Embarrassing moments at the piano? Well, I recently gave a complete performance of Sorabji's Opus Clavicembalisticum and embarrassed myself by failing to play any wrong notes.
Hats off! What an artful allusion to E.E.Cumming's famous poetic homage to Sorabji and indeed a fine example of intertextuallity. Now, let's see if I can recall its first lines correctly: any wrong notes and some right notes lived in a pretty how town (with up so floating many bells down) spring summer autumn winter he sang his didn't he danced his OC ...(It's all fake, of course)
Not me, but a girl at one of my recitals. She was playing the Beethoven Pathetique sonata. The first chord in the grave I think was like one note lower than it should be... so the chord sounded totally messed up... So she plays the chord, lifts up her hands, yells "SH*T!" then continues with the second chord, which was played properly