think I ever fully completed that game (all extras) though I have for the others.

Quake 2 saves didn't work too well vs. the AI code. AFAICT it would appear to tick the AI a few times on Load. So if you save just as a Gladiator appears at the end of a corridor or w/e, reloading you might immediately get a railgun to the jaw and drop dead without any chance of evading.

edit: Horror story save would be Unreal. That would write out corrupt saves from time to time and although you could skip forward to the level you were on I couldn't find out how to get the datapad thing so you were essentially crippled. Stopped playing after that - although it was so bland I might have quit anyway.