Well I lost a vault. Thought I might as well explain how and hopefully hear from others that lost theirs. Maybe with some input we can save the next one.
All was going well in Vault 63. 20 dwellers, a couple pregnant and a few kids. Daniel is out on a long journey into the wasteland taking with him the only feasible gun (a rail gun) and the only body armor. All resources are full, happiness at 93%. Life's good. Then the overseer decides that we need more kids (got an activity to make 15 couples dance. Since the reward was a lunchbox and I hadn't had one of those in forever, I decided I needed to go for it). So the overseer sends two couples into the living quarters to ... get to know each other.
Well apparently those four dwellers out of the workforce was enough to cause all the resources to fail. It wasn't long and all resources were in red. After only succeeding to get one couple to dance all four are moved back to the workforce. As soon as that's done the raiders came, all armed with guns. The only three guns left in the vault were pretty pathetic but using them they were able to put the raiders down, though it left most the dwellers injured and all Stimpaks were used to restore them.
Soon after the raiders however sections of the vault started to lose power, starting with the living quarters that made the dance party take a back burner. In a panic the Overseer ordered a rush job in the power plant, knowing there was only a 31% chance that something would go wrong. Something went wrong. A large number of rad roaches attacked and quickly killed all those in the power room and moved onward. Though the dwellers kept trading the few weapons they had they could not turn back the roaches as they moved from room to room. When it was all over there was two children and one pregnant woman left in a very dark vault. The vault funds were only 200 caps due to a power station upgrade, so none of the fallen could be revived.
With nothing left to do the lone advlt dweller began working on the power. The Overseer recalled Daniel though he knew that little could be done at this point. Eventually Daniel returned and a child was born and another grew up, but the three advlts just could not get the vault operational again. Resigned to defeat, and knowing that any raider attack at this point would kill them all, the remaining dwellers left, leaving behind the corpses of those that didn't make it.