I got a few:
In Rdr2 my fully bonded horse died in the middle of the fight. My beloved Chelsea II was there from the beginning, when Hosea gave her to me. She died while I was fighting some bandits
I died in my Minecraft hardcore world. It kinda made me sad thinking my horse, Gina, my 2 cats, Kim, Kourtney and Kylie, my 6 dogs, Artemis, Achilles, Apollo, Aphrodite, Ares I and Ares II and parrot, Loki were still there, awaiting my return
My 90 hour Fallout New Vegas saves being lost forever