My worst experience with an animal was a baby starling. This doesn't really belong here, but it may help get rid of some of the pain from the event. My wife and I tended to take baby birds in, and sometimes we'd be able to get them flying, and sometimes they'd die. Ok, it happens. But, this was such a great little bird, she hopped up to us and just CHIRPed. We cleaned her up, and took her home. Since I was a bum (mostly), I could afford to take care of the bird most of the time. Ended up impressing on me. Would sleep in my lap. Couldn't really sleep without me, so I had to make her a nest out of a (rather stinky) pair of boxers.
The problem came one time that I was feeding her. I had been giving her tomato soup (ok - probably not what she wanted, but I didn't want to hunt and prechew worms), and she was really thriving off of it. But, I guess that I failed to clean the beak well enough, and she began to asphyxiate. I spent a good hour of so, trying to keep her alive - mouth to beak. I just couldn't keep going though. It still torments me, 5 or more years later. That little bird had become a huge part of my life.