I occasionally get pissed at a game (or alternatively, my computer if it's being a pain). I've never broken anything though, there is always that core of my mind that has control and refuses to potentially break anything because I'd just have to replace it). I occasionally have to do the same thing (fight, stage, etc) over and over again because I MUST GET IT DONE. Usually I do persevere, even if it takes a bloody hour or more of nonstop trying and failing. Very rarely do I ultimately give up in disgust. Basically, if I'm getting to the point I'm raging, I'm invested in the game enough that I don't want to just give up. Other games if I get to a point I'm getting annoyed, I usually just drop the game.
I rage the most when I feel the game is being cheap, or if something stupid is stopping me from progressing. My most recent mini-rage was with a Dragon's Dogma miniboss that kept knocking me down before I could execute a skill. Oh, and a little more recently it wasn't a rage so much as annoyance that a pissant boss kept flying off before I could kill it. I eventually solved the problem by spamming high Maelstrom (tornado of darkness) at it so it would keep getting knocked down if it made the mistake of trying to fly away.