I have a couple of recent examples of companies being unwilling to take my money.
The first is Amazon. I was working on an app and thought amazon S3 would be perfect for blob storage. After going through the most annoying, buggy sign up experience possible I was informed that Amazon, the worlds largest online retailer, is unable to process a card with a CCV.
The solution: Rackspace Cloudfiles. Which was actually closer to what I was looking for anyway.
The next one was nDepend. I've wanted this for a while and used the trial at a number of places. I finally decided to cough up and buy a legit copy. The only thing standing in my way is there reluctance to accept gmail accounts. Sorry guys, web mail is ubiquitous and you better get used to it, until then I'll just go without.
Update: As you might have seen in the comments, nDepend has some very pro active support and have enabled purchases with gmail addresses. So, I'm now a proud owner. Fortunately the current project only has one major issue but there are some others where I know nDepend will help out a lot.