Here are a few based off unique situations that happened in my life:
It sounded great in the shop!
Grado s80i
Here in Singapore, there are a few shops that allow for testing, or auditioning, of headphones before purchase. This is different from the headphones on display stands, because they are taken care of, and are burnt-in incredibly fast, if the shops don't do so themselves already. I threw my money at a pair of Grado s80i's after listening to them at the shop, only to get my ears stabbed by the piercing highs of an unburnt s80's! But after that, it gradually mellowed out and got amazing as the days go by. Well, that or my ears have never been the same after the assault
While we are at the shop...
Goldring 100
I thought they passed off as muffled and boring.
Extra Bass is good, right?
Sony XB-400's
Muddy and farty, it got slightly better after burn-in, but it was meant to be a temporary pair of headphones until I got my MDR-1RBT's, which I did. It was then did I understand that there's good bass, and farty bad bass. And mind you, I like fun headphones!
German precision isn't always the best... or the most friendly.
AKG K 495 NC
Snapped at the left cup joint within less then two months with normal usage. Poor, almost stupid design, with all the metal in that pair of premium headphones, the point with the most stress was made of brittle plastic. International support team didn't reply to my emails about a replacement part of sending it to get fixed. Local distributor refused to acknowledge that it's a manufacturer fault, but did offer a 30% discount. Regardless, it was a 400 USD investment I would be stupid to invest again after what happened. It's sad, I really enjoyed the headphones, the NC worked, the sound quality and signature didn't change with it on or off, and it was a very fun pair of headphones, with the music sounding very... dynamic.