I can think of two or three I should have decided to buy, and maybe a couple of auction items I should have bid a little higher on. But at the time I didn't know how much I was going to regret letting them go.
The memorables:
About three years ago I was in a gun store in San Diego with the self-granted permission to buy one gun that day. It boiled down to a choice between a 25-5 in .45 Colt and a longnose 57, both of them models I had never seen before. Both were in high-90s condition. I chose the 57 (which I don't regret, because it is an excellent gun); but when I went back 10 days later to pick it up, the 25-5 was gone. I have subsequently seen more 57s than 25-5s, so I called that one backwards.
About a year and a half ago, when I was dipping my toe into Colt waters, I found an Official Police in .41 Colt that I took a run at in a Greg Martin auction. I stopped bidding at about $350 and put my money into other guns. I like the other pieces I got, but I should have pushed another hundred or so toward the .41; it was in decent shape for a shooter-grade gun and had a former owner's unusual name scratched on the backstrap, and I later identified him in census records. I still dream about that one.
Recently I have been on a .22 Ladysmith kick. About three or four months ago I saw that a major S&W dealer had a six-inch target Ladysmith available for $3000, or maybe it was $3500. I thought, "No Ladysmith is worth that much!" and let it pass. That gun eventually ended up in a Gunbroker auction where it sold for nearly $5000. Can I have another chance at that one, please?
But I can't complain too much. I have been successful and lucky in my buys far more often than I have had cause to regret a missed opportunity. And there are still thousands of guns out there in the categories that escaped my grasp the first time. I can probably connect with one of those. Except for Mr. Chronister's .41 -- I think I am out of luck on that one.