This thread brings back some tough memories...
I arranged a round at Oakmont on a trip out to Columbus in 2002 but couldn't play because of severe thunderstorms in the area.
I was in California on business (La Jolla area) and a buddy of mine asked if it was possible to drive up to Pebble and play since we had the weekend open. I vaguely remembered that they do allow people to call one day in advance due to cancellations and I gave it a try... they had a cancellation the following morning at 7am but my buddy balked at the 12+ hour round trip drive...
Similar to others here, I had an invite for a foursome to go out and play Sand Hills a few years back. This was before the course was so well known and I kept getting the line "You want to go where?" from people I asked. I eventually gave up the fight, something I have always regretted.
Finally, I have had the opportunity to play Congressional twice and had it fall through for a variety of reasons (work, weather, etc.).
On a lighter note... someone should start a thread of great courses that they totally lucked out on.