Loaded d20

I call this "The Legendary Die of HMBAWT" (pronounced "Hmmbot" - acronym for "Hold my beer and watch this").

It's for those occasions when your players attempt to do something patently insane. You could just say they fail without a roll or you could have them roll the HMBAWT. It is all 1's except for the critical 20. It is also fairly heavily weighted against rolling that 20.

It isn't impossible to succeed, but it will make your players think hard before attempting really stupid things.