Mild spoilers for players in the Kingmaker Adventure path -- mild, because we're pretty far off the rails at this point.
In today's Kingmaker game the group faced a battle versus a small army of trolls, then an opportunity to root the bad guy out of his lair. The battle system laid out in the AP, and expanded on in the 3rd party "Book of the River Nations" -- a very useful supplement for those involved in this AP -- is very simple, units have stats, and battle is conducted in a series of contested rolls. The difference in results in applied as abstract damage to the units.
Out brave heroes have a force of their kobold vassals, their "best" unit, bow and axe wielding Streltsy, and their new and barely trained second unit, which formed their reserve.
And the players stopped rolling well. Again and again they rolled low, the only saving grace being the troll forces rolled low as well, not achieving the required target number.
The "encounter" was fairly well balanced, however in the end both of the human regiments were shattered, and the kobolds surrendered the field to the trolls.
The dice results created a palpable depression of mood. The characters had worked with, fought with, and achieved many victories alongside their first regiment, which was now gutted. It was as if a treasured NPC had passed away. It was a memorable moment. And I didn't arrange it, plan it, it wasn't part of "my narrative" or the story-arc. Instead it was all the dice. More importantly, it was the players' dice.
Dice turn bad? Not a bad thing.