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.

The MSM speaks of the Mars jinx quite often, but Mars exploration missions only looked jinxed when one throws all the Soviet / Russian missions into the mix. They've launched 16 missions and only 2 or 3 have had just partial success, about 75% were complete failures. None of the Russian mission lasted more than a few days before failure, many never got past launch or Earth orbit. On the other hand the US has had a success rate of about 71% (10 of 14 missions successful).

Great Cosmic Ghoul my eye teeth! The Martians are shooting them down. To hide the wreckage they pick up the scrap, tie it to the back of a thoat and haul it underground.