I recently destroyed a 12v lithium ion battery by hooking it backwards to an inverter. It smoked and I knew it was toast - duh.
I have destroyed a few LEDs and shift registers during the construction process. I may have killed some pins on my first two arduinos as the two wire does not work on either one, but does on others. Most likely I was sourcing way too much juice and toasted the pins, (I do not source any power from the arduinos any longer for anything more than an LED or two).
I also destroyed the regulator on a clone by hooking 5v to it directly while doing the same the a standard arduino did fine (bad clone design I think - I deserve it for buying a clone).
The list goes on but those are recent