That's very expensive. Though thankfully from what I've seen, even if there's space on the coast somewhere they won't settle an island if you've placed at least one inland market on the island.

In the Warhammer 40k: Dawn of War RTS (the first ones, I'm not sure if this happened in 2 and 3), some units were invisible and could only be revealed by certain units or powers. Generally that was fine but the Eldar race crossed the line by having some invisible buildings too. So often a battle against an Eldar AI would end up with you wiping out their bases and armies and then having to scour the entire map with your detector units looking for the one invisible building they had left that was preventing your victory.

Oh yes I've encountered that several times. The NOD from Tiberian Sun presents the same problem.

Not that expensive.That's the first thing I do whenever I settle an island.

I recall some Age of Empires or Age of Mythology letting you buy an artifact at the end that reveals the whole map, showing you where the rest of the enemies are so that you can hunt them down and end the level. I thought that was nice, taking care of that "now where the heck are the last few enemy villagers hiding?", especially as the game has no aerial units with which to sweep around the map quickly.

Respawn.

Probably most frustrating to me is in turn based strategy games (like Civ, Galactic Civ, etc), when a civilization that you have been friendly with and had trade ties with for centuries suddenly turns and becomes hostile just seemingly because the game needs them to turn on you to increase the challenge.

It's like: "We're best buds, why are we fighting?"
Reply: "Because you're winning."

I had the same problem with Disintegrate spell first time I played Baldur's Gate 2. It can destroy an enemy outright, but I never used it because it destroys all items too if successful, so I was afraid I'd miss out on good loot if I use it against strong creatures, and those that I knew had no useful loot were ones that I didn't need to use the spell on anyway.
The enemy of course had no qualms about using it on me and destroying my loot. They must be happy with whatever items they have and not interested in collecting the trinkets I carry.

It wasn't really particularly annoying though, just had to remember to protect/defend against it and reload the odd time it was used on you sucessfully (it destroyed the person completely, making it impossible to bring him back even through Raise Dead spell).

beating me

The old "Remove the Fog of War So You Can Mop Up the Opposition" trick.

/Maxwell Smart. : )

It was a technology, Spies in Age of Empires and Omniscience in Age of Mythology. It was very expensive and its cost scaled with the number of enemy units, but it was useful precisely for this. A well-thought mechanic.

In Battlefront II, when Rebel Scum keeps shooting at your body / your comrade's even if you are dead already. That's mean,

And Civilization. Even without the invisibility, just on big maps. "Where the hell is that last settler unit/city hiding?"

The psychic powers of certain aliens in games like X-com. I'm never prepared enough for these bastards, even though I know in the back of my mind that they are probably in the game somewhere.

I'm an "early braker" while cornering in bike games; slow in, fast out.
The AI on the hand is always late on the brakes, which is the best way in theory, but I've always been bad at it.
So it's not uncommon for the AI to crash into me if I'm in front, braking into a corner.
While it's completely legit, what the AI is doing, it's still very annoying.

Dragon flapping its wings and sending my party all over the map, arrrrrrrrrgh!