Most annoying recent one was shooting all night in JPEG rather than RAW, perfect night, lots and lots of frames, but not half as good as they should've been. I tried stacking them anyway, but the results were pretty disappointing.
Failing to set alarm/wake up for an event has happened a couple of times. You wake up to a beautiful sunny morning, all rested... the you remember that wasn't the plan
Not really a cock-up on my part, but very annoying was my secondary mirror detatching (bad glue) and clobbering my primary, chipping both, on the first day of Shoemaker-Levy 9 hitting Jupiter. Lots of tape and glue later, I saw the second evening

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