Not sure if you mean structurally damaging, disturbing, or physically painful...
The most painful thing I had happen was several years ago on my wrestling team during practice I shattered my toe into 3 separate pieces, and 5 minutes later had to (and did) sprint 4 km while staying ahead of coach.
Needless to say, when I got back from practice my entire foot was red-purple and the toe was so dark it looked black.
Most disturbing was when I slammed a bare toe into a concrete curb, split the toenail into 4 pieces, and for reason I never understood, the blood didn't spray or pour, just exuded like soft serve from hell.
Structurally was one that wouldn't actually seem that bad. I jammed my right ring finger in a match and just blew it off, but when it didn't get better (and by better I mean swelling decreased, not less painful) I went to get it checked out and x-ray'd. Turned out, I popped a thin splinter of bone out of the side of the joint, which left a hollow gap in a part of the bone that is supposed to be really strong. Had I hit it again, the bone would likely have snapped off sideways, and I would have had a finger like an upside down L.