On the SO blog and podcast Joel and Jeff have been discussing the, often ignored, times when unit testing a particular feature simply isn't worth the effort. Those times when unit testing a simple feature is so complicated, unpredictable, or impractical that the cost of the test doesn't reflect the value of the feature. In Joel's case, the example called for a complicated image comparison to simply determine compression quality if they had decided to write the test.
What are some cases you've run into where this was the case? Common areas I can think of are GUIs, page layout, audio testing (testing to make sure an audible warning sounded, for example), etc.
I'm looking for horror stories and actual real-world examples, not guesses (like I just did). Bonus points if you, or whoever had to write said 'impossible' test, went ahead and wrote it anyways.