I'll have to think of some more, but I can think of one major regret surrounding a card that did eventually end up in my collection.
There's a number of stores in my area called Vintage Stock. Used to be great places to pick up any number of older items: toys and figures, records, comics, books, and if course, cards. Used to be one of the few places I could get hobby boxes of hockey in Oklahoma and since their clientele was often focused on other nerdy fair, it was a great place to pick up affordable singles when they would end up busting the loose packs that didn't sell.
The main Vintage Stock I would visit with my father had a tall glass showcase shelf they would display their higher range cards in. At one point, when I was much younger, around 2000, they had an Inkredible of Maurice Richard and a Level 2 Inkredible of Tretiak on display. I think they were asking for about $100 on the Rocket and $80 for Tretiak, but my father and I never bit on them for some reason. Eventually, those showcase shelves got filled with things like special editions of video games as they moved their focus away from cards and we figured those two autos had been long bought.
Fast forward about 13 years and all Vintage Stocks in the area were made to consolidate their remaining card stock to one central location, which would be the one that would still sell a limited selection of boxes. I check it out, and my jaw drops. There they are - the Rocket and the Tretiak autos. Not only that, but the a Rocket is about $30 bucks and the Tretiak even less.
Too good to be true? You betcha! They had apparently sat directly in the sun in that damn showcase for so long that the signatures had been affected. The Richard was faded, but still legible, so I grabbed it immediately. The Tretiak signature and hand numbering was completely gone. Such a tragic waste! I'm happy to have the Richard, though it's unfortunate that it isn't in pristine shape.
My other biggest regret is probably passing on numerous chances to grab a Dryden FT Fingerprint Swirl Auto at a $275 price point some years ago. No idea what I was thinking.