Completed every damn thing in F-Zero GX. Beating the mission where you had to outrun a self destruct timer was probably my proudest achievement there.
I played a 1v1v1 Starcraft game with my friend and a rando, but we secretly allied to beat the guy because we were assholes. He figured it out early on and whipped us entirely. It was pretty amazing, if not exactly a proud moment.
Mario Kart Double Dash had a final GP mode where you had to go through every single course in the game in a row. I was on the last course and pretty solidly in first place overall. I did the math and determined that I would win if I got any place except for last. I had not gotten last in any race up to that point, so figured it was pretty solid. Three blue shells later, I got last and second overall.
That’s not the proud moment. The proud moment was (and continues to be) that I turned off the game and have never played it again.
I honestly think losing is better than winning.