In Oblivion I was doing the thieves guild and I had just gotten back to the gray fox with the boots of springheel jack when the game crashed =\
I had to start back at the beginning of the church with blind monks mission 2 hrs back
Going Hardcore through Baldur's Gate 2 (i.e. absolutely no reloading of any form allowed) and getting killed by Amellisan on the very last fucking battle.