1. in a FPS being spawned far from the decent weapons and inevitably getting killed during the long walk.
2. also in a FPS using a heavy machine gun and putting loads of rounds into an enemy only to have him kill you as he drops dead.
3. probably the angriest I've got in gaming was when one of my PS2 memory cards corrupted (for no good reason I may add) losing saves for FFX, GT4 and MGS2 among others, when I finally got my PS2 to read it..... "empty"
There's lots more of course, a mate had his Xbox360 give up with the red light of death after about 2 years etc.