I back a lot - just on Kickstarter, I have 1814(!) projects and counting- most of them TTRPGs. I did better about tracking a while ago, but the spreadsheet combined with the archaic interfaces for getting information about your backed projects along with my general rate of backing made that a lost cause a while ago. That said, when I was tracking, my rate of projects I was dissatisfied with or that didn't deliver was well within my tolerance for risk, especially since I started to use my experience to see red flags - I was getting some good side-gig work as a consultant using that list to help people work out their problems.
That said, my worst are:
Relic/Wicked Ones 2.0 (Bandit Camp)
Apotheosis Drive X
Both piss me off because I saw the red flags and backed at a low level, but then gave more in the pledge manager.
I'm on the Song of the Siren (or whatever that one by the terrible two). I should have taken the fulfillment of their prior one as indication that I shouldn't back this one, but here we are.
Far West, of course, was on that list, though it finally delivered- for better or worse. It was another one I backed at a low level and then gave more money after the fact. I guess I should stop doing that.
Those are the ones that really stand out, though I've refined my backing criteria and am very willing to back at $1 just to follow and see if my instincts are right. I've also taken the approach to follow loosely instead of hanging on each update. It makes the misses easier to ride along on.