Only once. And I remember it clearly.
While playing Super Smash Brothers Melee, I was surprised to find that I had performed whatever task was necessary to unlock Luigi. Seeing his silhouette and hearing that alarm got me extremely anxious, so I eagerly sat on the edge of my couch and prepared myself....
I believe I lasted around five seconds before dying...
Luigi's annoying moves (he flounces everywhere and acts rather dainty) provoked my frustration, and so, being the immature person I was, I stared at the screen, stood up, and chucked my controller at the seat of the couch. Naturally, I turned off the game system with little more than a loud "GRAHHHHHHHHHH!"
After the anger quelled, though, I used logical understanding to simply try again (just beat all the target games, or something...).