For me, it was at the final table of a tourney on PokerStars. Grrrrrr.........

Sitting in 2nd chip position with just 5 people left in the tourney, I am dealt A7o, and I raise in position to $65,000. The chip leader calls me. Makes me nervous holding a moderately weak ace, but I still feel ok. The flop comes AA7. He checks to me. I bet another $65,000. He goes all in. I can't get my chips in fast enough. The cards get turned over and I'm proud when he sees aces full. He shows JJ. I know I'm golden, and will be the new chip leader

Turn comes a J. I figured, whatever. I've got a boat, he's got a set of jacks. The is only one card left in the deck he can catch to win. WHAM! There's the fourth jack on the river!!!!!!!!!!! I could not believe it. I've flopped a set plenty of times and lost, hell even flushes and straights, but I had never, and still havent, flopped aces full and lost! Not only that, it knocked me out of the tourney in 5th place. ARGH!!!!!!!!! I still shake my head every time I think about that hand. Thats as close to winning one of those tourneys as I've come