I have two:
1) In my coffee out of the big machine at work. I sipped it, felt something in my mouth, pulled it out - cockroach leg! Yep, they love getting into the coffee machine. Haven't had a coffee from it since.
2) I was at work one day and felt something strangely moist feeling in my boot (I had socks on). Took my boot off and there was a squashed, oozing roach in there Thank goodness for Isowipes