Didn't happen to me but I do have 1 recent relevant anecdote to which I was witness.

It happened in me3's multi, I had stumbled on a good group and we were acing the normal difficulty, so the lobby leader and his friend (both on mic) switched it up to hard figuring we could handle it.

First few waves went well, we had some nice teamwork and class synergy so blitzed through first half.
We could handle the odd duo of banshees mixed in with brutes and fodder, but when we hit lvl5 the game spawned a trio of them from the start and more came soon after.

It certainly didn't help that the map we randomed was that dark enclosed refinery with plenty of corners and close quarters fighting.

As lvl6 started, we were immediately assault by 4 banshees along with the standard complement of brutes and marauders. They completed routed us and we had to fall back, but were unsuccesful and got cut down 1 after the other till only the 4th was left, the salaran engineer.

He was one of the 2 friends on mic and here was his last words as he was hounded by the reaper forces:
"Multiple banshees! Problematic!"
*fires off 2 rocket launcher shots to kill 3 banshees*
*2 more appear*
*fires a shot to take them both out*
*3 more appear*
"Out of rockets to kill banshees with! Even more problematic!"

Guy said it in mordin voice too :) Shame you can't chat to others without mic in me3, those were fun peeps that even complimented my krogan (said he looked omnimous in the red light <3 )

IL-2

Coming in behind enemy bomber, lining up a perfect shot, just a couple more rounds and his engine's toast... THUNK! Oil splatters over the windshield, CHUNK! An object appears in front of you, and you realize it's your suddenly motionless propeller. You notice the notification to the side: Engine: Inoperable.

You: Oh crap.

Captcha: High-flyer

Not anymore.

Schadrach:
This is a paraphrase (as I don't recall the exact phrasing from in game offhand), but it's close:

You eat the corpse of the grid bug.
Blech! That tastes terrible!
The corpse was poisonous.
The poison was fatal.
You have died.

Oh Nethack, every moment playing is an "I'm screwed" moment.

The pyrolisk stares intently at you
You feel very warm
your potions explode in your bag!
you are splashed with boiling potion and shards of glass!
you have died.
Would you like your possessions identified? [Y/N]

Playing legend of grimrock and pulling a switch that suddenly lets a good number of monsters into the room and being surrounded.

My 'Oh shit!' stories... got way too many of them. Most recent one would probably be in Skyrim, when fast-travelling around - rock up in Whiterun as a Dragon event starts. I hear the roar and go 'Alright, Whiterun doesn't have a lot of clearings, need to get my bow out' when I suddenly hear TWO more roars and see 3 shadows on the ground.

3 Dragons. In Whiterun. All of them High-leveled drakes (have some dragon mods on which added more dragon types). Que nearly an hour of fighting, ducking, running and swearing as I try to fight off all of the dragons with my un-enchanted Glass Bow.

Another good 'Oh shit!' moment was in Fallout 3, right at the start of the game - I'm level 3, running to the Supermarket for a Megaton quest. There's usually a random event there, so I'm prepared for a fight - except this time the event that spawned is one with three poorly armed wastelanders fighting a Deathclaw. I also have Broken Steel installed, so I am very, very, VERY careful around Super Mutant/Ghoul hideouts - random Overlord and Reaver spawns when I'm only level 13 is not a good way to stay alive.

Frankster:
snip

Oh god - how well I know that story, considering it's happened to me before. We all had our rockets though, so when the first wave of Banshees came at us we were fairly chill about it, going 'We got this'. Fired off two of them (they were spread out fairly wide), waiting for the hit - oh. They missed. All 4 banshees warped just as the missiles reached them, giving them enough time to eat our infiltrator and Vanguard as we prepared to fire again. Then more Banshees spawned in when we only had one missile left...

Vault101:
ME3 towards the end...

HOW MANY BANSHEES??!! seriosuly how many??!

I believe it starts with 2 each wave, but on the last run with the missile they start constantly spawning in pairs. When I finished it on Insanity Difficulty (FUCK. ING. HELL.) I ended up sprinting for the missiles with about 10 Banshees and 4 Brutes on my tail, with countless numbers of Marauders and Cannibals everywhere. Not a happy mission, that one.

