I've lost two important Fallout 3 saves too, both of which were over a hundred hours of gameplay, both times I responded with putting the controller down and going to do something else until I was willing to look at the game again.
I've lost my Hal-Life 2 save, Oblivion saves, and a few others but generally nothing major, or at least nothing with more than 20 hours of gameplay to it's name. Often it just gives me an excuse to play through the game again.
Oh yeah, I just remembered, Pokemon Silver save, 50 hours, soul crushing. My party of perfect level 100s all gone because the battery died.