The last time I threw a controller was when playing the new Alone in the Dark. It was the level where you have to drive through a city being destroyed. If you've played it, you'll know what I'm talking about. After falling through the highway for the 15th time, I threw my 360 controller, but made sure I threw it down on the couch. Those things are damn expensive. After stating several expletives, I calmed down, and got it after two more tries. I still have fond memories of chucking my controller at my brother when he spammed E. Honda's hundred hand slap in Street Fighter 2.
Usually I don't get mad enough to throw my controller, and before the Alone in the Dark episode, I think the last time I threw my controller was 1993. Usually I just stop playing, but that damn game just pissed me off enough. Mainly because I knew I could beat the level.