2009 French and 2009 Wimbledon- knee injury cost him both slams.
2006 Australian Open- Federer was in subpar form, the worst he ever played to win any of his 17 slams IMO, and all Nadal's nemisis went out in early rounds. Nadal would have probably won had he been able to play.
2007 Wimbledon- Blew this one, really should have won. Tons of wasted break opportunities, even excluding the ones Federer saved with winning serves.
2012 Australian Open- Should have won this one, only his mental block with Djokovic cost him the match in the end.
That would actually have given him 16 slams and left Federer with only 13. Oh well.