Oh man, what a dreaded, depressing topic! Perhaps sharing some of my bone-headery will be therapeutic and help me come to grips with it a little better. Let's see...
Around 2003-2004, I stupidly gave a friend a box full of my old Nintendo Power memorabilia, which included like 10 official Nintendo soundtrack CDs that I purchased from the Super Power Supplies Catalogue. IIRC, it included DK Jamz, DKC 2 OST, DKC 3 OST, Killer Cuts, Super Mario 64 OST, Ocarina of time OST, Mario Kart 64 OST, Starfox 64 OST, Diddy Kong Racing OST, and Yoshi's Story OST.
The second was a couple of years back when I stumbled on a garage sale in which about 70 NES games were being sold for about $1 a piece. I picked out about 10 titles that I was interested in, but passed on the original Castlevania and Mega Man for some reason. I hindsight, I really should have bought ALL of the games and used them to help support my collecting habit.
The third was at a flea market, where a fellow had a nice set of boxed games he had picked up at a garage sale. He also had some MINT condition copies of Nintendo Power and Nintendo Power Player's Guides, including Earthbound's and a Link to the Past's. I passed on a $7 copy of NP Vol. 13, which is the Super Mario Bros. 3 Strategy guide, which I could have used to replace my horrible condition copy. However, I also passed on the aforementioned Player's Guides -- both of which I already own, but they could have easily used an upgrade. Didn't bother asking how much he wanted for them, so at least I don't know if I missed out on an amazing deal.
Those are my stories so far. Hopefully, I will not have any more stories to share from henceforth!