I'll come up with those few I can remember right now.
In '07, one night me and my friend were really high and went down to the food stall to get some grubs. The food stall was flooded of course (as everything that year), so you had to go through knee deep water to get to the stall. We ate our sandwiches, and then wanted to go back to the camp. While going through the water, we stumbled upon this cement block and climbed up upon it. Stood there a while, lit another joint, and had a great laugh of the idea of finishing the spliff on our newly claimed island. So that's what we did. Suddenly, this random fella comes striding by through the water, whining about how shitty the weather, the water, the mud is, ect. So I take the joint, point it towards him while I ask, "Want the world's best pit stop, man?". He was simply ecstatic, ranting how we saved his life and night and whatever, that we were his personal gods, sucked a third of the spliff and gave it back, then went down to get some food.
Not really that big a WTF moment, but it was fun at the time and we felt very good about ourselves.
In '10, I remember sitting in our camp one beautiful morning, just about to read the day's Roskilde newspaper. I was sitting there thinking, "Man, it would be fun if the today's Orange Dictionary Word would be ours." And then I open the first page, and see there on orange background, "Remæste"! This was pretty surreal for me, and the whole camp, as it is a word we created randomly back at '06 for any garbage under a pavillion. Best thing was that it wasn't any of us who had submitted it on the net, so the word surely must have spread.
Another one from '10, I remember having gotten laid twice on one night and was in a hectic, ecstatic mood, dancing around with my friends until morning. I remember dancing with this dude in a pikachu costume, thinking "WTF." Didn't think more about him 'till I read about him in the newspaper, where he was featured in this gonzo article that was hillarious. Then a couple of days later, I sit at the 'entrance' to our camp, chilling, when the pikachu fella (I think he was called Jon) is standing there. We bid him welcome and he sits down and chills with us, chit chatting about his study in Japan and such. Takes a hit on our bong and such, hah. That really showed me how small a world we live in, and how small a festival Roskilde can be, even though its so big and filled with all kinds of fucked up people.
Not really the most screwed experiences I've had, but they're the ones that are most clear in my memory right now.