I'll edit this if I can remember one, but wanted to post this before I forgot.
All of my PS1 saves when my mega memory card crashed. That day I stopped playing it and JRPGs. The only thing representing all the hours I put into those grindfests having disappeared just ruined them for me. Good thing we have achievements and cloud savedata now, eh?
Oblivion: my main character. I let my friend play, and he accidentally saved over my game. I wasn't mad or anything, just made a new character later. It kinda sucked to lose it though because I had spent like 50+ hours on it, and was busy purchasing property and all that.
FFVII for me. Had 2 different games going. My first play through where i saved before the Final battle, and another where i started a new game using cheats. I went to save my second game, and accidentally saved over my main save. Lets just say i didn't play FFVII for weeks afterwards.
Super Smash Bros. Melee. While transferring the data over to a larger memory card, something went totally wrong and I lost everything. So many hours wasted. I tried to recapture all my stuff, but it just wasn't worth it. It was too much work for a game I was so over.
About two years ago I had a break in and amoung the stuff stolen was my 360 with HDD attached.
Here are a few of the save files I had lost:
A 100% GTAIV save
All of my Mass Effect 1 saves
My Burnout Paradise complete save
Countless rented and other games I owned
Amoung the things not stolen, the 360 power chord. Poetic irony.
My roommate formatted my GameCube memory card and I lost all my data for several games. Most importantly was F-Zero GX. I had unlocked all the AX characters by beating insane story mode chapters on very hard. I also lost all the characters unlocked for Smash Bros Melee. Yeah, my GameCube saw significantly less action after that happened.
I think I've lost a Pokemon save or two.
One that pissed me off more than any was my fault though.
I decided to start a brand-new Ace Combat 6 game, but forgot to hit "New Save" or whatever when the game loaded. Ended up saving over my pretty much complete save. I had done each mission on the hardest (though not Ace of Aces), gotten each special skin for each plane, got every "unit profile", every medal for each operation in a mission (you can only do roughly half or a little over half of the operations in any given mission, meaning you have to re-do the missions for each)...yeah...
Still haven't finished up that save.
I really hate memory cards. I turned on my PS2 one day and my (official!) memory card had corrupted itself. I then put in another and that was corrupt too. Lovely. The PS2 stopped working altogether shortly afterwards. Here's some of the stuff I lost.
Gran Turismo 4. Probably spent hundreds of hours with that thing. So many damn cars, all tuned the way I liked them. This was when I was big into the whole drifting thing.
A Katamari Damacy save where'd I'd done almost everything (even collected the million roses).
All 3 PS2 GTA games, completed with a ton of money so I could just run around and cause havoc.
Bully completed. I don't know why I completed that game as I didn't like it that much.
Persona 3 completed in Japanese. IN JAPANESE.
All my Taiko no Tatsujin scores.
Those are probably the ones I cared most about. At least those are the ones I can remember. If I ever spend more than 10 hours on a game now I make myself back up the save games.
edit: Oh yes, my Twilight Princess save too.
I've lost a good deal of saves, mostly from formats. Maybe once or twice from corruption.
So my first loss of saves was a genuine rookie mistake, I just formatted without thinking and then when I was reinstalling my games it came to me
So on my next format I save the My Documents folder`(Cause that's where most of the saves go...right? right?) Turns out, most oldschool games just put their savegames in their own folder...So that was a huge loss, biggest one of that was my Fallout Tactics game i had going. Soooo close to the end too, after all that inventory shuffling.
So a quick rundown of my biggest losses of savegames
Fallout Tactics (God...that inventory system will haunt my dreams)
Jagged Alliance 2 (I took it very slowly and methodically, fighting every encounter myself...yep...I really did)
Star Trek Bridge Commander (Some missions are a BITCH!)
Oni (Nothing hurts more than loosing savegames when you're literally at the last level)
Call of Cthulhu Dark Corners of the Earth (This game was scary as shit which made progressing hard)
Hidden and Dangerous 2 (Was up to the end of a REALLY long and hard mission)
Mafia (same deal here)
Grand Theft Auto IV (Getting pretty annoyed at having to redo the training missions and everything just to unlock the islands)
ShadowMan on the N64; it happened at least 3 times. The game just seemed prone to corruption. Well, that and the shifty 3rd party memory cards were shit.
The last time it happened I'd taken it around to my friends house (ten years ago...?). Having been told he wasn't allowed to play it: as his mum walks up the stairs, my mate decides the only rational thing to do is rip the cartridge out mid-play. Cunt.
I think the most annoying incident where I've ever lost a game save file was back when Final Fantasy IX came out. I was being hassled by my sister to turn it off, and as I was saving, she turned off the PlayStation, corrupting my save data. I'd just started the second disc, so I wasn't happy.
In spite of this incident, I still only tend to keep single copies of saves for my games. Guess I'll never learn.
GTA 4, I was a mission away to the final one. I wanted to delete the stagnant gamer profile because I retrieve my gamertag at a friend's console. I selected to delete my profile and files associated with it. I made a big mestake. I also deleted my Forza 2, Burnout Paradise and 40 other game saves at the time. *Sigh... GTA4 mattered at that time because I was currently working on getting the 1000GS. I was so close in killing all those flying rats too!
Pokemon Diamond. I had 400+ hours logged in over a years span. Was on a trip with a couple of friends and brought my DS and stuff to play on the long ass plane ride. I was going to bed soon, and a friend wanted to play a bit. I gave it to him, went to bed, then 7 hours later I find out that THAT ASSHOLE USED A ACTION REPLAY AND CORRUPTED THE FILE!
I was mad, but it was a accident I guess. Never played Pokemon Diamond ever again.
I lost everything on my PS2 memory card after playing a Viewtiful Joe demo on Sony's Holiday Demo Disc of '04. I didn't even realize the demo caused the corruption until I read it a few weeks later. Sony later offered a free game as compensation if you returned the demo as proof, but I think I was either too lazy or too late to call them up on their offer. I still have that demo disc somewhere in this house.
" About two years ago I had a break in and amoung the stuff stolen was my 360 with HDD attached. Here are a few of the save files I had lost: A 100% GTAIV save All of my Mass Effect 1 saves My Burnout Paradise complete save Countless rented and other games I owned Amoung the things not stolen, the 360 power chord. Poetic irony. "I feel your pain brother, I had the exact same thing happy, except they got my power cord to...Mass Effect one saves, Viking save (Was on the Last island), Too Human save, thank god your account can be recovered.