Heimir:

RustlessPotato:
Counter Strike Source on cs_office. 4 teammates and I manage to go into the projector Room where the hostages are, because all the terrorrists rushed the front yard. When we try to save the hostages we realise or whole team was annihilated and there were 8 of them left. They had us pinned down so we decided to go in guns blazing. I was the only one left, managed to kill the last guy with a knife while he was reloading.

It was great.

That's more of a heroic moment then a "IM FUCKED!" moment.

OT: Planetside 1.

Taking a random tower on Oshur to see if we can provoke some enemy attention. After hack we move out and wait for whatever prey comes our way to go in to retake it. 2 ppl show up, 1 rexo and 1 agile. They enter the tower where as me and my mate go in and take'em out. My friends armed with an agile suit and a jackhammer. Im combat engineer with a handful of boomers(basicly remote charges). Some more of them show up, 1 MAXunit(Basicly power armor with big guns) and with 3-4 guys in tow show up. We're both experienced players and easily whipe out the 3 REXO suit guys before fighting a retreating battle up the tower vs the MAX. Got 1 remote charge on him on each level of the tower, the dumb shit kept walking around the corners tightly and was always close enough to take the full force of each charges explosion. He could've just taken a wide birth around and bullrushed us when we had nowhere else to go. So with the REXO down we take a look outside of the tower figuring they wouldn't send much more.

As I walk out I notice that the minimap is quite filled with red blips and blops. As I look out I see 2 Reavers staring at me and my friend, several heavy tanks 100m out with advancing troops on all flanks. 2 guys vs literally dozens of players(This is a small skirmish mind you). We realised that we were quite frankly fucked. Barely made into the tower again, my friend was hit by dozens of rockets from the Reaver aircraft and was pretty dead. I flee down the stairs to see if I can bug out via the spawntubes but instead meet 6 guys in the stairs and decide to just charge them guns ablazing a few cycler rounds and shotgun shells later i'm splattered allover the stairs.

Oh, right.

Gears of War 3 on Horde mode wave 35 with just my brother and I. We were doing very well when I ran out of Ammo, so i went to get some and when I turn a corned a can hear: "SMASH !" and then I died :p

When I failstab (for some unknown reasons even to God) someone in the middle of 3-5 lvl 3 sentries. (Eternal Reward).

Or when my mom calls me with my full name.

Halo: Reach.

I was in a game of Infection or whatever.

I was last stander, I was in a little defendable area and killing all the zombies. I keep shooting to the left since my radar says they keep coming from there. I turn to the right, I see a flying zombie. I mutter the f word to myself and then I die, but I still have a HUUUUUUGE grin.

I hated the end but I loved the moment. :D

- The last part of the Hades level in God of War I. When you realize you have to climb a tower with spinning blades...need I say more?

- The Loom chamber in God of War II, without a maxed-out health/mana bar on normal or higher difficulty level. I had to restart so many times that I after 2 days of constant failure had no choice but to go for the easy-mode.

- Every boss battle in the Seraphic Gate in Valkyrie Profile Lenneth. All of them are relentlessly hard, have über high stats, extremely high health, does amazingly much damage. The ones I hate the most must be Bloodbane, Gabriel Celeste, Iseria Queen and the Four Hamsters of Doom.

- Fallout New Vegas: Dead Wind Cave.
- Killed most of other deathclaws with cunning use of stealthboys, mines, and an AMR I saved up for.
- Prepare elaborate trap for legendary deathclaw involving at least 14 plasma mines. and a timed bomb.
- Set off bait explosion.
- Other deathclaw in the same room runs out first and sets off almost all the traps.
- Ornery legendary deathclaw runs out afterward, perfectly healthy...

Every time I was playing cod4 multi player and heard the click of the claymore half a second before it blows. Any multi player when you run into the entire enemy team or if they somehow are organized into a driving force and you're team is still tarding about.

