Supernova 1987A in the Large Magellanic Cloud observed on submillimeter wavelengths the first time:

It is estimated that a star explodes as a supernova 1-2 times per century in our own Milky Way, yet the last time that was observed was in 1604. A supernova was missed in the 1660s - it should have been seen from Earth and we can now observe it's remains and calculate when it exploded - and although dust and gas clouds must have hidden several supernovas from us in the last few centuries, the lack of any observations of them altogether is still a bit baffling.