Definitely real property I looked at but didn’t think I could afford at the time. Two particular opportunities over the years. Don’t know whether I would have qualified for loans at the time anyway… but at least I should have tried.
About 15 years ago, a house in a neighborhood we really loved went up for sale, There was a scandal involving the husband , which led to them splitting up ( and him going to prison ) It was right on the river with a large piece of land and a dock. We wished we had taken it seriously at that time, because it wasn’t too long after that real estate skyrocketed in our area
My dad should have bought that lake cabin near my hometown where we vacationed for a month every summer. I would LOVE to have that tradition with my kids today.
My girls would tell you I should have splurged on the Justin Bieber tickets when they first went on sale in December. Now the prices can’t be touched. 
My H never lets me forget the mint condition Hoosier cabinet that I saw at an estate sale for like $20 early in our marriage. I wasn’t “quite sure” and left the sale to come home and tell him about it. He jumped in the car to go back and buy it - gone. For $20, mint condition, of course!
My mother told the story for 25+ years about how I turned down a free trip to France when I was 18 because I didn’t want to leave my then boyfriend, now H for two weeks. This past summer, I finally made good on that “loss” and boarded a plane for that trip to France - THIS time, left H at home with no problem!!!
When we did a kitchen renovation 15 years ago, we should have gone all out, knocked out a wall, expanded the kitchen with an island. Now we find we don’t entertain like we would.
H and I were vacationing in Santa Fe and were visiting art galleries.
At one gallery, we saw a spectacular sculpture we loved. The owner of the gallery was willing to negotiate the price (a lot). We couldn’t get ourselves to commit–it would have really stretched us. The woman who sculpted the work has since passed away and her stuff is worth quite a bit more now. What we regret–is that her works are no longer available. We should have bought when we had the chance.
I saw a beautiful little painting in a gallery in Taos. Went to lunch. Came back and the gallery was closed. I thought I would remember the name, or find it on my map, since we were heading to the airport that day. Nope! Oh well…
Re #4
Could say that about any investment with hindsight market timing.
My father in law offered to take our entire family to Sydney Australia for New Years Eve, 1999. I made the decision to turn it down because our not quite 3 year old would not have been able to handle a flight that long …taking her from Newark to Copenhagen was brutal…multiple that flight X 3 and it would have been brutal. I don’t know if I will ever have an opportunity again to see the land down under
I am not sure if this fits into the same category , but when my grandfather became seriously ill in the late 1950’s , my grandmother decided it would be best to sell their beachfront property on Cape Cod. It was a main house with several summer cottages …what a mistake that was !