Twice, both because entry regulations changed between when I did research for the trip and when I attempted the border crossing.

In 1997 I took buses from Kathmandu to Kodari on the Tibetan border, accepted a ride up the 8 km or so to the Chinese checkpoint, and found out that you could no longer enter Tibet with only a Chinese visa -- you had to have a permit from the Tibet Tourism Bureau. A driver walked me back down the steep shortcuts to Nepali immigration and sold me a ride back to Kathmandu in his car. I still remember one of the pop songs on the tape he played repeatedly on the way. Back in Kathmandu I got the permit (as part of a "group tour" of two people) and took a flight to Lhasa a couple of days later.

For most of 1999 a US citizen didn't need a Ukraine transit visa to get from Russia to Hungary by train, but by October the rules had changed, and I was taken off the train at the Ukraine border town of Konotop, where I had to file some paperwork, pay a $25 fine, and wait 12 hours in a dingy room until the next train went back across the border. At least I caught up on reading. When I arrived back in Moscow I got a same-day Ukraine transit visa for $105 and made the train trip successfully.

Seth