Just today, my sister saved me $108 because she urged me to try to get a refund on a non-refundable train ticket. It took me all of three minutes online, and the credit is already on my credit card.
Many of us make reservations and buy tickets and purchase things and then discover that our plans change. The WORST thing you can do is just let those prepaid items go to waste. (I've been guilty of this, probably you have been, too.) At the very least, call the issuer and ask what you can do. Some things you can sell online, like concert tickets. Heck, I've even walked up and down the street in Paris selling spare tickets to a Jimmy Buffet concert.
As my experience this morning shows, even non-refundable tickets often have some provision for refunds. I did have to pay a 10% charge to get the money refunded to my credit card, but the process itself was remarkably simple.
I can't promise that you'll always be able to get your money back, but you won't know if you don't try. Even if you think there aren't any options available, take ten minutes to hop online or make a phone call. You might be pleasantly surprised, and your wallet will thank you.