When it happened to Johnny Bench (mentioned above), it was in the World Series in a crucial moment.
Here's the basics, thanks to retrosheet.org:
Top of the 8th, Reds leading 1-0 over Oakland.
Rose lines out.
Tolan singles to center, Morgan to third.
Rollie Fingers comes in.
Tolan steals second (I believe it was on a 3-1 pitch, making the count 3-2).
With the count 3-2, the A's signal for the inentional walk but Fingers throws a strike for strike three and the second out.
Perez is intentionally walked.
Menke pops to second.
Despite pulling the fake intentional walk on Bench at a crucial moment of the game, the A's couldn't score and ended up losing the game anyway.
Roger Angell: I was talking with Bob Gibson and I said: 'Are you always this competitive?' He said: 'Oh, I think so. I got a three-year old daughter, and I've played about 500 games of tic-tac-toe with her and she hasn't beat me yet.'