Hairyfiend: I certainly remember throwing my gamepad down in a hissy fit for some of the genesis games (yup, was a sega guy growing up, though loooking back I wish I was a Nintendo guy - Sega did give me some nice Mega CD games though :p)
I was never a controller thrower -- but I had a foul mouth and I often flip the bird to the screen when I got angry. Which wasn't often.. but now you've got me thinking..
I distinctly remember being told by my parents that they would never buy me Ninja Gaiden (NES) after renting it because every time I played it I would swear like a sailor. it was those stupid bird / bat things that darted across the screen at exactly the moment you were trying to jump from platform to platform.. *insta kill* . ugh It's raising my blood pressure just thinking about it..
