A couple years back, some friends and I started a short-lived Dungeons and Dragons (3rd Edition) campaign. Our dungeon master (or gamemaster) wanted to run a Final Fantasy-inspired adventure, and even tweaked the classes to produce the standard Final Fantasy fare (Black Mage, White Mage, Fighter, etc). I decided to play a Samurai (based off the Dungeons and Dragons Paladin class) and took an appropriately huge sword as my weapon. I was initially impressed with her ability to deal damage, but was to soon find my hopes dashed. My allies were a Lancer, a Red Mage, and a Thief.
So, plot happens, and we find ourselves in pursuit of an evil sorceress who did some evil things including burning down our peaceful peasant village. Eventually we track the sorceress to a cave leading under the mountains. We boldly rush in and eventually end up in a fight against some monsters. (I can't remember exactly what they were. I'm thinking giant bees or maybe goblins).
I, being the tank character, took point and attacked first. I rolled a one, which is a critical miss. The dungeon master then had me roll a reflex save to see if I kept a grip on the weapon. I failed that and dropped the sword. Next turn I picked up the sword and attacked again. The exact same thing happened; I rolled a one and then failed my reflex save. Sure enough, next turn I critically missed again, for the third time in a row. This time the dungeon master decides that the monster I'd been ineffectually flailing at grabs my fancy sword and runs off with it.
This is why I hate d20s. Despite the statistical improbability, I manage to roll ones nearly half the time.