My undisputable candidates would be:
* The Norwegian destroyer HnoMS Svenner (a former British S-class)- She had the pleasure of being commissioned and then sunk, all within a matter of months. She took part in the great armada of allied ships to set sail towards Normandy in June 1944 (D-Day) and as she arrived here she was fortunate to appear before a torpedo launched by a German torpedo boat. (The latter had probably dispatched all the fishes in the mere hope of just hitting something ...
* The German Luchs (a German Type 24/Raubtier torpedo-boat) - She had the pleasure of doing more or less the same as the Svenner, sailing right into the path of a torpedo. (Ironically this one was not intended for her) This occured when the battleship Gneisenau (escorted by Luchs and others) were returning to Germany from Trondheim in July 1940. The torpedo was launched from the British submarine HMS Thames, which of course had the Gneisenau as target. However, Luchs was about to perform a switch of station on Gneisenau's port side when the torpedo was launched. She sailed right into the torpedo path. Bad place, bad timing...
* This one is mandatory - The great "Capsizer" the Swedish sailing ship Wasa.
An honourable mention must be more or less all of Admiral Roshvezenky's (I never could pronounce that name properly) ships. His fleet sailed from the Baltic, all the way around the globe (even got denied using the Suez after engaging a few apparently suspicious fishermen in the North Sea) in 1904-05. And as the Russians were just about to arrive at Vladivodstok, what happen...?
- Sir, that's the Japanese fleet!
- Oh, Shit! Ouch!
Complete annihilation of the entire fleet! That's a loong way to sail just to get yourself sunk. I mention the Blücher in the same run but on the flipside she was not exactly unlucky, she was under command of Admiral Disaster.