I was just reflecting on behaviours that annoy me as a roleplayer, when exhibited by other players. One of those is getting overly pissy when a character is killed, or is forced into an unfavourable circumstance. Now, on consideration it became clear that I'm occasionally guilty of those particular flaws myself. So, in an attempt to get around this, I tried an experiment - create a character built to fail. Put in no sense of self-preservation whatever, and some form of destructive character flaw that liable to destroy them sooner rather than later, and see how it goes.
Both of the characters I created in this way were created for old-Vampire, and both were far more fun to play than I'd hitherto expected. Both were built with personal priorities that guaranteed them quick Humanity loss, and had no sense of self-preservation in-character either. As it turned out, the chronicles in question ended before either of them did finally destroy themselves - but this was more luck on their part and short length of chronicles than anything else. This proved liberating in play, as it meant I was never worried about long-term consequences for my character, and never strayed into what I call "preservationist" play.
I define "preservationist" play as the over-consciousness on the part of the player of managing a character's resources and prospects. Not that there's anything wrong with having a character whose profit- or advancement-seeking behaviour can serve as a motivator. It's just that you need to remember that your character, their social standing and their resources are all entirely imaginary.
Again, I'm not in favour of deliberately shafting player characters as a matter if policy - but surely the odd shafting doesn't count as foul play? Let's go for a movie comparison - they're not always accurate in relation to roleplaying games, but I like 'em anyway. In both Yojimbo and the Western remake A Fist Full Of Dollars the main character gets beaten up, and has all his equipment taken. In response, he takes some time out to recuperate and train, then goes and kills his enemies using the resources he has to hand at the time.
If this happened to a character in the hands of a "preservationist" player, there'd be a strong chance of an instant rage-quit response. Even if they stay in the game, there's liable to be some animosity directed at the GM for fucking about with their character.
In my view, characters exist to be fucked about with. Not that this should be done maliciously or at the expense of genuine fun (there's a reason I hate Monopoly, after all) but in some games it is entirely appropriate to occasionallynail the little buggers to the floor. Even if I'm one of the little buggers concerned.
Remember: losing is fun!