The "aww, screw it!" option in linear campaigns that allows you to skip a mission. You've tried and tried - and tried some more - to get through a particular mission but you just can't crack the nut, and so you're stuck. Four missions in and your game is done, with the other 20 missions unplayable.
Navagon: Unit carryover in RTS games. RTS games often have units that gain experience from battles and can become quite powerful by the end of the mission. So why then start over from scratch each and every mission with inexperienced units. This is further compounded when you can actually research and design units.
Earth 2150 has both the R&Ded units and experience so thankfully it also has unit carry over to help get the most out of your creations. I really wish more RTS were like that.
The campaign in Warzone 2100 also had those: R&D plus carryover experience. But yeah, in so many games you're playing in a campaign where the fate of your faction is in your hands, so every mission you get a fresh set of rookies!
For anyone interested, Warzone 2100 is free at wz2100.net. Also has IP online play, for up to 8 players.
And yes, I do realize that those two things are somewhat incompatible: skip-a-mission and carryover units.