I could probably come up with a few, but this one is from the beginning of my career and partially because of that took all mistakes more heavily than necessary. Luckily the only cost in this case was the money my employer had to put on my wages that couldn't be billed from the client.
So, back then my work laptop had some faulty hardware, but as I was just a trainee at that time, no one bothered to spend the extra money to buy me a new laptop, or send this one for fixing. Weird enough, it would work normally for days at the office, but when I left the office it would start giving me BSOD couple of times a day.
I was commissioning one of my very first solo projects, which included small PLC program and application done with VB6, which would save data from the PLC to CSV file. I had initial version on the company's server, but the commissioning was at customer's site. For few days I was making tweaks and adjustments to the program and fixing problems I found and making it more stable. Then, when I had done all I could come up with and was satisfied with the outcome, I compiled the code and made the .exe-file out of it. As soon as it had finished, my computer crashed. 'No biggie', I thought and tried to run the file after reboot and it worked just fine. I copied the application to the client's computer, tested that it works, packed my stuff and left the site, mentally patting myself on the back for a job well done.
The next day I arrived to the office and was supposed to upload the project files to the server, but decided to admire the VB6 code just once more. To my horror I noticed that no matter what I tried, I was not able to open the source code! I spent some time trying to figure what to do, but neither me nor my coworker was able to recover it, so in the end I had to spend a day or two rewriting it. What I learned from this? Since then, I make sure to take sufficient amounts of back ups and keep at least one in external storage.