Not an 'in game' superstition but one that my players had:
We all know that many gamers have the superstition regarding dice. However, in two seperate games with totally different players they had superstitions regarding character sheets.
In one group, we were playing Call of Cthulhu. They got it in their heads that they had to light a match and burn the slightest bit of their character sheet after each adventure.
In another group, they believed that no matter how filthy or dirty, no matter how many eraser marks or pizza stains got on their character sheet, the sheet must never be transcribed and replaced. They felt that the sheets somehow had badges of honor.