Sure :
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My worst/best personal one : had a Huion Graphic Tablet that would just refuse to work on my windows 10 pc, either with the drivers given to me on a small disk, or with the ones on the site, had to contact the company for help (eventually they did)...thought it would be a nightmare on linux..couldn't be more wrong, it worked straight freaking up, even had the luxury to install Huion drivers that actually worked..or just a bunch of non Huion stuff to calibrate the thing if I needed to..although none of it was necessary..like how ??
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More recently I got a Switch Pro Controller knockoff, thought I had to install some packages to make it work on Linux but no, worked out of the box wirelessly and plugged in, when I wanted to play with a friend who uses windows, had no choice but to plug it in with an awfully small cable (the only one my friend had at their house, didn't bring mine), bluetooth refused to work whatever we tried..
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Some years back I helped a friend to buy a decent microphone (don't remember the brand)..only to have them call me the next day because windows didn't detect it..the mic was your usual usb plug and play thing..spent an hour on the phone playing customer support. When I went at their house later, I plugged it to Linux for the fun of it and it just worked..
On the more usual stuff there is the great classic of printers not working, that must be the thing people asked me for help the most, didn't try Linux on most of them, but some (friends, family) I had to and never had an issue...and the comical thing is, for our printer at home I had to install some drivers through the AUR to make it work and even with that it's just awful (making it work on windows is even worse but it works a little bit better). I also got called for webcam issues, keyboard issues, usb, drives... That's the device part.
Regarding hardware, it will be hard to be specific because I helped a lot of people with pc stuff over the years, it something I do on my spare time. What I can say is, each time I am called for something big like a pc (mostly old laptops) not working/dead, or some drives dying, or refurbishing some antiquities or part of them, I always bring my Linux laptop and a bootable usb stick with a bunch of distros on it, because I know it'll be more usefull than using windows. I remember the nightmare of trying to reinstall windows on some laptops (that had windows, that are still within what should be compatible)..to no avail. Trying to get files on a dying disk to no avail, etc, etc. The only time I ever truly needed windows for this kind of stuff was to unlock an Iphone using Itunes.
Tbh it's just dead easy to give examples because with windows, manufacturers or whoever have to make their product work on the OS, and the drivers are not always up to date, so old they aren't supported anymore, or can just be a pain to get or configure..while on Linux it can be a community effort, and a lot of stuff is already within the distro you installed so you often don't have to do much. I am sure people can have the opposite experience though and I know some stuff just doesn't work on Linux, but really my point is : a lot doesn't necessarily work on windows either.
Not what you asked but on an OS level, I could also mention people encrypting their pc by accident with bitlocker, windows breaking stuff, update issues, partition issues, and so on... when you spend time on other people issues you really start to notice how much of a mess it can be, far more than people seem to think.
This one is more a case of «it didn't work on windows for a reason but worked on Linux for no reason» : More than a decade ago, I got my first Graphic Tablet (yeah another one), it was from a dead brand, their drivers were still online but not supported anymore. But the tablet still worked out of the box on windows 8, only... windows wasn't able to detect pressure so it looked like I was drawing with a mouse, Linux didn't have such issue. At that same period my laptop (wich was the first that I owned) turned half dead after an update, wasn't as tech savy as now but at the time all that I knew was that the disk had some issue that I could not fix..windows would not work on it anymore and that's how I tried daily driving Linux for the second time, I lasted with this half dead pc under kubuntu until windows 10 came out (mostly because by then I got my first desktop and proton wasn't a thing for games).