One of the greatest games ever played (IMHO) was the clash between Steel and Amateur, Calcutta 1886. In the game White sacrifices his queen, and then 2 rooks, all the while marching his king up to a6 the effect a brilliant (if avoidable) mate.
Part of the charm of the game was that White chose an opening that exposed his king to attack. These days such games are a rarity, but not completely unknown. Just last month 2 strong US players chose to repeat the exact opening of the Steel v Amateur game, at least up until move 8. However Black tried a different line, and while I'm not sure whether White appreciated the significance of the change, Black quickly reached a winning position.
Pruess,D (2389) - Moreno,Ale (2391) [C25]
USCL SF 2009 ICC INT (1), 18.11.2009
1.e4 e5 2.f4 Nc6 3.Nc3 exf4 4.d4 Qh4+ 5.Ke2 d5 6.Nf3 Bg4 7.exd5 0-0-0 8.dxc6 (8. ... Bc5 was played by Amateur) 8. ... Nf6 9.cxb7+ Kb8 (D)
10.Qe1? This move works against Bc5 but fails dismally in this game 10. ... Bxf3+ 11.gxf3 Re8+ 12.Ne4 Qh5 13.Kf2 Nxe4+ 14.Kg1 Bb4 15.Qxb4 Qxf3 16.Qe1 Ng3 0-1