I've had a couple bad ones in my decade long Pokemon-ing career..Mostly having to do with save files being erased. The first horrifying Pokemon moment I experienced was with Pokemon Pinball, actually, the original one for Gameboy Color. Fun game, but SUPER hard to get a complete pokedex. I was far along, though, and had even caught Zapdos, which I was really proud of. One day I guess the cartridge was being wonky, so of course, I blow on it a bit. I was hanging out with my dad at the time, who isn't really very video game savvy, but he asked for the cartridge, saying he'd clean it for me. He whips out a can of computer cleaner, the kind with the long nozzle, and sprays a bunch of it all up in the cartridge. I was terrified, snatched it back, booted it up, and all my pokedex data was blank ._. I never recaptured Zapdos, either and the mark from the cleaner is still visible on the cartridge.
Later, when I got an N64 and Pokemon Stadium 2 (my first game for the system) I borrowed a game pak from a friend, all excited to transfer over my Yellow team to battle. That game was far along, and I had all the evolved starters. We all know where this is going... I put the cartridge into the game pak, put it in the controller, turn on the game, the screen comes up and says there isn't a game connected. I turn it off and put the cartridge back in my gameboy to find my save data gone, apparently corrupted by that faulty game pak. Ugh.
Others are from my own stupidity. I was looking to buy Fire Red on Amazon, used. I bought it from some random seller, without doing my homework and looking into the reviews. I bought the "game" for like 15 bucks, it arrived, and I should have been able to tell that it was a fake from the the non-holographic label. Alas, I didn't any mind to it, started a game, played, saved and quit, then started up again to a screen telling me there was a problem with my file and it had been erased. It happened on every reboot and I didn't have the follow-through to contact the seller and call out his BS (I was young and not used to buying stuff online), I just kind of shoved the cartridge into the back of my closet somewhere, never to be seen again, money wasted. Also, at one point in high school had kind of a falling out with video games and made the stupid, stupid decision to sell some of my games bundled on eBay. Included were my versions of Silver and Crystal, which I'd kill to play today.. All I've got left from the 2nd gen is my gold version :C