I think my worst case scenario was from DMC1, I finally finished the game on hard mode unlocking Dante Must Die mode and Sparda except at the end of the game, my hand slipped and I started a game on normal mode instead... meaning I can't access any of this stuff until I finish the game on Normal and may even have to beat it again on Hard mode. I still haven't touched the game since.

My other worsT case scenario was finally getting to the last dungeon in Shin Megami Tensei III: Nocturne. I stopped playing for a bit partly due to frustration and partly due to being busy in my personal life. I took my memory card to my college's gaming club and somehow lost the damn thing. Not only was I not able to finish the game but it was my only PS2 memory card so I lost data on all my games.

I've picked up a new memory card since then but I no longer have the free time or patience to do another run through of SMT:N. Its a good game but damn is it hard... I even got the secret item to unlock the temple and obtain the ultimate Megatama...