I generally only shout at games when they piss me off. I try not to get physical with them. I'm more likely to punch myself in the head or tear fistfuls of my hair out. lol. But when I was a teenager it was a different story... I vaguely remember a few times I actually squeezed the Playstation controller so hard that I was lucky it didn't break, and numerous times that I ripped a cartridge out of my Colecovision or Atari 2600 Adapter and threw it across the room. But my best friend at the time was way worse than me. He actually picked up his Nintendo one day and threw it out of his window (he lived on the first floor). It went crashing across the sidewalk and landed in the gutter, ruined. I couldn't believe it. A week later he'd bought a new one. There was also one time he came over to my place to play games with me and actually hit my NES a couple times with his fist because he was mad at the game he was playing, and I had to tell him to stop or I'd kick his ass.
Please tell your story if you have one, and be sure to include which game you were playing at the time if you remember (not just which console), what it was that got you so mad, what you broke and how you broke it. Because I'm bored, and enquiring minds wanna know.