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A very real problem I ran into in SSMS was I had inadvertently highlighted all parts of the script except the "where" clause and executed it. I thought to myself, "why is this taking so long for such a low impact change?"
I knew running ad-hoc scripts in a production environment was risky, but I accepted it. We had a fresh enough backup already loaded in our sandbox environment and the removed data was quickly restored from there after some cursing and some quick hacking. This happened 6 years ago.
The data that was deleted? All the user accounts of our biggest client. This happened at 10 AM in the morning on a weekday. FML. I was lucky to keep my job.
As an aside, if you do something on my level of stupid, then escalate the issue up the chain of command as quickly as possible. Do not hide it. If you've built up enough good will with your co-workers and bosses, they will rally to your aid. Definitely don't try to hide it. That will almost certainly lead to termination.
Check my war wounds. Every soldier has a story to tell.
10 AM in the morning
good thing it didn't happen at 10 AM at night, I guess
It was right after 9 in the afternoon and my eyes were the size of the moon.
Always use transactions