Dark souls trying to back up and estus flask as they come rushing towards you most recently smough with the bathtub sized hammer electric hammer (a pity because one hit would have killed him - single player). Being grabbed by an ent, gaping dragon or jumping on by harpies. Being thrown/ knocked around by the iron golem and on two separate occasions Capra demon. Wish that game would stop wasting my bloody time and reveal the story it lacks and hides behind clunky controls bullshit instant kills and various other flavors of bullshit.

Playing Sly 3: Honor Among Thieves, everything is going good. Some missions have been difficult and annoying sure, but nothing I couldn't handle with some patience and a calm attitude as I approached them. I reach the second to last level, the pirate themed 'Dead Men Tell no Tales'. This level has been plenty fun, I got to play a game of trashtalk with an old pirate. I got to hijack a pirateship for my own, I got to take to the seas where I could gleefully raid other ships for their loot. I begin to tackle to missions on the map.

-Hunted for treasure on an island. Check.
-Fought a deep sea monster that tried to drag my ship into the depths of the ocean. Check.

Oh here is a mission called Deep Sea Danger, I wonder what this is about? Cool first person swimming with a harpoon gun! Fun!

Wait... Whats that? Was that a shark? I mean I saw them hanging in the pirates bay with huge ass teeth with gore crusted on them but I thought that was for decoration! Well hopefully I just have to avoid them. Got the blast collars, had to swim like crazy a couple times from a shark but I've been able to keep my cool. Caught those little fish. Easy enough, those guys were out of sight of the sharks. Hopefully thats the end- WHAT DO YOU MEAN I HAVE TO HUNT HAMMERHEAD SHARKS?!

I decided to take a shot at one, the very second it hits that thing whirls around and flies at me at mach 10 with it's jaws gnashing somehow with a fully rendered look of ferocity in it's eyes and all I can let out is a pathetic little 'Ahhhhhh...'

Screw you Bentley. SCREW. YOU.

So this morning, I was playing Legend of Grimrock. I finished level five, and I descend the stairs to level 6. In front of me is a doorway into an open space, and a switch on the floor immediately in front of the doorway.

Now, they already pulled this on me, so I know what's going on. You step on the switch, the door closes behind you, and some monsters appear and kill you. I check to see if I can trigger the switch with some rocks. Nope.

So I save my game and step on it, prepared to kite around whatever appears. The door shuts behind me, and three giant spiders teleport in and pin me to the wall. Now, this is not the end of the world. Spiders are a pain in the ass, especially when they're hitting your back row characters, but they were introduced in level 3 and I've gained some power since then. The plan is still the same (kite them), I just have to kill one before I can do it.

So I kill one.

And that's when the ogre walked around the corner and smashed me into the wall.

Skyrim.

I am fighting a dragon, when he suddenly lands on a giants camp. After I kill it, I realize I ended up far too close to the camp and trying to absorb its soul makes the giants and mammoths attack me.

Also, once I was fighting a dragon in the mountains, when I discovered that I was close to a dragon priest tomb. During the fight, I somehow trigger him to wake up, so now both of them attack me at the same time...

Any Mount and blade, If you riding a horse and someone manages to kill it there's a good 75% chance that your gonna end up surrounded by 5 different people all at once, I swear to go every time my horse dies suddenly people just magically appear to finish me off...

Ldude893:
That ringing that comes up the moment you realize a Care Package in MW3 Multiplayer is actually a decoy bomb.
I hate it when that happens.

That is true any time you hear the activation of an explosive.

Was playing the Halo Reach campaign on legendary with a few friends earlier and we were on The Package level. We had just gone throught the part where you have to make it past two Scarabs on a mongoose. I had moved far enough forward to activate the wraith so that it started shooting and said "Well this could end badly." Not two seconds later one of my friends pulls up near to me in a mongoose and gets nailed by a wraith mortar. Things like this seem to happen quite often when I say things like that.

minecraft try to head out my front door only to find three creepers waiting for me ...

skyrim level 20 somehow mangaged to aggro 2 mammoths near a camp while being low health somehow mangage to make it to nearby whiterun and have the guards slaughter them

I was playing Fallout: New Vegas today and found myself in a bathroom stall in NCR Ranger Station Charlie with 4 Deathclaws right outside who had just killed the only NCR guy there.

