The only one in recent years that I kind of regret was back in 2009, when my leader failed on the fish's fourth run---at the dying end of a west tide in the Canal. Would have almost certainly topped the Gibby Hawgtober tournament that year.
The only other one was back on MV in the late 80s/early 90s. Mangled a snap.
There was one at Montauk, early 2000s, but I'm 99.9% sure that one was a tuna, so it was more of a laugh than a heartbreak.
Other than that, never lost sleep over a lost fish. It's part of the game.