This thread is the gamer's equivalent of those skateboarding videos where someone gets hit in the nuts.
Okay, a few of mine:
THE PSIONICS HANDBOOK FIASCO: I bought the 2e Psionics Handbook for a Dark Sun campaign I was running. While the campaign was running, the book got lost - probably swiped at school, but who knows? So, I had to buy a new one with my meagre high school budget. This one, a friend lost, and he didn't have the cash to pay me back. So I bought the book again. And it, too, got lost a few years later, although this wasn't as bad - the same friend was moving to Ontario, and needed some books to read, so I took pity on him and gave him a few D&D books, including the psionics book as a joke. That being said, I was reluctant to ever buy it again, though I picked one up a few years back (used) to help finish off my Dark Sun collection.
THE CLOTH MAP! Way way back in around 1996 or so, I bought a bunch of stuff on boxing day, including the revised dark sun setting. I fell in love with the setting right away, partially due to the beautiful cloth map that came included - D&D collectors know exactly what I'm talking about. However, one of the other purchases I made was the Skills and Powers set, which revolutionized how D&D characters were made. And since our games at this point were all no longer than three or four sessions, a book that made character creation more interesting was a godsend. After about six months, I traded my entire Dark Sun set (which was no longer in print, because TSR cancelled the line) for a buddy's Forgotten Realms set, because this way I could use normal monsters and skills and powers.
Biggest mistake ever. I miss that map, man.
IRON HEROES: After buying the book, we played a campaign that was very well received. Really, it's one of the most fun books out there. Later, during my Savage Tide campaign, one of my players expressed interest in running a magic-light D&D campaign, and I lent him Iron Heroes. He shortly thereafter dropped out of my game, and when I asked him about the book, he'd dodge answering. He is no longer a friend of mine (though not just over the D&D book, mind you - he did some other dink moves/betrayals of the "guy code" that really ticked me off).
BYE BYE, BECMI: It was around 2002, and I was really digging 3e. It was the "last edition, because they will never need to improve on this" (ha!). Meanwhile, my little brother, who was around 14 or 15 at the time, wanted to start up a game. I gave him all of my BECMI stuff, because I felt that I had outgrown the game, that it was "too simple" (ha, again!). I also gave him most of my 2e stuff, as well. I guess he played these games, but a few months later, looking in his closet for something (I can't remember what, now), I saw all my books, under a huge pile of debris, torn and shredded. I asked him about it later, and he didn't reply... and then, a few weeks after that, all the D&D stuff mysteriously vanished. *sniff* (it's all been replaced, now, except for the Zanzer Tem dungeon set, including the best GM screen ever).