Here's another Final Fantasy one. FFXIII, there's an achievement called "Treasure Hunter" you have to have owned every weapon and item in the game. It's an incredibly time consuming achievement which requires a lot of grinding thanks to the retarded crafting system in FFXIII.
I had a check list, every time I crafted a weapon or item I meticulously checked the mother fucker off.
Fuck knows how many hours of Platinum Ingot farm runs on Adamantoises later I thought I was down to my last weapon.
No Trophy. It was the most deflating thing I ever experienced in a singleplayer game. FFXIII will forever sit at 91% completion, because even though I have an old save I could make another attempt at it on, my research into this Trophy tells me that this one is glitchy enough for it to be really not worth the hours it would take.
I had the multiplayer horror of booting up a game of BC2 back in the day and finding I only had rank 1 gear, but it was an EA-online server side issue that just happened semi-regularly. I even got good with the bag of shit AEK-971 Assault rifle you have to start with in BC2 (I find it amusing that this gun was one of the 1st "OP" guns in BF3 too).