I have missed many flights for the past couple of years. I always love arriving at the the airport just in time to go through security, grab a bottle of water and walk right onto the plane. Many times I am the last to board, even on international flights. I hate waiting, but alas, this means I do often miss the flight.
I think my biggest mess up was arriving at LHR for a Qantas LHR-HKG flight a DAY LATER and trying to check in. They were confused for a bit, but then the check-in lady just made one phone call and put me on the flight for free.
My most annoying missed flight was from Brisbane, Australia to Whitsunday Islands and I had to take a flight to Mackay and wait for a 1 AM Greyhound so that we could catch a boat in the morning.