I think the lowest point for me in 40K was when my local store closed several years ago. It was the only place I had to play and I went for a couple of years getting my 40K fix online and through WD. I was so depressed 40K-wise that I didn't even do much painting. Another store where I can play has since become available that I can play at so I'm a happy boy again.
In game, my dice rolling has always been legendary in both the old store and the new store, and I don't mean in a good way. Recently I hit a new low. I had a full Assault Terminator squad that scored only two wounds on the charge (he made the invulnerable saves) and then failed the base saves (2+) on the return attacks for all but one of the termies.
This last week I had a sternguard squad that took three turns of shooting to kill a squad of scouts, due to pathetically poor rolling on my part and somewhat better than average saves by my opponent. This incident has prompted me to actually execute several dice with the other dice witnessing. The dice corpses will be put on a plinth and kept on display for the other dice when I roll. Perhaps this will counter the unwelcome manipulation of my dice by that vindictive bi-otch Karma Murphy. I really don't know what I did to earn her wrath.