Playing Micro Stake games on one site I played on, I managed to build a Bankroll of over £150, One night I came home after a few too many and registered for a 50 Pence game, only for me to find out once the game started I had miss-clicked and had entered a £50 game, Losing it quite rapidly, It taught me never to play drunk, and always stick to your own level, It took me Months to recoup that money back.
Other than that I don't recall having lost anything like that in any game of chance before, Even at a Race meeting I could lose £100 on the Horse Racing but as I had already been prepared for that I don't consider it that much of a problem.
I always take two separate amounts of cash with me to a race course, one for the Drinks and meals, the other for the Gambling and as I always say "Once it's Gone, It's Gone" I am never tempted to chase my losses no matter how much I lose, and that applies to
casinos as well.
Having a Gambling budget before you go to have some fun is sensible and you never go totally broke, It's simple Bankroll Management and it works for me.