Worst moment for me if you are getting addicted to betting more even you don't win anymore. I experience this feeling that I want to get back my losses and turns out that I losses every time I bet and potentially even betting my savings and pocket money. From that day I realized and I stopped.
though i lost a lot of money in gambling and after every lost i decided that i will not play again, but for every time i failed to keep myself away from gambling, To me the most worst moment that i faced in gambling is that when i lost about 1000$ in a single day. I lost everything that was with me at that time and therefore i think that it was the worst moment for me in my gambling history.