Ooooh, I just thought of a good one!
As part of a sales agency/distribution company we go to a lot of industry conferences. This particular conference we had our own booth for the first time (we are mainly west coast and this was east coast). We had arranged with our trucking company to deliver a pallet of supplies - brochures, samples, etc. - the morning the conference center was open. There are always long lines for the delivery trucks as all the vendors have to get their stuff delivered and set up in one day. The only way to be finished setting up the booth before nightfall is to get the truck in the line early. The company was contracted to be get to the center around 8 AM and all of our material would be available in a reasonable amount of time.
So the day the set-up starts we get to the conference center around 9 AM. We set up what we can (rented couches, display cases) and check with the receiving people if our pallet has been checked in yet. After getting a negative we decide to run to Walmart to pick up some last minutes supplies (glass cleaner, small potted plants, energy bars, etc) fully expecting to find our pallet waiting for us when we got back. After lunch we went to receiving and found out that the truck had never been in the line to begin with.
My boss called our office (which, due to the time difference, was just starting their day) and spoke to our purchaser. The purchaser (hereafter P) called up the company to find out what was going on.
Well. The person P talked to said that the trucker decided he didn't want to wait in line all that time (which was in the contract) and would deliver the pallet later. After 5 PM in fact. Unfortunately, the conference receiving center closed at 4:30.
All our marketing materials were on this pallet. After P pulled up the contract and read them the riot act they grudgingly agreed to get to the conference center as soon as they could (it was about 2 PM). We waited for another hour for the truck to appear. My boss was trying to haunt the receiving area without annoying people so around 3:30 she noticed a single box leaning against one of the doorways with her name on it. She asked the receiving people and they said a man had walked up to the doorway without checking in and just left the box there. Huh - said my boss - but where's the rest of the pallet? No pallet, just the box.
Now this particular box was long, thin, and heavy - which is why it had been placed
in the middle of the pallet and the whole thing cocooned in shrink-wrap. 
My boss called P who hit the roof; P called the company again and was informed that their records showed that we had only shipped the box. Unfortunately for them, we had had the weight recorded, the number of packages on the pallet, a picture, and the
signature of the delivery company when they picked it up. The company back-pedaled after realizing that we kept good records
and started following up to find out what had happened. Meanwhile OUR office was scouring their building for left-over material and overnighting it to us.
Back at the conference center it was after 6:30 PM when we gave up on the truck. We brainstormed and managed to put up simple displays featuring what we had been able to fit in our luggage. Since we were marketing "natural" material we decided to tell people that we were collecting emails instead of handing out brochures in order to save trees.
Epilogue: the rest of our pallet mysteriously appeared 2 hours after the conference started, the shrink wrap torn up and boxes beat to heck. It was unceremoniously dumped at our booth and left for us to deal with. We had to unpack the boxes, move, and clean up the debris while customers swirled around us.
So that's one company that we will never do business with again!
