Any damn gun that doesn't put rounds where I was pointing!
Truly, lots of reasons, but the shooter is usually the cause. I have enough of my own tales of this, but I have one stark example some years ago that was painful to an unknown gentleman next to me at the range, and painfully funny to me.
He had a new HK USP 9mm he was firing for the first time. He took his position, ran his target roughly ten yards down range, and started measured, slow, aimed fire. He ran the target back forward. Dear heavens. The holes were all over the place, with some off the target altogether. New target, same result. At this point, for my own reasons, I had gone back to the store's counter and was talking to the salesman, when my neighbor came out looking a bit nonplussed. "There's something wrong with this gun." Conversation interrupted, I followed them both back to the lanes.
After some discussion, the salesman examined one of his targets, penciled an X on the lower right corner, and sent the target down range. Pow-pow-pow-pow-pow-pow-pow. Target back, one very tight group right around that penciled X. "Sir? There's nothing wrong with this pistol."
Ouch.
Lest I be accused of
Schadenfreude, I've sprayed rifle rounds at a target only to have a buddy promptly throw a tight group down range out of the same rifle. Damn.