I haven't encountered many glitches in my gaming thankfully, but I had just bought House of the Dead: Overkill. It was going all well and good along the first level, but I suffered a lock up which jammed my machine. I restarted, did the level again (nothing saved) and at the boss fight, it locked up again in the middle of a scream... not the best sound in the world to hear.
I tried it a third time, but the controllers and game again locked up. I sent the game back and am awaiting a replacement to come back... The game seems fun and the concept is brilliant, but sadly I haven't gotten past the first level due to glitches.