The blooper reel from my 2005 Super Mario Brothers 3 (All Stars version) 100% single segment speed run. These were not in the final product, obviously -- these are comical ways my run ended, some because of poor play, others due to bad luck.

My final run can be found here:
http://speeddemosarchive.com/Mario3.html

You may laugh at my misfortune but remember that each failure meant 20-30 minutes were essentially wasted. The ice level failure was particularly vexing since it came ~50 minutes into the run. I suppose that only adds to the humor.