Finding the bloody nut after I'd dropped it. When you have to put them on blind and always at the end of your reach, you just know that you wouldn't get it threaded. Even when you'd taken precautions and put something to catch it, the nut would always fall through a gap that you couldn't see.
I once spent hours looking for a small nut that I'd dropped on a Sea King engine change, only to find that the Chief had it all along and didn't tell me, to teach me a lesson for dropping it in the first place!