The Battle of Arausio is one of those defeats - it was fought between the Cimbri and the Teutones against the Roman armies of the consul Gnaeus Mallius Maximus and the proconsul Quintus Servilius Caepio. The Romans were annihilated in a defeat worse than Cannae, and the losses considered so great that the anniversary of the battle - the 6th of October - was declared to be a 'black day' in the Roman calender.
Interestingly, although I have previously discussed how Cannae forced the Romans into changing the structure of command - the army would be led by one consul not both, to prevent confusion - the same mistake was repeated at Arausio. Caepio was in theory subordinate as proconsul, but seems to have ignored the orders of the consul, and this is one of many reasons that led to the defeat and heavy losses.
Granius Licinianus 33 [11-12]:
The consul Mallius was alarmed by this victory of the Cimbri, and sent a letter begging Caepio to join forces with him and confront the Gauls with a large combined army; but Caepio refused. Caepio crossed the Rhone and boasted to his soldiers that he would bring help to the frightened consul; but he did not even want to discuss with him  how to conduct the war, and he disdained to listen to the envoys whom the senate sent, asking the generals to co-operate and jointly to protect the state. The Cimbri sent envoys to arrange a peace and to ask for land and for corn to sow, but he dismissed them so brusquely that they attacked the next day. His camp was situated not far away from Mallius' camp, 10 but he could not be persuaded, though he was so close, to join together their armies.
The greater part of the army was destroyed ... ... [the battle was fought] on the day before the nones of October. Rutilius Rufus says that at least 70,000 regular troops and light-armed troops perished on this one day ....
The Periochae of Livy, 67:
After the defeat of his army, Marcus Aurelius Scaurus, a deputy of the consul, was captured by the Cimbrians and called to their council, where he deterred them from crossing the Alps and going to Italy, saying that the Romans were unconquerable. He was killed by a savage young man, Boiorix. Defeated by the same enemies, consul Gnaeus Manlius and proconsul Quintus Servilius Caepio were stripped of both their camps; according to Valerius Antias, 80,000 soldiers and 40,000 servants and camp followers were killed near Arausio. Caepio, who had caused the defeat by his rashness, was convicted; his possessions were confiscated (for the first time since king Tarquinius) and his powers abrogated.
The problems with the command structure are probably the main reason that Marius was repeatedly re-elected to the consulship year after year in such an unusual manner - the norm would have been for his command to have been extended as a proconsular one. He was however the leading general of his day - having defeated first the brigands in Spain, then Jugurtha in North Africa - and the Romans wanted to keep him in charge. Had he had to fight alongside a serving consul whilst holding the rank of proconsul, the consul would theoretically have been in charge and this might have led to problems.
So Marius' historic career and unprecedented run of consulships are all a direct result of the Battle of Arausio.
The Google satellite photo of Orange, ancient Arausio, can be found here.