Didn't happen on stage, but was the worst gig ever for me:
Literally minutes before going on I was doing final tuning on my axes. Got to the SG, started to tune... and the low E tuning peg just falls apart in my hand. I wasn't putting any pressure on it at all, it just disintegrated.
So I was left with just my JEM with it's floating trem and the inability to drop the E to a D, which we used for about half our set (hey, it was the late 90s). So I was left trying to work out new chord positions on the fly (whilst singing as I was the singer in the band too) and feeling totally stressed out.
To cap it all off our drummer $%ed up the intro to our last song and started playing it at half the normal tempo, with the rest of us looking at each other in disbelief, and trying to carry on playing at this ridiculously slow speed until we reached the first chorus, at which point he sped up to the correct tempo.
Not a fun evening at all, and our drummer still gets grief from us to this very day for that episode. ;)
Muttley