Probably the biggest railroading ones that come to mind is the fact that I have lived in downtown Sacramento since 1993 and, since I got back into model railroading two years ago, realized that I:
Missed not one but two Railfairs at the California State Railroad Museum
Missed checking out the Sacramento Locomotive Works when they were still in operation, as well as the Sacramento Yards (which are now empty, highly contaminated fields.)
Missed seeing Sacramento Northern and WP's Haggin Yard, which is now a "Rails to Trails" trail--and while being able to stroll along what used to be the mainline is nice, personally I prefer rails to trails.
Also missed observing the WP's Jeffrey Shops and Yard in south Sacramento, now also a big open field.
Missed seeing the "Green Goat" in Roseville Yard--I found out about it the month after they moved it out of there.
Missed taking photos of at least a dozen treasured buildings in downtown Sacramento that have been leveled for new development.
I usually have a camera, disposable or regular, in my car at all times to capture just those sort of things. I used my last one up recently and need another...I know more stuff is coming down soon. Any railroad-related thing is open season for my camera...