In Black 2, I went to the Giant Chasm to level grind and while doing so, I found a shiny Piloswine! This was the first time I encountered a shiny in any Pokemon game, so I was very excited. Unfortunately, I got a freaking crit and killed it.
I had a similar experience in FireRed. I encountered a shiny Caterpie in the Viridian Forest, but I had no Pokeballs with me. -_-
EDIT: 100th post! Yay! :D
Real men play Pokemon!