One of the funniest/stupidest things I've seen came in a campaign a few years back. I was DM.
The start of the campaign was less than heroic. The party is investigating the disappearance of a friend in a small town and stumble upon some cultists. They confront them in a warehouse and are forced to retreat with one PC unconscious. Our house rule is that if your PC is knocked out, he's out/recovering for 8 hours, as he's suffered grievous wounds.
So, party returns to the local inn (which is run by a cultist) and they lay out the unconscious PC. For some reason, they head out to do some more searching, leaving the poor soul unattended.
3 hours later, the party returns to any empty room. So now they know they have to go looking, but they decide to wait until morning.
Except the thief. Who goes out alone, without telling anyone else.
The next morning, the party wakes up to discover the thief gone (captured the night before). The party of 6 is now down to 4. So, what is a good party to do? That's right, they split up!
The fighter winds up stumbling upon the leader of the cult (the local cleric), and barely escapes his clutches (lucky will save!), and manages to make it back to the rest of the party. The party later receives a ransom note for the 2 missing PCs.
So, knowing it is a trap, the party travels to the meeting point and stand out in the open, with no plan or idea of what to do. One pitched battle later, the one remaining conscious player is leading a group of horses with 3 unconscious party members strapped to the backs back into town.
They finally wised up, starting planning things, and eventually rescued the other 2 players.
The thief, however, didn't fully learn his lesson. A few sessions later, he has discovered a secret cache in a wall. He fails his Detect Traps roll, reaches in, and snatches his hand back just in time from the guillotine blade trap. So what does he do? Looks, sees the trap has reset itself, so he
reaches in again!
His reflex roll the second time was a 1. It took them some time to save up for a regeneration spell.