Let's just say trying to sneak through Primm Pass at level 1 wasn't my best idea ever.

chickenhound:
minecraft try to head out my front door only to find three creepers waiting for me ...

Every time I here that sound come from behind me the only thing that goes through my mind is "SHIIIIT!"

Skyrim, just jogging about at level 7 in peace... Oh, what's that I spy at the horizon? Looks like a dragon wall...
I approach, but it seems nobody is home, and I can't hear any dragons about, either. I approach, and notice a sarcophagus by the foot of the wall, and expect a boss-level Draugr. But no biggie, I've killed them before, and I've got plenty of room to kite him.

Lid bursts open, Dragon Priest arrives, hovers at me and shoots ice shards at me. Suppose I should have made him breakfast. I realise after about three seconds he's not exactly my size... So I decide to attempt to wittle down his health, hiding behind rocks and slowly but surely kill him. Hey, worth a shot.
I'm nearly dead, hiding behind a rock with a chunk of ice sticking through my chest, rethinking my strategy and deciding to leg it. But as I prepare to break and run, with Mr Grumpy hovering up behind the rock, I hear a dragon.
"Aaaah, piss."
Of course it lands right on my escape route, of course it's a bit too much for me, and of course Hovercorpse has found me.
When I ran away with Hovercorpse & AttentionDragon on my back, an assassin feels left out and joins the fray, which then suddenly involves a poor huntsman and his horse. I ended up a Khajiit-flavoured icecream on the ground while the rest of the gang duked it out over my reload-screen.

chickenhound:
minecraft try to head out my front door only to find three creepers waiting for me ...

Had one of them waiting inside my house once, just chilling out in my lounge. I have no idea how he got there, but he was -very- happy to see me...

He managed to blow me up, blow up my TNT-block I carelessly left in the basement, which in turn caused a magma-based chain reaction that started a forest fire. He blew me up, blew my house up, set fire to the ruins and burned down the entire forest around for miles. I'm convinced I met the devil when I came home that day...

It was in assassins creed 2.

Being turned into a pin cushion on the rooftops, i fell off right into the middle of a guard patrol. I killed one of them WHILE being shot by archers WHILE his 3 buddy's were whacking me.

I grabbed one and chucked him into a scaffolding, insta-killing him and collapsing it down, with a archer on top of it. The archer flew off and landed on a smaller roof, sliding down it and landing on the other side of the street, which i couldn't see. 6 seconds later, a patrol + 3 guardsman + a Templar rounded the corner.

A couple minutes of running trough the city with benny hill playing later, the Templar finally offed me with his sword. After that point, i never threw anybody into a scaffolding again.

EDIT: Any dwarf fortress run. ANY.

Demon's Souls, World 5-2, which is a giant poisonous swamp where you can't run or dodge, but the ennemies can move freely. I looked far ahead and saw what seemed like a group of normal trolls armed with clubs, so I decided I would lure them out one by one with arrows. These weren't normal trolls. They were GIANT ones and they came rushing all at once. With no possibility of outrunning or dodging them, I just dropped the controller and shouted "Argh come on!" as they turned my character into puree.

fighting berserkers in gears 3. alone. and only have ammo left for a pistol.
No god can save you now, boy.

Playing Spy on any CTF map in TF2. You're almost always suspicious looking so you anticipate death pretty much all the time, and the worst part is is that you can't show it or else you will die. It's like...a self fulfilling prophecy or something.

More recently, champions on Hell mode in Diablo 3. Mortar spamming, Vampiric, Invincible minions, Shielding champion. Always tons of fun as a Demon Hunter.

while not a video game

Biodeamon:
fighting berserkers in gears 3. alone. and only have ammo left for a pistol.
No god can save you now, boy.

So, so true.

Muspelheim:
Had one of them waiting inside my house once, just chilling out in my lounge. I have no idea how he got there, but he was -very- happy to see me...

