I can't say I've had a bad experience cel-wise, but over a year ago, I won an InuYasha TCG card that cost me a pretty penny. I paid the amount and waited happily by to get it.
Never showed up.
I emailed the guy. Come to find out, he was "not a registered user" on eBay anymore, but when I searched for another card, this "new" seller had almost the exact same username as before, with some letters rearranged.

That was MY card!!!
Well, like a doofus, I never filed, but a couple of weeks later, I had a deposit of X amount put back into my account. So either PayPal found out what had happened or the guy felt guilty, or something.
I can understand your frustration, logorzat. It's like you said, at least be courteous enough to email the buyer and let them know why there's a holdup. I've had to do that a few times myself, as I've been sick or something else.
On a side note, I bought some buttons on eBay a while ago and never got my package. I left negative feedback and then checked their store. I guess the store owner "died" and her daughter did not have the password to access the account and ship anything out. Uh huh... Even the message in the store heading had a bunch of "...", showing that she was on her deathbed typing the thing up, while she coughed a few times.
"I'm sorry...I don't have much longer to live...I love you all that have supported me...I will not get around to shipping your items...farewell!..."
