Speaking of Mary Joe...Mary Joe Fernández had two that really hurt.
First was having match point against Seles in the AO SF 1991, with Novotna waiting in the final. Who knows how her career would have turned out had she won that match.
The other was when she was leading Graf *4-3 in the 3rd of the French Open final 1993. Her only realistic title chance. She lost 4-6 and this ended her career as a Slam contender. Maybe worse, she ended her career with a 0-17 h2h vs. Graf.