The first was when the telephone pole outside our house was struck directly by lightning. Not only was it the loudest thing I have ever heard, the current surged through the telephone line, into the internal fax modem, and fries everything within its vicinity. I was 10. I did have backuos, but only only floppy and they didn't cover everything.
The second was storing data in OneDrive - a change to their terms surrounding "lifetime" unlikely noted storage, combined with a client that was unusably slow to download and a deadline for data retrieval meant that I lost most of my files.
The third was SD card failure in digital camera on holiday, the controller chip died catastrophically, leaving the card completely unrecognised. It was a brand new Sony 128GB card, manufactured by Toshiba, and it seemed to be a common issue. I now shoot to two cards simultaneously.
And the fourth time was ... Performing a backup. An errant script deleted the source content, but I'd also deleted the existing backup to free up space for the new backup. I've been weary of using rewritable media for some time now as a consequence, but I think backups themselves are high risk activities.