The closest I came to actually throwing my controller was in Persona 4 Arena score attack mode. For anyone unaware this mode is brutally unfair. You face off against the whole cast all of whom are souped up to ridiculous degrees. Basically 1 or 2 mistakes in a match and your dead. My worst loss was with Akihiko, I misjudged the spacing on one of my 5A's and it just barely whiffed and Elizabeth (the last boss of the mode) instant killed me.