1) The probability of your heir being a useless wastrel, is inversely propotionate to the greatness of your current ruler.
2) When you are down to the member of your ruling dynasty, he will miraculously survive plauges, assasination attempts, sieges, assaults and old age, but will die on the next stag hunt.
3) Your best heir will often die, in favour of the bumbling fool you've been trying to marry off. Especially to syphillis.
4) Your vassals find it most amusing frustrate you. Often when you revoke their titles at 95% success rate.
5) Your liege will conveniently strip your demense of troops just when 5000+ enemy soldiers are headed towards your county/duchy in the next month.
6) Wars of succesion tend to drag on for 30 years, when you just happen to be occupied, and there's no ne to relieve you.
7) You will find that your character has claims to half the Royal crowns in Europe, but lacks the claim to the neighbouring county you've been eyeing since 1066.
8) Your best character, dies exactly at the same timing when your dynasty needs him most.
9) The pathetic county you've been ignoring for most of the war, will siege your duchy with 50 troops when you have just lost an immense battle.
10) Despite your most ardent resentment. Your fellow Dukes and Counts will always vote for higher authority for the king. Even if the king is an idiot.
11) Your liege will always betray you, when you're one heir tier away from the best ruler your duchy/county has ever produced.
12) Your allies are always have pressing engagements elsewhere when you're fighting for your life, but always there for you when you're fighting a 50 men county...
13) As a King, whenever you're off to war in some distant place, your ally will find it most apt to betray you.
Here's some I've come up with so far...Feel free to add!