Long-running D&D campaign:
"OK, I'm out of javelins, so I'll dive overboard and attack the dragonturtle with my cutlass."
(I SHOULD have died here, but the half-ogre saved me by crushing the dragonturtle's skull with an anvil.)
Star Wars game:
"So he's a dark jedi. He probably can't take all of us."
(As it turns out, he could take all of us. Without breaking a sweat.)
My first game of Paranoia:
GM, as a guard: "Freeze, citizen!"
Me, turning around: "Who, me?"
GM (narration): "The guards open fire, aaand...<rolls dice>...OK, the AP round doesn't do nearly as much damage going through you as it does when it destroys the cooling unit on your plasma generator. You are all burned alive in the resulting explosion."