In games where you have dialog options (like ME and Dragon Age) and the option you pick comes out nothing like what you picked. This happened one time in ME where I thought I was being general and neutral and my comment came out sounding like a complete ass, which made the person angry with me and gained me renegade points when I was trying to be a paragon character.
Games that allow NPCs to perform actions that I can't. In combat games, allowing them to take cover (ie, back against a wall) to hide from me and to peek around corners when all I can do is awkwardly shuffle back and forth in and out of cover.
Games that show my character being a total badass in a cutscene, but never allowing me to perform any of those actions. Ever.