Most frustrating game ever: playing as Poland.
I westernized early in the game, which put me behind neighbors technology wise, but was sure to be an advantage over time. Get PU with Lithuania and expand north and south. Conquered Teutonic Order and Pomerania, vassalized and annexed Brandenburg and several other HRE states. I have about 5 nations in a coalition against me.
Finally, the long wait is almost over, and I can almost form the Polish-Lithuanian Commonwealth! Just a few more years until I have the requirements to do it.
I was still recovering from a war which gave me low prestige and low manpower. Suddenly a coalition member declares war on me. I don't remember who my allies were, but for some reason they couldn't provide help. No way I can win, so I sue for peace before my war score is too low, releasing a couple nations I had annexed.
Unfortunately I had lost enough battles in the coalition war to put my prestige at -40, so the chance of the union with Lithuania breaking on my king's death was 100%, and my king was 48 years old. I have to get my prestige above 0. A stable PU for all those years, and at the twelfth hour, this happens...
I gave up trying to reclaim those vassals and tried to push my prestige up, by doing all prestige boosting missions, and choosing prestige in all random events.
Several years later, my prestige is at 0.
Suddenly, monarch dies. "Lithuania has become a sovereign nation!" I mouse over my Prestige and it reads Prestige: -0.13. it needed to be above 0
All that time of the PU, lost just like that. But there is still hope! I declare war on Lithuania to re-establish the union. Because of my previous westernization, I'm still behind militarily to my neighbors, including Lithuania. On top of that my prestige give no bonus to army moral. I just barely lose the first major engagement of the war. Lithuania has more troops than me, better troops than me, and higher moral.
In a few years I lost a big part of my empire, lost my union partner, and then lost in a war to my union partner. All the while I'm behind all my neighbors in tech, and have a massive coalition against me.