Cheesy: You've been screwed over by a fellow player's PC & the DM.
Your party just enters town after an adventure and everyone buys a new house together. The first night, the casters magically protect the windows and doors to the room you are sleeping in. Somehow, against all odds, your "teammate" has stolen your best magical gear from right under your nose while he played a solo game with the DM. Not only that, but he has time to place all of your money around the floor in an attempt to throw you off track. You're a Rogue too, and never heard a thing. You simply wake up that morning, your gear is everywhere, money is thrown around rather than stolen, a party member is missing, and coincidently, the only 2 magic items that player knew you had are missing from your gear. That also happens to be that players last day to play D&D as he ships off to basic training that week.
A year later (and an honarable discharge later), that player is gaming with us again in the same campaign. His PC shows up in the group again. After you convince 2 other PC's to help pin him down while he's sleeping and psionically scan his memory for the last time he saw your magical items, you learn he sold them to an NPC. So of course you have to slit his throat for his betrayal

But as you speak a witty one-liner to the PC and then tell the DM you cut him open, the DM announces that a mysterious evil mage NPC teleports into the room and warns you that killing this PC will bring his whole evil organization down upon you.
After that, I told the DM that if I'm ever about to die, I better have some good mage NPC teleport in and threaten my captors like that :\