I recently learned of the following sad tale, reported by Peter Murray-Rust last August on his blog at http://blogs.ch.cam.ac.uk/pmr/2011/08/01/why-you-need-a-data-management-plan/. I re-post just the image here, as a salutory story, and encourage people to read the original.
Peter wrote: “”The following appeared on noticeboards in the Chemistry Department – the Panton Arms is just 200 metres away.”
Apparently there was no data backup – all this poor student’s work was contained in the bag!
Please inform me <david.shotton@zoo.ox.ac.uk> if you know of similar unfortunate experiences.
Data management planning 
Lawrence Horton, now @GesisIDI, has reminded me of this http://lilysussman.wordpress.com/2009/11/30/im-sorry-but-we-blew-up-your-laptop-welcome-to-israel/ – it’s not perhaps an everyday risk, and the hard drive actually escaped, but it shows the importance of back-up.
My own laptop was stolen in Mexico last Christmas. Thanks to a belt-and-braces use of time machine, Dropbox and shared drives, I did not lose anything.