I have an experience which fits this thread even more literally than the others...I played at the local b&m, and won a random jackpot of 500, on a 0.27c bet! The only problem was, I didn't know I'd just won it. The machine just said, "this machine has been closed by Administration". I was like, oh well some malfunction, and since I only had a few cents in I just took off. Only later did I learn that they'd closed the machine because I'd hit the jackpot. But they didn't find the winner anymore, so someone else finally claimed they'd been playing at the machine and they went ahead and paid him.
So, I literally did not withdraw my winnings, and literally lost it (to someone else). Still bugs me. They have the security camera data I'm sure but it was months ago, so I don't think it's worth trying to reclaim it anymore....
Cheers,
SM