There's one example that comes immediately to mind. It happened about a year ago, before I reached my first (and only) killscreen. I was fairly deep into a game (Level 15 or 16) with a man in reserve. In the middle of a barrel board the screen suddenly went blank, and a popup with the following error message appeared:
"Windows Explorer has encountered a problem and needs to close. We are sorry for the inconvenience."
I quickly tried to restore the game window by clicking the MAME icon on the taskbar. One death had already occurred and I wanted to salvage my final life. The game resumed for a split second before a second popup sealed my doom:
"Windows Explorer is restarting..."
I clicked the [Cancel] button, but it was too late. A pair of deaths in less than 10 seconds. Very frustrating.
For a period of several months, I experienced those Explorer crashes at least once daily. Fortunately, no other game of DK was similarly sabotaged. I haven't encountered the error in a long while, so I'm guessing that Microsoft finally decided to address the issue.