I'm going to pick on Pathfinder and D&D here, but this can be true of any game system. It's just very prevalent in these systems.
Specifically this is about monsters that are more or less immune to damage unless you use the right weapon. In Pathfinder and D&D it's called Damage Resistance (DR for short). The other day my rather low level party and I were fighting a Succubus which has a high DR except against Cold Iron. Being low level there was little chance of hurting it without these weapons. I'd also like to point out that this was a scenario approved by Paizo for Pathfinder Society.
So we got our collective butts kicked and we ran. Once outside we healed up, went to the nearest shop and bought a bunch of cold iron weapons, and came back the next day. She was still there, the monsters we slew to get to her were still dead, the traps still disabled. It was like a video game. Anyway, once we had the cold iron she lasted only two rounds.
That just seems silly. I feel like I need to have a variety of swords on a keychain just to go adventuring because if I don't have the right weapon, I'm useless. I'd need a standard weapon, silver weapon, cold iron weapon, and adamantine weapon to effectively adventure. My hero would need a golf bag full of swords.
This is, in my opinion, bad game design. I get that a monster might have weaknesses (as they do in mythology) but making them nigh immune to everything else forces unprepared players to be sidelined. Even if I could buy all the necessary weapons, I could never carry them all due to the encumbrance rules. I suppose that's why the bag of holding is so popular.
I see this happen sometimes with GMs in other systems that make their own home brewed monster. They want it to be a tough fight, so they make the monster immune to any attack except for the specific tactic they have in mind. Sometimes this works, such as "To kill the monster, you have to target a specific vulnerable area." - Tough but fair. My character is not rendered impotent, he just has to attack a hard to hit spot.
I guess what I am saying is that surviving the encounter shouldn't be based solely on my shopping list.
Edit: So I just played a Pathfinder Society Module that highlighted this problem enormously. It was full of Fey and we just happen to have several characters with cold-iron weapons. If we didn't have these weapons, the adventure would likely have killed the whole party. But because we did have these weapons, no creature lasted into the second round. As for my Cleric, my initiative was so poor I didn't get much chance to act. I burned maybe two channels the whole adventure for healing.