My classic WTF moment was in MGS3 when I was fighting The Fear. I had a good hold on his stamina and was tracking him pretty well... but apparently not well enough. At one point when he went down to get food I lost sight of him. Right as I was about to change position to try and find him again he sneaks up behind me and pushes me into the swamp. Instant death. I was laughing so hard I had to stop playing for a while.

A more recent one was when my sister and I were playing LBP and she discovered that you can stick objects to sackpeople. Endless hours of entertainment with metal pipes and googley eyeballs right there. I ended up being so weighed down from metal pipes at one point that I literally couldn't jump over a small ledge.