Hard to pick just one. :-)

I play no-portal, no-map now, so I've had deaths where I never did find the gravestone. One, I'm pretty sure I found the same area, but I couldn't find the gravestone anywhere. It was too far in the past anyways, so it really didn't matter, other than for the mystery.

In my current playthrough, I died without a spawn point set, and I ran for a day and a half with nothing, to an old black forest base that had a few basics at, including (I think) a forge, but no pick axe. I used a troll to mine me enough copper and tin to make a bronze pickaxe, mined enough for an axe and nails, made a karve, and sailed out to my plains base, with very little weapons and armor. From there I was able to get enough equipment to get back to my stuff and get it back.

Everything else in the game kind of melds together. Those horrible situations are what you (I?) remember most.