There's been a few times, especially as a kid where the game made me elated but this is the most recent time it surprised me.

>Age 7
>Playing Pokemon Silver
>Familiar with shiny Pokemon only in the capacity of Red Gyarados
>Headbutting trees for Pineco because I really liked them
>A shiny appears (technically Gold but I misconstrued it as red)
>Thought it was a special red Pineco like Gyarados and tried to catch it
>It self-destructed
>Headbutted trees for hours trying to find it again, eventually gave up and realised what it really was later
>Always remember Shiny Pineco as the one that got away
>Last year, headbutting trees in a SoulSilver playthrough
>Shiny Pineco appears
>Immediately catch it with a net ball

I immediately saved the game and put it down for a minute - it felt like I'd just closed a 15 year old loop.

(Somewhat related, I have a lot of my old shiny pokemon on Gen IV at the moment (Including a Baltoy/Claydol I caught in 2006). Is it worth biting the bullet and transferring them to the current Gen games?)