A few stories from my undergrad (some firsthand, some secondhand):
One of the standard experiments in the undergrad intro physics lab involved a pendulum. One professor would loosen the fasteners on the top before the lab began. When students got confusing results, he would ask them what could be the cause, and they would stand there scratching their heads as the bar to which the pendulum was attached went clanging back and forth.
During one professor’s time at grad school, a voltage probe was showing bizarre oscillations of tens of volts. After some investigation, it turned out that the “ground” ran down through a pipe into the local groundwater, and a long wire elsewhere in the system ran over the ground for a ways, and the whole thing formed a giant antenna. They were picking up radio waves.
No undergrad lab involving an oscilloscope would be complete without someone noticing mysterious oscillations in their circuit. Usually these turn out to be oscillations at 60 Hz—anywhere urban or indoors is flooded with 60 Hz waves from the power lines & outlets.
While calibrating a pH sensor, I noticed that the supposedly-deionized water was off from where it should be. Our lab manager thought it was the local air quality (we were in LA). Apparently there’s a fair bit of variance in the pH of DI water exposed to air depending on where you are.
Also, as a source of more of these stories, you might check out the classic experiments measuring various physical constants—gravitational constant, electron mass & charge, etc. Usually they involve a whole series of tricks to control for various error sources.