My worst experience so far was during a sidetrip to Dollywood in July 2010. The night before we stayed in Gatlinburg, and having always wanted to try it, signed up for the final Gatlinburg zipline tour of the day. We took the training, boarded the minivan, rode up the mountain and got hooked on to the first line. At that very moment, a woman in line behind us said "I think I heard thunder" and the guides shook their heads, unhooked us, drove us back down the hill and refunded our money.
The next day, during our fun visit to Dollywood, we saw the zipline there and signed up for the 2pm run, knowing we had to leave the park by 4 to make our 7pm flight out of Knoxville. We paid our fees, took the training, suited up and were hooked onto the test line. At that precise moment a supervisor came up, said all employees needed to take a 30 minute break, disconnected us and told us to return at 3pm. We explained we had a flight, she said nothing could be done and refunded our money.
At 4pm we drove to Knoxville airport, wishing we had gotten on one of the ziplines. After returning the rental car and going through extremely tight security, we got to the gate only to find out our flight was delayed by 3 hours. We had no recourse but to eat in the airport and wait. Eventually, we were informed our plane wasn't coming at all, but they could put us on a flight to Chicago where we might find a Florida bound flight.
With all three of us having to work the next day we opted for Chicago, where we found no flights until 7am, and had to chip in for a not so nice motel room near O'Hare, where I got to sleep on the floor! [The airline said the initial delay was a weather related act of God and therefore they had no obligation to provide a place to sleep.]
Ah well, that was the worst... and in the big scheme of things it was more frustrating than anything else. But I've had hundreds of great amusement park days that far outweigh that weird comedy of errors I affectionately call the Earthbound Tennessee Fiasco.