There was one cosplay that never actually made it out... and probably never will. It was Usada Hikaru (Rabi En Rose) from Di Gi Charat. I was trying to make it for Japan Ex back in July 2007 and I basically made it up as I went along. The night before, I still hadn't finished, I kept breaking the needle on my sewing machine because there were too many layers of fabric. At one point, I threw myself to the floor sobbing "I CAN'T SEW! I CAN'T SEW!" into my failure of a skirt. It was about 3am, when my mom pointed out that I was nowhere near finished and I had a train to catch at 6am. The remains of that now sit under my bed, at the bottom of a box.
Oh god, there are so many. I think any cosplayer will have hundereds of memories... Hm... My favourite is probably at Collectormania when I (dressed as Miaka), my friend (dressed as Tamahome) and my other friend, who wasn't cosplaying went to see Robert Pattinson (Cedric Diggory from Harry Potter). Because we were the only cosplayers I don't think he knew what to make of us. We spent ages trying to explain what Fushigi Yugi was to him.