So there's a pet raising minigame in Dangan Ronpa 2 that matures based on the number of steps your player character takes (think of it like a tomagotchi). At 2-something in the morning, I found a spot to walk in a circle and grind. I fell asleep and woke up at 5:20 am and once I fully realized my situation, I looked at my system and noticed it turned off. I set mine to automatically turn off after an hour of inactivity, so my progress had been lost (since the game doesn't have auto-save).
The only other time I can remember was when I was playing Super Smash Bros Melee, I was playing Event Match 22 - Super Mario 128 late at night. I was already drowsy at that point, but holding down doing the ground pound move as DK and waiting for all the tiny Marios to die didn't help. I woke up about 20 minutes later, retried the match until I won, turned off console, and proceeded to hit the sack.