So do I! Sometimes I look in the mirror when I'm at the gym and I see myself, covered in sweat, huffing and puffing from the effort and I think I've done well. Then when I think back to individual exercises I realise that I could've tried for another rep or two.
I keep a journal and write the number of reps I did and why I failed as I finish them. Then when I look back I can see which ones I gave up on and which ones I truly failed on.