Id have to say morrowind on Xbox when you were far into the campaign.
I had clocked up quite a lot of stuff in that game, loads of loot, loads of quest completed, loads of the world explored, then it was all cut short.
The loading screens evolved to be so long that it would attempt to load for over an hour before telling me it had failed to load.
The thing is though, it wasn't to do with the disk, i bought a new disk and still it wouldn't load.
I was heart broken, utterly, utterly heartbroken, i almost had the whole dreamora armour set as well =(