[Nagot Gick Fel]

Having your immortal pretender Wind Rided out of his/her dominion (and die, of course).

Forgetting tu 'unsneak' part of your army and thus lose a major battle you should have won.

In Dominions 1 (this one is actually kinda funny):

I had recruited an excellent nature-4 Jade Amazon sorceress and loaded her with items, but just at the end of her first battle, she was killed by my own Prince of Death - the battle was already won, and for some reason he decided to cast Drain Life but no enemy was in range, and the poor sorceress bit it. Very in-character for a PoD, though.