My favorite one was in Mass Effect 1. It autosaved me against one of those random area bosses... that biotically pinned me to the ground DURING the save. So I come in for about 3 hours pinned - dead. I wasn't about to play 8 hours AGAIN... so I waited for the RNG to have me NOT die. Bullshit.
Probably my biggest WIN off a bad save was in Ninja Gaiden. Hardest boss (the stupid pillar throwing flying bitch) saved with no health and no pots. I couldn't get hit. THUS... I learned to destroy her and juke ninpos for the invincibility when I couldn't avoid it. It took a long time, but beating that whore untouched was win.