Just today I had not one, not two, but three creepers waiting right out side the door of one of the little safe houses I've built and there were at least four more within a thirty block radius of the house. I made it out alive, but if that doesn't make "fuck me" go though your mind not much else will.

Also, working underwater in Minecraft and realizing your air is low and frantically trying to swim up only to be pushed right back down. The bullshit thing is that this happened at least three times to me today and at least of those times I was within a block or so of the surface. I can feel the rage rising just thinking about it.

Ah, a peaceful sunset over your minecraft world.

You're nowhere near your house, and you have next to no materials.

Start digging, dead man.

Dragon Age: Origins, on the first playthrough where I discovered Morrigan's side-quest. I confronted Flemeth and challenged her, and then she turned into a dragon.

My reaction: Shiiiiiiiiiiiiiiiiiiiiiit..........O_O

So I was sweeping my opponents team in pokemon (without team preview, this is important.) Chandelure is my last guy and is wielding Life Orb and is at plus two from calm mind. He just plowed through 4 guys and what is his last guy? unaware Quagsire. Then I get wrecked by scald because I don't carry energy ball (thought HP fighting was more important).

Vault101:
ME3 towards the end...

HOW MANY BANSHEES??!! seriosuly how many??!

I hated that part sooooooooo much. Particularly when one literally came up behind me on my first run through of the part and insta-killed me right there. Nearly had a rage-quit after like five tries, but I finally got it on the sixth.

doo doo doo do dooo playin me3. OH SHIT IS THAT A BANSHEE. (it is worse because i am a vanguard and my tactic is biotic charge shotty until it rechages biotic chagre rinse and repeat.)

spartandude:
while not a video game

you know your fucked when you see thisPHA+PGltZyBzcmM9Imh0dHA6Ly93d3cuYmVhc3Rzb2Z3YXIuY29tL3dwLWNvbnRlbnQvdXBsb2Fkcy8yMDExLzAzL0dXLUdyZXktS25pZ2h0cy1Db2RleC1Db3Zlci5qcGciIGFsdD0iaW1hZ2UiLz48L3A+CjxwPjxpbWcgc3JjPSJodHRwOi8vaTcwOC5waG90b2J1Y2tldC5jb20vYWxidW1zL3d3ODgvNGNoYWFuL2Z1dXUuanBnIiBhbHQ9ImltYWdlIi8+PC9wPg==

You're fucked if you see anything from 40k lore.

ANYTHING.

OT: Also 40k, dawn of war. If you play against necrons and let them turtle a huge amount of units, you get an "Oh shit" moment when you see their massive army of OP units, and their base that has been turned into an unstoppable killing machine. Their main building alone is enough to floor most armies, and then they have all their normal units too :(
No one can repel that.

Combine Rustler:
LoL.
Whenever you see a gigantic anchor flying towards you from the bush, followed by a hulking metallic monstrosity. Neither man nor god can help you now.

I fucking love Nautilus.

Silent Hill 2. I decided to start a playthrough on the hardest difficulty. I'm in the apartment building section and I have no bullets and I have so little health that just one hit is an insta-kill. And the room I'm supposed to go to is in a hallway with four Lying Figures in it. I decide to make a mad dash for it. At about 3/4 of the way there I encounter two of the four Figures in the vicinity. I decide to run back for the door I came from but as I turn around, I see, to my horror, the other two Lying Figures in my way. I've been boxed in by these four enemies.

Needless to say, I died. But upon loading my save, I discover that I had saved right before this encounter. So I am currently stuck in an infinite loop of this scenario.

BiH-Kira:
When I failstab (for some unknown reasons even to God) someone in the middle of 3-5 lvl 3 sentries. (Eternal Reward).

Failstabs are the bane of spies everywhere...

OT: Also on tf2, when you're defending with very little time to go, and them boom your entire base gets taken out by a spy, all your sentries, engies and heavies killed.

Or, when you're attacking, with the last wave that you're going to get, and before you even get to the front line, a spy with the eternal reward comes up and stabs you all, reducing your last wave before you run out of time to a few people.

Luckily, I main spy and it's my best class, so for the most part I get to give people Oh shit moments.