So many to choose from.
Changing Cummins injectors, I had a rocker bolt break in the head when I was finishing up. I was using a torque wrench, and before it clicked I could feel the bolt soften. Having been through this rodeo before, I stopped and slowly backed the bolt out, ready to kill everybody in the whole world. Somehow, the center of the bolt had broken through, but the thread was still sort of in tact, so I was able to remove it in one piece without pulling the head.
I changed an AC clutch on my truck, and on the last bolt, the bolt broke way before it was tight. I went from having 10 minutes left, to spending two more hours getting that stupid bolt out.
I manual swapped an F250 once, and everything went great but the transmission I put in was noisy. It was dirt cheap, so that's to be expected. I took it out and had it rebuilt. Went to reinstall it after the rebuild, and the input shaft would not go into the pilot bearing. A few days in a row, I would come home from work and spend an hour or so trying to get it to go. Finally, my patience wore down and I just used the bellhousing bolts to draw it up. I got really lucky it didn't break the bellhousing. All at once it just snapped into place.
One time I split a tractor to find a pretty significant hydraulic leak. After building stands and making a couple tools, we got it split and discovered the leak was not coming from there. I put it back together and said to hell with it. Hydraulic oil isn't that expensive. That was several years ago, and that tractor still leaks.
Those are just the ones that come to mind quickly. I try to convince myself that these things happen when you're trying to expand your skillset or push yourself. In reality, they just happen. Sometimes it sucks.