I have sooo many... Pretty sure very few people have suffered lost data the amount of times I have. I had to watch that stupid cutscene with Mikau like four times because of MM's horrible saving system. And once, while playing on the Wii VC with a GC controller, I got frustrated with some ReDeads and pulled back angrily on the cord of the controller, which made the Wii fall over in the perfect position that the reset button hit the leg of a chair next to it, so I lost all of my progress since the beginning of the three day cycle. My Wind Waker file got corrupted, too... And I once let a little kid play Ocarina of Time 3D and he deleted my Master Quest file somehow... Not to mention that I have accidentally deleted both my Twilight Princess save file (first playthrough, I was in the Palace of Twilight; I cried) and my entire Super Smash Bros. Melee file with all unlocked characters (which later, after restarting, became corrupted as well). I have the WORST luck.
I have a more fun story that happened to my friend in PH though. He used Action Replay to jump over the Goron that's supposed to prevent you from getting to the temple before you talk to all the Gorons on the island. He then beat the temple and tried to leave the island, but Ciela wouldn't let him because she told him he had to finish talking to all the Gorons. So he did, but the Goron Elder refused to proceed with his normal dialogue when you do that. There were also two Gongorons, one of either side of the elder. One of them was pre-dungeon Gongoron that called him an outsider, and the other was post-dungeon Gongoron who congratulated him and acted friendly. It was immensely amusing to me to see him get so severely punished for trying to cheat his way out of a part of the game. He pretty much had no choice but to start over.