Lots of them, in the last 30 years or so. In no particular order:
--Rossi M-68 or -69 (forget which; it was a blue 5-shot .38 snub). It ended up at the wrong end of a sledge hammer, and is now resting at the bottom of a lake. I have documented this handgun's issues several times on this forum...if you are interested in the sad tale, do a search on my screen name and Rossi. This stupid gun actually turned me off of revolvers for about the next 20 years.
--My first 1911 was a Colt, just like my daddy's. Er...not exactly. His actually worked.
--I went through four Kel-Tecs (two P3ATs, one P32 and one P11) and had a POS rate of 100%. K-T tried hard, but in spite of a bunch of free parts (and a bunch more that I paid for) I never got any of them working to an acceptable level. Sold each at a significant loss with full disclosure. one I actually gave away. Scratch me off K-Ts permanently.
--Two Glocks (G23 and G19). Nothing really wrong with the guns...but not much of a range gun (crap trigger and odd grip angle) and certainly too fat for a carry gun. Bye-bye.
--S&W Scandium Magnum J-frames. Yes, plural--I bought and sold three of them. Fortunately, I don't think I paid more than $450 for any of them, so (for a change) I didn't lose any money. Probably lost 20 years off the use of my wrists, though. I sold the last one seven years ago. My wrist still hurts.
--Springfield EMP. I bought an early unit in 2007 (S/N 1073, IIRC) and it had every malfunction known to man. I sent it back (twice) and Springfield, to their eternal credit, was great. Replaced the firearm (S/N 2705). Only problem was, the second one didn't work much better than the first. Sent it back twice too. When it was finally working right, I sold it with full disclosure and at a significant loss.
--My biggest disappointment (to date) has been a Dan Wesson 10mm CBOB. Bought used with ~600 rounds. Too many problems to list. DW had no interest in helping, except to sell me parts that didn't fix it...they were willing to let me pay them to fix it, as long as I also paid shipping. Yeah...right.
I worked through some of the issues myself, and paid a good 1911-smith with the most troubling one. Every time I see someone raving over DW quality, I have to laugh. I will never get back anywhere near what I put into this one, and I'll probably never put enough rounds through it to be worth my while. I sure as Hell won't buy another. Mighty expensive show piece is what it really is.
In fairness, I've probably bought and sold close to 100 guns (mostly handguns) in that time, and probably 80% of those within the last ten years. Most of them worked just fine.
Hope your experiences are better than mine.