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I guess it's relatively similar to a lot of others, my parents not realizing how rare something was. It was the day after Christmas and my mom took me to KMart to return some gifts. There was a fresh Nick Fury up on the peg, and I had been searching for it for months. No other kid really knew who he was, but I loved comics. She told me it was just Christmas, and I could wait, even though we were returning some toys I'd gotten. (Mom wasn't an addict or anything, but she was on a tight budget and figured duplicate toys from family or friends were fair game for a return.)
I begged and begged, and had to walk away, all over a $5 toy I'd had already let my mom have $20 worth of returnable figures for. She's made up for it later on in life, but I'm still always bummed thinking about how that was really the last toy I wanted for my collection.