Roger Clemens joining the Yankees was a gut punch for Red Sox fans
Roger Clemens has seemed to go out of his way to piss off basically anyone he encountered over the years, but his defection to the Yankees was a brutal one. The Red Sox made multiple attempts to bring Clemens back to the Red Sox when he was set to hit free agency in 1996 despite the fact that he perennially showed up each season out of shape. Eventually, he would hit free agency and sign with the Blue Jays on a four year deal.
Clemens would win a pair of Cy Young awards in Toronto which was bad enough for Boston fans. However, he was then traded to the Yankees where he would win another Cy Young as well as a couple World Series rings and his legacy was settled in the minds of Red Sox fans. Clemens was a Hall of Fame talent and a force of nature during his career, but playing for the Yankees (along with allegations of using performance enhancing drugs) blew any goodwill he built up in Boston from the good years.
Jacoby Ellsbury defecting to the Yankees was brutal, but worked out for Boston
Jacoby Ellsbury's arrival in Boston was the culmination of a long journey in the organization. Boston drafted him back in 2005 and after he raked down in the minor leagues for two plus seasons, he got called up in 2007, Later that season, Jacoby' presence on the postseason roster was a big reason why the Red Sox were able to sweep the Rockies in the 2007 World Series. Ellsbury would become a staple in Boston's lineup for seven seasons.
While Ellsbury leaving in free agency was understandable given how much he was expected to command on the open market, his seven year, $153 million deal with the Yankees still resulted in a ton of outrage from the Red Sox faithful. As it turns out, things worked out in Boston's favor as a litany of injuries kept Ellsbury from playing during the back half of his deal. He ended up getting paid and the Yankees wasted a bunch of money. Sometimes things just work out.
The Babe Ruth Trade
This is very often mentioned as the worst trade in Red Sox history and with good reason. Babe Ruth was a burgeoning star in the game and when Boston sold his contract to the Yankees, it was the beginning of not only Ruth's rise to be considered the best hitter to ever play the game, but of the Curse of the Bambino as it would take Boston 86 years to finally win a World Series title again.
What is lost in all of that is that Ruth kind of forced his way out of Boston. He was demanding a big salary increase and had little use for off the field discipline and rules. The biggest factor was that Red Sox owner Harry Frazee needed the money from the sale, but Ruth played his part. Nevertheless, you won't see too many Red Sox fans celebrating the Babe's time in Boston all that much.