Not a sale, but my worst collecting regret: Somehow I ended up with a TurboGrafx-16 as a child. I was the only person I knew who had one, but I was a weird kid with few friends and completely fell in love with its unique orange-and-black weirdness. I was also a spoiled kid, so I managed to compile a decent little collection of games, some nice peripherals, and even that first clunky iteration of the CD drive (the one that doubled as a terrible but extremely rad portable CD player). At some point, though, I moved on to Super Nintendo like everyone else, and the TG16 stuff ended up tucked away in a big plastic box in my mom's attic.
Fast forward a couple of decades, and I come across the box while going through old stuff. Everything was in pristine condition, but I didn't have room for it all in my tiny apartment, so I left the box where it was. (I should also mention that I wasn't much of a collector by that point and didn't realize how much the stuff was worth.) I checked in on it every few months with the intention of taking it home as soon as I moved somewhere with some extra space.
Another couple of years pass and my wife and I finally get our first house, so I go at long last to get the box. It is, of course, gone. Frantic, I practically turn the attic inside out, but still no box. After asking around the fam I discover that a relative with serious substance abuse issues had been going through places like my mom's attic looking for things to sell, and my childhood TurboGrafx collection apparently looked just valuable enough to haul off down to the pawn shop. So, yeah, that's a regret of mine. I hope the maybe $100 they got out of it bought some good sh*t.