The last game I lost (or abandoned rather) was one where I found no iron, so I just expanded some, build some warriors and allied a city-state that had iron. Stupid jerks finally improved the iron around turn 120! Yeah, that's a little late.
I had another one in which all my cities wanted pearls. Oh, pearls you shall have, then. I allied a city-state that had pearls. But they were unimproved. I found another one. Also unimproved and after allying, it seemed a Persian scout was stuck on the tile with the pearls so the AI couldn't even improve them. I guess I could have gone to war with Persia to kill the scout. I finally got pearls from a 3rd city-state. Those two just never improved their pearls in 300 turns!