The first Mass Effect on 360. I found out a local K-Mart at the time had copies so I went and asked if I could buy it and the associate sold it to me.
Bioshock for 360. I worked at Gamestop at the time and my store manager let me take my copy own early.
Uncharted 1. We got word that the game would be releasing like 4-5 days early but we had our copies in already. Fun fact, when Patrick Klepeck was at 1Up I sent him this tip (about Uncharted's early release) and he published it giving me credit. Nobody giving a shit in 3, 2, 1... :p
This just, sadly, reminds me of when the PSN was taken down to combat possibly stolen data (which nothing ended up happening). I remember hearing that this is why people paid for XBL because stuff like hacks and downtime never happened.
@Gonmog: Steam support is one of the slowest customer supports you will ever deal with. They will eventually help you out, but it will take a while. You could also try complaining (without being a dick) on twitter and you could get lucky. When my account was hijacked I did a random tweet about it and someone at Valve customer support saw it and helped me out, luckily. I think through the normal channels it can take almost a week for them to respond to your request.