I've had lots of things arrive dead, but it's harder to think of things that legitimately worked for at least a few seconds and then quickly died.
One that comes to mind was an MSI 440BX motherboard. I remember booting it up on the first try, and thinking it was interesting that it reported onboard voltages on the POST screen. I don't remember if it froze or kept running, but after that one time, I could never get that board to POST ever again.
I also had an Asus nForce(1) motherboard that booted up and within a few seconds a capacitor exploded. I replaced it, and come to think of it, I've still never retested the board after that.
I had a laptop RAM module die after about an hour of memtest86, it had been working perfectly until the moment it fell over. I'm still unsure of the wisdom of even running memtest on laptops because of that experience - heat is an issue with those things.