such as the Monte Carlo Roulette Incident of 1913, where there were 26 rolls of consecutive black, and people lost millions betting red was bound to roll next.
But then again I dont believe an incident like that has happened since.
A player on Just-Dice rolled under 50.5 out of 100 a staggering 32 times in a row, using a provably fair roll system.
That is I think the least likely reported streak in gambling history.
See
https://bitcointalk.org/index.php?topic=610339.msg7060900#msg7060900 for full details of the longest winning and losing streaks at 49.5% on JD.