Yes, I had trouble uninstalling AVG 2011. The Uninstaller program got broken, so I had to use a 3rd-party uninstaller app called Revo-Uninstaller to uninstall it.
In the past uninstalling Opera, Office 2007, MS SQL, Visual Studios, and other software was also difficult because of locked registry keys, and currupt uninstaller files.
I once had trouble removing Cabal Online game software from my computer, instead had to remove it by deleting the file folder that it was in, then uninstalling it from there.