There have been a plethora of these. I don't remember much because I'd NEVER pay for DRMed media that I wasn't sure I couldn't get around. E.g. DVD is OK since there are plenty of rippers.
Here are a few cases I recall:
Microsoft screwed a bunch of people with PlaysForSure. Even the brown bar of turd wouldn't play it:
The Zune and PlaysForSure music are both
Certified for Windows Vista, yet the Zune
cannot play PlaysForSure music purchased
from the MSN Music Store[1]
MLB did the same thing:
Some hardcore baseball fans have been left
stranded on third base by Major League Baseball
after it decided to change DRM systems. As a
result, game footage purchased under the old
DRM scheme are no longer viewable, leaving fans
with unwatchable footage—and no refunds.[2]