This is one a player of mine tried to make that was particularly terrible for my current 4E game. It was a Warforged who was actually a man in a robot body, which was an okay concept. It's what he wanted to do with it that was so awful. Basically, he wanted to play a different character at first that was searching for his actual character, who had been deactivated and hidden away to keep him from being used as a weapon against his will or somesuch. Again, a bit odd, but okay.
The real problem was that he wanted, no, INSISTED, that the only way for his actual character to be reactivated was for his temporary character to not just sacrifice his life, but his IMMORTAL SOUL. When I asked him why the guy needed to sacrifice himself, he insisted that there needed to be 'equivalent exchange' to bring a life back. This of course was not only a complete ripoff of Fullmetal Alchemist, but completely against the magical system of D&D, where, with enough money, you can just pay a Cleric to bring someone back from the dead.
Not only that, but he insisted that the temporary character wouldn't WANT to sacrifice himself, and the players would be forced to MAKE him do it so his uber-badass character could save them. I tried to convince him that this would never work, because the party was majority Good-aligned, so they wouldn't damn an innocent man to lose his soul just to save their own skins, and even if they did, there was no way in hell they'd be willing to travel with the robot that apparently runs on the souls of the damned afterward.
Eventually, I managed to talk him into having all the self-sacrifice stuff happening before he even met the party, as that was the ONLY way his stupid concept would work, but he ended up quitting the game shortly thereafter anyway. I imagine it was partially because he couldn't play the Mary-Sue he wanted to, and also because he couldn't stand the setting. You should've seen how pissed he got when he found out you needed to have a license to delve into dungeons there.
There was also the guy who wanted to play a kid in Monsters and Other Childish Things where his monster would be a succubus slowly draining his dad's soul and planning to do the same to him one day. It wasn't a completely bad concept for a dark game, but when the other characters were Troy and a moose-ataur version of Rowsdower from The Final Sacrifice and an expy of Edgeworth from Pheonix Wright with a demonic butler, he wasn't really fitting with the tone of the group.
As for myself, I had a character for a Mage game who wasn't terrible exactly, but, well, was a bit too nuanced for me to handle, so to speak. That, and he was overly angsty in his background, as it was my first WoD character.