To add to the chorus of idiots...I did this too, one.

I was comfortably seated in first, waiting out a weather hold (YVR-SFO) when I realized that we were going to misconnect to the last flight out of SFO and be stranded at 1am. We left the plane in a hurry to get a hotel in Vancouver and leave the next morning. Only at the hotel did I realize my mistake. I called, filled out web forms, etc. No luck. Bummed.

I have since been much more vigilant!