First PC I built came together quickly. It was an XP3200+ based system. As the months went on, that thing started running pretty hot, I had to clean and regrease the block a couple times before it held respectable temps. What did it in was a surge overload from a storm (I did have a surge protector on it). The duplex I was living in had shoddy wiring that was anything but to code, so it probably didn't help.
Not PC build related, but I lost a file once while saving to an external disk (write caching related) when my house lost power. Turned out a teenage girl was driving on her way to work, swerved to avoid another car and hit the utility pole carrying power directly to my house. Though I lost some significant work I was glad the girl was okay, but... wtf are the odds of that happening?