Thought this might bring some entertainment. I'll start of when i was around 9 in 2015 packing up for a move from Texas to California. At the time my small lamp collection was stored in a walk in hallway closet with a hardwood floor. Was doing my packing and had a few boxes blocking the door was and was barefooted. I got to this feit vintage style 60w incandescent lamp and opened the package the wrong way round and the lamp fell to its demise. Glass went everywhere but none landed on my feet but it was all around me. I screamed for my mom and she came in, saw the cartage, and lifted me out wearing good shoes. (still looking for one of those lamps as i think they where vacuum filled as they where cold to the touch. )

- Stacked a whole bunch of boxes on my brother's bed, and put a GE 32w CWX circline lamp and a 40w CWX circline lamp on the top of them. The stuff fell with the 32w CWX lamp falling onto and breaking the 40w lamp. I still have the 32w lamp to this day.

- Broke a Jinn 22w daylight circline when I bumped a Lithonia 70w HPS yardblaster head on top of some boxes and it ended up falling down onto the lamp.

I lost a US GE 1kW M47 probe start metal halide lamp by placing it in a haphazard location and the lamp eventually fell and shattered.

I broke 3 incandescent lamps of my collection by the same way, accidentally pulling of the lamp cord! One was a Chestinghouse and I accidentally pulled it lit when I was doing my bed, magic smoke. The other two incandescents were Narva and very good quality.

I broke one bulb of my red incandescent xmas series set. I just dropped it into the floor and gave it a test, then I saw magic smoke coming from one bulb and the set started to dim out, then I realized I broke the bulb and I replaced it with a clear xmas bulb.

Also I broke a CCFL tube just of pure laziness, I left the tube with a bunch of stuff to organize and of course it ended up breaking of the poor handling.

Before I start to collect I broke two CFLs as a kid. One was when I was spinning over my bed with a shirt on my head, then I accidentally gave quite a hit to the bulb that was dangling from the ceiling, at the time I wasn't aware of the CFL dangers so I moved the rests to a corner with my shoe and continued playing, then I luckily went out of my room but I don't remember if I opened the window. 
The other CFL I broke was by... guests what, accidentally pulling of the cord.    the lamp was a bare socket to the CFL got the full hit of the soil (it was outside). The lamp broke lit so the filaments were glowing and I heard an electrical noise. Now I was aware of the CFL danger so I kept far from the CFL and my mom took out the lamp.

My worst one had to happen to the very first MV lamp I bought!, a Thorn made 80 watt MBF lamp.
It rolled out of the attic hatch, but instead of hitting the soft carpet on the landing, it made a B line to a tin of shoe polish on the top of the stairs!  , not impressed!

   I got got back from a long week trip and I needed couple days as I was kinda jet lagged,   My step dad came in wanted me do somthing,  I was no way I was up to the task. He came in again and fumming and he hit a box of fluorescent Lamps  the shards went every where in my bedroom.      Put my shoes on  took out what good remaing  Lamps,  then I threw box of shards  into living room.  Glass went evey  where just like my bedroom.   I go u can clean up your own mess!
 

So here are a few dumb ways I've accidentally broken bulbs.

I broke a ABCo Westinghouse 400w mercury vapor lamp by leaving it in the middle of a table in its box, where a cat decided to test the laws of gravity on it and pushed it off the table. Nothing was left of the bulb but a pile of glass.

I broke a Philips F30T12/WW bulb by leaning the fixture it was in against my bed, where it fell over a few days later. It should have landed on the soft carpet, except it managed to land on the only hard thing in its vicinity (a 120v to 240v step-up transformer).

I broke a Philips Econowatt F40T12/WW when i accidentally dropped a really strong magnet near it, the magnet found something magnetic near the end of the tube, and while trying to reach it, slammed into the end of the tube, punching a hole in the glass.

Broke 3 bulbs (2 Walmart pink LED filament bulbs and a GE bright from the start CFL) when they rolled off a shelf onto carpet, both LEDs shattered and GE CFL lost its outer glass.

I once found a pair of GE mainlighter tubes on someones curbside. They were taped together with masking tape and one was EOL but the other one was not (People often threw them out in pairs thinking both are bad at EOL due to being in series on the ballast) , well I got them home and I stood them up against a table and when to prepare to test them, as I did, they decided to slide  over and fall and both lamps broke. Was still picking up pieces of them years later whenever I'd rearrange the place. Not really embarrassing but just kind of sad luck at the time lol

I was putting a Hungarian-made Philips FC12T9 lamp into a fixture. I grabbed it in such a way that it flipped up and hit the socket, cracking the glass. I was bummed out for the rest of the night. 

Has anyone broken any rare lamps and felt intense sadness?

Remembered another one! i think about a year ago i had a c7 flasher bulb on my bed that i forgot about and pushed my knee on the lamp breaking it. Picking glass out of your knee is not fun, and i always check if i left a lamp on my bed.

At the age of 13 I was setting up a test rig for my first PowerGroove lamp and my T12 VHO 215W lamp from Philips. I leaned one end of the VHO tube against the chair while one end was resting on the floor. While removing the PG tube out of their sockets I accidentally pushed the VHO tube with my arm off the chair and it fell on to the floor. DOH! That was the loudest bang I experienced beside a exploding XBO lamp! Sadly it took another dozen years till I found new T12 VHO 8ft tubes.

I took the bulb out of my GE Spacemaker radio to try to put a LED bulb, and the glass separated from the base. 

I was very upset, because it was the original GE 40W bulb, from 2006 and it still worked!!

Has anyone broken any rare lamps and felt intense sadness?

yes

I fortunately have broken no rare or uncommon lamps! I did break a 25w incandescent lamp a while ago though. I was unscrewing it over a tile floor and it fell out of the fixture and shattered.