YAAD

In Nethack, YAAD is an abbreviation for Yet Another Annoying Death. It is different from YASD (Yet Another Stupid Death) in that YASD typically refers to a death that could have been avoided with more care or knowledge of Nethack, such as choking to death on a wraith corpse or being killed by a newt while paralysed by a floating eye, while YAAD typically refers to death from unavoidable bad luck. A typical YAAD would be when everything is going fine until...

You fall into a pit!
You land on a set of sharp iron spikes!
The spikes were poisoned!
The poison was deadly....
Do you want your possessions identified?

YAAD is quite probably one of the most common acronyms used on the newsgroup rec.games.roguelike.nethack, as the game itself has been in development for better than a decade and a half; in that time, it has developed a fan following which remains fiercely loyal, as well as laconically competing with other Roguelike games, such as Slash'em, Angband, ADOM, and more.
Many times in a game, when you die, it will be a horribly pathetic death which could have easily been avoided if you'd been a little more patient, or paid a little more attention to your inventory. Other times, you simply have bad luck, such as never having gotten magic resistance when a Lich shows up and casts a finger of death at you.

A few sample YAADS:
Failing a system shock
Forgetting to turn off auto-pickup and netting a cursed lodestone.
Being poisoned by an attack.
Getting food poisoning from a corpse that rotted one turn after being killed.
A polymorph trap, a newt, and then a newt poly'd into a rather hostile dragon.
The ignomious death by grid bug.

Many others exist, of course - a few spoilers exist which do nothing but list ways you can die.