I've never been mad that I was AT a game, but the 2001 BYU game was infuriating. I'll also put the 2006 Egg Bowl on the list, I was so mad after that game.
The 2001 BYU game is up there for me too. Also, the 1999 game in Tuscaloosa and the 2017 egg bowl were games I was mad at the refs and/or opposing players and fans.
I also got really mad at the 2015 Alabama game. Dak and the offense couldn't do anything that day, but our defense played their guts out... Problem was they gave up three huge plays plus one punt return TD. Other than those four plays, we held Alabama in check, yet you look at the score board and it's a 31-6 blowout. I felt in that moment that we had no hope of competing with them ever. During that last Derek Henry TD run I slammed my stadium chair into the bleachers and sprinted out of the stadium. Full on temper tantrum. The people that sit around me, we all had a good laugh at the next home game.
A lot of the other games mentioned in this thread made me very very sad as opposed to mad. 2000 Arkansas, 2009 LSU, Maine, 3-2, most of Croom, the last two years of Jackie, 2014 Alabama, etc. Those were more dejecting than they were angering for me.