In this one screen of Uhuhu Spike 2, you have to go under and then loop around and jump over a gap to reach the third save. Getting to the second save was hell enough, and after from struggling I get to the gap and fall down. I felt such relief at finding a save there, but too late I realize that it was the first save of the room, so I had to repeat the first half all over again!
Not exactly my worst fail, but one of my most recent.