I found this in StackOverflow question, titled "Any stories where trying to apply Scrum went wrong?"
Another great answer was a link to "Scrummerfall: World's Worst Software Development Methodology."
What's interesting to me is that (1) Scrum works -- or you'd have more horror stories -- and (2) people do it wrong all the time.
Most of the Scrum-Done-Badly smells amount to management-as-usual. Rather than empower the developers, managers insist on long, stupid status meetings the purpose of which is to inform management. Rather than trust the developers to get things done, managers insist on detailed plans of little value to the developers.