Ugh. One of the most annoying things thats ever happened to me in a fire emblem game was in PoR. It was the boat chapter where Astrid can be recruited. I pretty much cleared the field except for one crow and I had Astrid on the defend spot. It was the last turn and the crows were just stealing stuff rather than attacking, so I thought "Oh boy! I'll have Astrid attack the crow and get some uber experience with her paragon!" I moved Astrid and shot the crow and got all the experience...but then in the enemy phase, the crow flew into the defend spot rather than opening another treasure chest and I lost.
The saddest thing is that's happened to me twice...You'd think I'd learn. (Though I guess that's not as unlucky as just plain stupid). It still made me never want to play again (at least until the next day).