Missing the pangolin in Leipzig is obviously a big one, as anyone who's been in the same boat can attest. There were no scheduled feedings that day, and without feedings it didn't show itself.
Missing the night zoo in Antwerp Zoo. While not as much of a gut punch as the pangolin, there were a couple of species I'd have liked to see, and the worst and most annoying thing is that I shouldn't have been able to miss the night zoo. It wasn't closed that day; I just couldn't find the entrance. Any Antwerp-regular I've told this to has been completely puzzled and told me that the entrance should be impossible to miss; for some completely inexplicable reason I was blind that day.
Speaking of Antwerp, being about a month too late to see their last sea otter.
Even though they're a species I can live without seeing, for principle's sake it also annoys me gravely that Asian small-clawed otters are always no-shows when I visit a zoo. Many other Zoochatters talks about how they're ABC's that are boring because they can be seen anywhere, but to me they're as elusive as a kiwi in a daylight exhibit. I've seen them in six zoos in my life, and I've been to at least 15, probably 20, that kept them. I have no idea why my luck is so bad with them.
Also when I visited Leipzig, it was right before the flamingo aviary opened, so the some of the south part of the zoo was fenced off. Led to me missing the maned wolves (annoying) and Dall's sheep (gut punch).
When I visited Hannover, it was right after the infamous chimp escape, so the ape house was closed. In terms of species, this wasn't a big miss, but it's always preferable to be able to see any exhibit and house a zoo has to offer, and in a big mammal-focused zoo like Hannover, it was a little bit annoying to miss the house in which a large percentage of their smaller animals live.