Many, many times. But the latest one stands out in particular.
After several hours of attempts, I finally got a good run going. I'd never made it past the jungle before, but this time, I started in the mines and made it all the way to the
temple. A handy shotgun (thanks Ash!) saved me many times, as did my climbing gloves and cape, and several risky damsel saves had brought me from a terrifying 1 HP up to a far more reasonable 3 by the end of the ice caves.
Then, I got to the Temple. 4-1 spawned as a dark level... with Anubis directly to my left, and a lava pit to my right.
I proceeded to murder Anubis with my trusty shotgun, and then decided to try out this scepter thingy. Spamming its attacks unlocked several new journal entries, as various as-yet-unseen denizens of the temple died instantly to my off-screen homing blasts. I was a god, on top of the world; I'd conquered the worst this game's RNG could throw at me, and I was certain I was about to reach Olmec in my first day.
Apparently, the game noticed my hubris. One of my homing blasts did... something involving levitating a caveman. Next thing I know, I've been killed by my own psychic blast.
Spelunky. I've played the free version, so I kinda know what's happening... but that was years ago. Apparently I'm a bit rusty; most of my deaths are far less awesome than this one, and involve "rediscovering how rolling boulders work", "rediscovering how you should never trigger a rolling boulder on a level with a shop below the altar", and "bats hurt".