Obviously you can't blame 1 single point for losing an entire match (except maybe the final match point), but there are certainly sometimes points in matches that seem to be the final nail in the coffin.
The first that came to mind was Roddick's shanked backhand volley at the 09 Wimbledon final that would have given him a 2 sets to love lead over Federer. I personally hate Roddick, but even I had to sympathize with the guy here. He seemed destined to win Wimbledon that year.
The second, though it was a semi-final, was Federer's failed tweener against Marat in the 05 AO final. Such a great match that went downhill for Fed after this shot.
Any other particularly heartbreaking shots that seemed to cost a player a title?