Champions League final 13 (technically a week before SAF retirement). To put it into context:
I live in a country where teams hardly ever reach the Champions League so I started supporting Bayern at 8 due to my older brother supporting Manchester United during that final in '99. Although Bayern lost I never waivered - this was my team. I was still only 10 when Bayern got redemption in 2001. Then there was complete darkness. Little did I know that the team was finished, 01 was the last hooray.
- Finishing bottom in the group with a measly 2 points 02/03. Lens finished third with 8 points...
- Getting regularly beat by the top dogs like Real Madrid, Manchester United, Chelsea
- Getting trashed by the elite like AC Milan 4-1 or Barcelona 4-0
- Hitzfeld, one of our greatest managers ever, left due to burn out in 2004
- Captain Michael Ballack getting fed up with the team ended up leaving for free, similar to if Lampard in his pomp had left for free
- Finishing 4th in the Bundesliga in 06-07 thus missing out on UCL and playing the Uefa Cup (todays Europa League)
- Getting thrashed in the semi finals by Zenit with 4-0
- Living through a year of Klinsmann, our Moyes
- Never getting past QF for a decade
- UCL-final loss against Inter 2010. Heartbreak but perhaps the better team just won
- UCL-final loss against Chelsea at home 2012. Heartbreak, the better team definitely lost
So basically I started supporting the team as they entered their dark ages similar to what Liverpool, AC Milan or Manchester United went through (and Barcelona currently are going through, imagine starting to support them in 2016!)
Bonus: WC 14 when Germany (half of Bayerns XI) won beating an incredible Argentina team including prime Messi, Agüero, di Maria, Higuain, Mascherano, Lavezzi, Garay, Zabaleta. I believe Schweinsteiger must have made some kind of pact with the devil after the UCL-loss 2012 because after the UCL 13 and WC 14 his legs just went over night.