We’ve lost a lot of probes in the attempt to explore Mars (though the Soviets and now Russians, have had even worse luck–have they ever had a successful Mars mission?). There even used to be grim jokes in Pasadena about the “Great Cosmic Ghoul” who ate Martian-bound robots.
But interestingly, once a mission is successful, it tends to be very successful–the rovers that landed a couple years ago were only designed (and expected to last) for three months, but they’re still going strong. Michelle Thaller has an article that explains why bad weather is good for Martian explorers.