When you have a big fun King's Court/City engine, and you're going for the kill, poised to empty the 2nd and 3rd piles and grab some points for the win, it's important to make sure you actually have enough buys to do so, not just coins.
In my final turn
in this game, I had $49, enough to polish off the last King's Court, the last 4 Cities, and buy 2 Colonies to come from behind for the win. Unfortunately, I only had 4 buys. Even more unfortunately, I figured I'd empty the piles first then buy the green with what was left instead of buying the right amount of VP first.
I bought the last King's Court and 3 of the last 4 Cities, then watched my opponent grab the last City and claim the win.
On top of that, I got the Witching advantage, giving my opponent 7 of the 10 Curses, and this was one of the few games where I've ever really used Coppersmith ($28 of the $49 on my final turn was from my 7 Coppers).
I did get lucky with KC/Witches, twice pairing them when I had only 1 KC and 2 Witches in my deck, but regardless of any luck I had or mistakes my opponent or I made, it sure is frustrating to have the game in that state at the end and throw it away