I was playing a chaotic neutral drow sorceress under a DM who loved railroading players and hated letting anyone get away with thinking outside the box. One of my friends, who had never played D&D before, was a blue-skinned elven ranger who followed me around and did basically whatever I suggested, because she had very little idea what she was doing. She'll be important later.
At one point, we were passing through a mining town, and the townsfolk hired us to get rid of some "creatures" that had showed up in the mines. So we went down, and the DM described 4 or 5 "long, worm-like creatures, with beaks and dark red scales" that were pretty much ignoring us. There were broken egg shells nearby. We attacked one of the worms, and found we could barely scratch it. It breathed fire on us. At this point, we were all assuming it was some demonic beast from Fiend Folio, and gave the fight our all. Eventually we killed it. Then there was a massive roar, and an enraged Ancient Red Wyrm showed up. We were level 3 at the time. It turned out those things had been her babies. The DM had assumed that, because a baby dragon is called a "wyrmling", it has no arms or legs and looks kinda like a larva of some sort. He also assumed that we should have recognized it, and not been stupid enough to fight the thing he'd railroaded us into fighting. We escaped (this DM loved throwing us at impossible fights, and then saving us through DM fiat), but he had us roll DC 25 or 30 Will saves (still 3rd level here) to not crap our pants from fear. Seriously, the point of the game is to have fun. How can it possibly be fun to "save vs. s#!t yourself"?
Later on, we were on a ship for a month-long voyage. My drow had recently become a were-rat, shifted alignment to chaotic evil, and taken to using illusion magic to look human. She was rather ADD and loved mischief before she became a rat, and now she was totally bored being cooped up on a ship for a month. The guards on the ship had newly-invented muskets, and I wanted one. So I spent most of the voyage working on an elaborate scheme to get one (though I should have known by then that the DM would foil it without even rolling anything). I bribed various people for the ingredients of a fast-acting sleeping poison, and spent two or three weeks getting friendly with the crewmen who stood outside the captain's door at night. (I could have gone after someone else's gun, but the captain's was double-barreled.)
So eventually we were approaching port (I wanted to be within swimming distance of shore, in case things went wrong). I had the elf who followed me around stand guard just out of view, and brought the two guards each glasses of mild wine, which had sleeping poison in it. I rolled high on my Diplomacy (or possibly Bluff) check to convince them to drink it even though they were on duty, to celebrate that we were almost on shore. One of them failed his save and fell unconscious, the other did not. So I ripped his throat out with my teeth (being illusioned to look human, I kept my were-rat form almost all the time). I searched both the bodies for a key to the captain's door. Neither had it. I was trying to figure out how to get the lock picked before someone found the bodies, and the DM hinted so strongly that he might as well have told me outright that the door wasn't actually locked. I opened the door and looked in, and was told I saw the captain asleep in his bed. So I went in, to kill him in his sleep and search for the gun. A guard who had conveniently been pressed flat against the wall inside the door blackjacked me and knocked me out. I pointed out that I hadn't been allowed a Spot check to notice him, he hadn't made an attack roll or rolled damage, and I hadn't been allowed a save, and he relented by allowing me a ridiculously high DC Reflex save to dodge. I rolled a 19 on the die, and dodged. For half damage. Because apparently a blackjack is an area effect, now. The guard (and 3 others, who had also been lurking perfectly hidden inside the sleeping captain's bedroom) all somehow step into the doorway and start shooting at me. The shots drew the attention of my elf, who rushed to join the battle just as I dropped below 0 hit points and fell unconscious and dying. She tried to grab my body and run, but I'd somehow fallen behind the 4 guards in the doorway. She tried to fight past them, but in a couple of rounds more guards showed up and she was subdued also.
The guards had noticed the man's throat having been torn out, and we were taken before an Inquisitor (who just happened to be aboard this perfectly ordinary passenger ship). He had True Seeing, or some equivalent power that let him see that we were were-rats (and I was a drow, besides). My character was publicly (and humiliatingly) executed, and my elf was sold into slavery.
When I asked the DM why he'd forced events to go so badly for us, and foiled me at every turn by changing the rules at whim, he said, "Because you're playing a sorcerer like a rogue. If you want to play like that, you have to make a rogue."
And he thought that was perfect justification for killing a character without allowing any sort of escape.
I got my revenge, though. My next character was a human warlock, designed for two things: 1 - to be a better rogue than any rogue could ever be, and 2 - to survive anything the DM tried to do to kill him. His 'henchman' was a blackguard with a very nasty sword, played by the player of the (former) elf who was also rather pissed at the DM. He had invocations for Darkness and for seeing in magical darkness, an invocation that gave him +6 to his already ridiculous Bluff skill, and many invocations for escaping unharmed from anything (including Flee the Scene - short range Dimension Door at will, leaves behind a Major Image of you for 1 round). Three times he was reduced to negative hit points in melee when no one should have been in range, but he had the Diehard feat, so he remained conscious long enough to dimension door away and drink a healing potion (which he carried a lot of).
He was once kidnapped by a nymph (the DM loved using nymphs as villains, in places there was no reason for a nymph to be) who tried every trick she could think of to get me to eat some of her food. He knew better, very politely declined, pissed her off by doing so, and somehow managed to escape with her treasure. When he came back to the party's ship, it turned out that 2 hours had passed (when for him it had been a few minutes) because for some reason the room the nymph had been in counted as a faerie realm so time passed differently there. When he realized this, he played along, and told them that the nymph had taken him because she was attracted to him, and he'd been so good in bed that she'd given him all this treasure as a reward. Then he generously offered to share the treasure with everyone, because he'd just been laid and was in a good mood. The DM gave everyone an out-of-nowhere +5 or so bonus to Sense Motive, but his Bluff rolled somewhere in the mid 40s. The DM was seriously pissed off, but couldn't think of anything to do about it without driving me and my friend out of his game.
For the record: I'm not above munchkining to defeat a bastard DM. ^_^