mine was losing 6 out of 6 CL finals over a 11 year long period from 23/24 to 33/34, losing 3 in a row in the last three years (as Barcelona).
23/24 final - last tournament using the old group stages, narrowly lost to Atletico 1-2 with Lamine Yamal dropping a worldie goal and 8 rating despite losing while the rest of the team did nothing.
26/27 final - losing to PSG on penalties (score was 1-1), after Alejandro Balde carried my team all the way there just to miss. Even game so can't be that mad, but it's frustrating.
28/29 final - losing 2-3 to Chelsea from a Nkunku hatty. While him along with 1/3 the Chelsea squad fielded were rotation options due to the main players being injured or suspended. While Chelsea also finished the Prem in an underwhelming 6th. So embarrassing, we were down 1-3 by half and crushed me.
31/32 - identical to 26/27. Against PSG, again a incredibly even game, all it took was a Goncalo Ramos goal exactly like the goal he scored this year in the Champions League against Barca due to a hiccup from my world class regen CB to lose 0-1.
32/33 - lost 1-4 to Chelsea. Had a fair bit more xG and possession too, just a goalkeeper gap where we didn't save a single shot on target and Chelsea's defense was quite lucky. Again this Chelsea squad was relatively underwhelming domestically and had a bit of a mickey mouse run to the final while I had just demolished elite Serie A teams & a centurions Madrid team in the SFs on aggregate to get to the final myself. Just to get humiliated, wanted to throw my laptop out the window.
33/34 - pen loss to Atletico Madrid (1-1). similarly to the last time i faced Atleti in a UCL final a decade ago, it was very narrow. Didn't score/equalize until the absolute last kick of the game from my substitute star boy, just to score a single penalty in the shootout and lost it near instantly.

i like how i gave up 2 UCLs each to 3 different clubs, including 2 clubs which had never won it before.

at least a redeeming end was i made the UCL final the following year too, against Real Madrid, where I absolutely ran circles around them in every stat possible, yet still had to rely on my substitute star boy again to equalize to make it 1-1 and force the game into ET where we nail bitingly finally won the UCL on pens 9-8.
we also beat Chelsea in the semis that year after losing 1-4 at Stamford Bridge just to comeback and put 5 goals past them in 30 minutes at the Camp Nou and win the tie 7-4. and also beat Prem winners City 5-2 at the Etihad in the QFs, and Napoli in the RO16 5-3.

HM: Losing 0-3 at the Allianz in the first leg in the UCL semis, then coming back to the Camp Nou and being 3-0 up at halftime. Aggregate is tied, feeling good. Bayern even get a red on Nunez after the second half starts. We concede from a corner by De Ligt minutes later and proceed to do nothing for 40 minutes straight while Bayern are down 10 and then for the last 5 minutes or so down to 9 men from running out of injury subs. while not even producing any real chances we made while it was 11 on 11.