Mine was pretty traumatic. It was at Harare airport in Zimbabwe around 2004, I was catching a connecting flight, had flown from Heathrow, and was due to change to a plane to Johannesburg. I had not got a visa for Zimbabwe as I was not leaving the airport, just catching a flight from the same terminal which left about an hour later, and I had no idea I needed a visa (British Airways, with whom I was flying, on both the first and second flights, had not seen fit to inform me of this).
I was stopped by a man in military uniform with a machine gun who demanded a visa and said I could not go to the other gate to catch my next flight without one (literally within the same, not very large building). When I said I did not have one he demanded £100 cash. I did not have that on me, but proffered a bank card. That was not acceptable, they had no card machine. I asked where a cash machine was and was told it was outside the airport, but I could not leave the airport without a visa could not go to it. By this time the gun was markedly higher up, albeit not pointing directly at me, and three other men with machine guns were also standing around me. There was a bit of a stand-off for a while while I tried to work out what I could do, and them refusing to budge.
When I heard my name being called for the flight I started to cry. Luckily at this stage a kind fellow passenger stepped in and lent me £100 in cash! (Of course I took their bank details and paid them back the minute I got to Johannesburg!).
I have no idea what would have happened had the lady not helped me. Maybe I would still be wandering the halls of Harare airport!