My favorite one is Calendar, where you just made a new calendar entry and if you hit Esc to make the window go away, it will delete the whole thing. It isn't a dialog box, there is no save. If you hit close, it will close, if you click away, it will close, but if you hit Esc it will delete silently.

I asked people that work at Apple, they hate these bugs as well, but they don't fix them!