Grigori Perelman rejected the Fields Medal and the Clay prize among other things for what he considered unjust decisions and lack of ethics and proper attribution to other mathematicians. I find it surprising that he hasn't been mentioned yet, given it involves another Clay prize (ironically another lack of attribution, I guess). There is a long tradition of mental problems among great mathematicians, but maybe this was not the case, or maybe in a Lovecraftian way the observation of deep truths has a terrible toll.
