I've lost money on pins since I got into the hobby. Since I don't like dealing with other collectors I typically trade my machine in to a dealer. (I had some bad experiences trying to sell pins directly...mostly based around people wasting my time) So pretty much every pin I've bought, I've lost money on since I like to spend lots of money to make them perfect. I'd get bored of them quickly and then trade them in.
But the biggest mistake I've made was to buy a NIB WPT. That thing dropped like a rock in value. Since then, I've pretty much refused to buy NIB again.
But, I've just made up for all of my losses. I sold 2 near perfect machines from my collection. (MB and MM). Those 2 sales made up for any and all losses I've incurred.