I played "Hostile Negotiation" in GTA IV this afternoon.
The first time I played through it, my pistol aim was not accurate enough to eliminate the hostage taker in one headshot, so he executed cousin Roman. I started over again.
The second time through, I used a sniper rifle to pin point the target, so I blew his brain out in one clean shot. Just when I was giddy with my accomplishment, I drove through a construction site and the tire ran over a propane tank. It blew up the car, killing both Roman and myself. I was in such disbelief that I wasn't sure what happened at first. When I realized my mistake, I didn't know whether I should be laughing or crying. I felt like doing both at the same time.
The third time, finally, I did it without committing those mistakes.
This game should really have more frequent checkpoints.