Well, my most epic fail was in Pokemon Emerald about two years ago.
Well, my team was on fire after I had beaten the elite four a total of 84 (now 92) times with Swampert, Swellow, Flygon, Rayquaza, Metagross and a switcher. Also, I had one symbol at the Battle Frontier, the Gold one at the Battle Pike (which I suppose makes two) Well, my friend introduced me to the cloning glitch at the Battle Tower. I used it ALOT, cloning a whole bunch of pokemon for the Battle Dome and leveling them up (now getting some to transfer to DPt and HGSS) but, one day, I had seemingly forgotten you couldn't try and clone more than six pokemon at a time, or the extras would be deleted. Now, a couple of months before, I tried this with an Aron and it got deleted. Anyway, I did this with six pokemon...plus my Level 100 prize, Rayquaza...Well, after a little while, I looked through my boxes and could NOT find him. I asked both of my friends if I had accidentaly traded them it. I found out that I hadn't. I had deleted it.
Another time was when I first started Crystal. There was a saved file (it was used) that had a Level 100 Suicune, Typhlosion and Electrode on it. I started over, thinking those were bad pokemon.