I was thinking it might be helpful to consider cases of the opposite, when we got lucky and maybe I don't even realize it, since we wouldn't necessarily spend a lot of time thinking about, or even necessarily be aware of, a bad thing that merely almost happened. (Or even more so, a good thing that never did.)

The most obvious examples are the two instances of possibly averted nuclear war: Vasily Arkhipov blocking the launch of a nuclear strike from a Soviet sub during the Cuban missile crisis, and Stanislav Petrov choosing not to report an apparent missile launch from the US in the (correct) belief that it was a false alarm.

Are there any others that come to mind? I suppose someone with a very different belief system than mine might count some of my unlucky happenings instead as lucky ones, but are there any other reasonably objective ones? Discoveries made by chance that likely would not have been made for a long time otherwise? Wars narrowly averted? Other sorts of positive events I'm not even considering?

As a final aside, this wasn't in my mind when I started writing, but I'm now reminded of the Apple TV series For All Mankind. While it's obviously fiction and takes a lot of liberties, I think it does pretty well at showing how significantly history might be altered by individual events.