Unless you are a Ridiculously Lucky Bastard, odds are good that you've gone the length of your time in the game without managing to get a particular drop you really wanted. It's been a running joke in my guild that, try as I might, I can never get Pillar of Ferocity to drop from Anetheron. It didn't once drop in the near-year I ran Hyjal during Burning Crusade, and it sure isn't dropping during our occasional fun runs now.
I don't even know why I want it as badly as I do. It wasn't a giant upgrade back in the day given how oddly it was itemized for Druid tanks in comparison to the Wildfury Greatstaff, and it's sure as heck not an upgrade now. But every so often I find myself staring at Atlasloot in celebrated Captain Ahabesque fashion, being driven to the brink of madness over an elusive
white whale weapon that is among the last of that now-vanishing breed, the feral tanking staff.
A Restoration Shaman pal spent each Hyjal alongside me waiting for a pair of Howling Wind Bracers that never came (let's face it, Hyjal hated us), and our Holy Paladin colleague went more than a year in Karazhan without ever seeing a Shard of the VIrtuous. With gear consolidation in Wrath and generally smaller loot lists all-around, you get the slightly more exciting problem of being more likely to see a drop but losing it to someone else, possibly multiple times (see: Illustration of the Dragon Soul, enormous popularity thereof). Spill, folks; what are your horror stories?