I remember one time when I was young I got super mad playing Super Mario Bros. The Lost Levels.
Another time, I was playing Spyro 2: Ripto's Rage and was getting super frustrated at this one minigame in Magma Cone where you have to catch crystal popcorn with Hunter. The games camera and controls REEEALLY show their age there...
Any other time I get mad when I lose in competitive Pokemon. Not because I lose, but more when people banter me and talk down to me because of the Pokemon I use.