Getting detected on my stealth character after sneaking down to the bottom of a bandit cave without killing anyone. (I prefer to be the "shadow" for RP)
I then had to fight about 5 or 10 high end bandits at once, with more steaming through the door.
I used the "Become Ethereal" shout and jumped down a hole in a Dwarven ruin. Shout wore off at the very bottom and killed me and my autosave system didn't save for the last 20 minutes. I got so pissed off at the time but now I laugh about it.
Playing for 2 hours just traveling when my PS3 decided to freeze. It happened around 2 hours ago now.