I remember once ('01 if I recall) I was on my way back to Uni in Liverpool from London, via Peterborough to pick my prospective girlfriend at the time.
Told Guard where I was getting off, loaded my beloved Marin onto the guards van/storage van, found my seat and sat back with a few tins and MBUK
When I got off at Peterborough, I walked down the platform to get my bike, only to realise the train was pulling out of the station!
Anyway, the shortened version is that I had to miss the (last) train back to Liverpool whilst waiting for the bike to be sent back the other way... so I had to book into a B&B for the night, the girl stayed over and we got married 10 weeks ago
I had an "interesting" episode at Loughborough once - I travelled down there to ride the BUSA 'cross championship being held the next day. However, the HST I caught down from Sheffield was longer than the station platform, so unloading my precious CX bike from the guard's compartment involved a "leap of faith" down on to the ballast below before walking on to the platform proper to find the station exit.