Twice, both with happy endings.
When I got Batman: Arkham Asylum, I had been smart and tried the demo first. It worked.
The full game, however, had a perfect-storm incompatibility and only displayed orange blocks. Not in shapes of anything, just random 3D orange blocks. Steam support was baffled, and Google had never heard of that problem before. So I gave up.
A year later, I put in a new motherboard, and thought "Well, let's give it another go", and lo and behold, it worked. No idea what my previous hardware had done.
Also, when I got Dark Souls, it constantly froze and crashed on the GFWL registry screen whenever I tried to boot it up. I ragequit after trying every Google fix multiple times.
A couple months later, I decided to try again. No dice. Ragequit again.
Another month later, I tried again, after a couple tries, Mom called me to fold laundry, so I did. And when I came back, it had loaded.
SCREW YOU GFWL.