In Game:
I have 3 favorites I remember most:
1) the original DooM, Episode 2, Mission 8: "Tower Of Babel". Ultraviolent difficulty. 47 health. All I have is a shotgun with 2 shells, and a crappy mouse. All of a sudden, you hear the stomping and a rocket launch, and hello CYBERDEMON. Yeah, he owned me. Quickly. I didn't even bother looking.
2) EverCrack (playing on the Project 1999 Emulated Server): I'm playing a Paladin, I've used my Lay Hands. I'm bound in Kelethin (G-Fay) and I'm running through East Karana because I've done the run a million times without issue (3 times that day already). Well, a Griffon pops on top of me, and that first red hit warning, I know my fate.... a decent hour-hour and a half run back to my corpse.
3) Dynasty Warriors 6 for 360: The Battle Of Hu Lao Gate.
Every time Lu Bu shows up. EVERY SINGLE TIME. It's gotten to a point I just forget anything about him, and try to kill Dong Zhou as quick as possible.
IRL:
As a pro wrestler, I'm used to the 'I'm Fucked' feeling. But there's two that stand out:
1) I'm about to get powerbombed through a BROKEN PIECE OF TABLE. I know something doesn't feel right, and the board falls over, and the guy "loses his grip" (Part of me still thinks it was on purpose due to an earlier spot), and I get dropped on the top of my skull. Bad stinger, lost an 8th of an inch in height.
2) Me and my opponent are about to finish our match to end a very long-running feud, and we have set up the sickest spot we could think of to end it all: Assault Driver off the roof of a building through a stack of tables covered in light tubes and barbed wire. Good 2 story drop. We're up there, I'm on the opponent's shoulders... he bobbles. I know I'm fucked. He tosses me (instead of the original plan of him going off the roof with me), and SOMEHOW he keeps me from getting killed by pulling me back towards him by my wrists as I start my fall before he lets me completely go... but if he hadn't, I would have landed on the back of my neck on the edge of a table and probably bounced off to my death.
Just a close call, but still close enough to an "I'm Fucked" moment to count.