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Not strictly a mechanic, but missables, specially in long games.

The worst offender may be Final Fantasy XII, I can imagine the joy of those who find out that they've missed forever the best weapon in the game (unless they are really, really lucky) because they've opened one of the trasure chests that make the chest with said weapon vanish. It goes against rpg gaming 101 (pick up all treasure chests), and there's no ingame warning about this, of course.