The War of 1812 without question. Washington DC was sacked and burned. President Madison fled the capital with the founding documents. The white house was totally burned.
There was actually a tornado that touched down in Washington DC during British occupation and destroyed as much property as British arson. Interestingly enough, however, it killed many British soldiers in their occupation of our nation's capital. It was (and still is) viewed by many as the hand of God.
Still though, the very medium and setting for our representative government was destroyed and occupied by a foreign power. That has since never happened.
Perhaps the alleged "Business Plot." Retired Marine Major General and two time Medal of Honor recipient Smedley Butler (author of War is a Racket!) and journalist Paul French testified at the House Special Committee on Un-American Activities that a group of powerful businessmen and industrialists had contacted them about a plan to launch a coup against President Franklin Roosevelt.
Butler was a widely admired war hero, and they thought he was the man they needed to rally and organize veterans into a movement akin to the Weimar-era Germany Freikorps. Once they had the muscle the plan was to either depose Roosevelt or turn him into their puppet, enacting fascistic reforms modeled after those of Mussolini's Italy.
French testified that MacGuire stated, “We need a fascist government in this country to save the Nation from the Communists who want to tear it down and wreck all that we have built in America. The only men who have patriotism to do it are the soldiers and Smedley Butler is the ideal leader. He could organize one million men over night."
Continuing, French stated that during the conversation MacGuire told him about his trip to Europe and of the studies that he had made of the Fascist, Nazi, and French movements and the parts that the veterans had played in them. ... French further testified that MacGuire considered the movement entirely and tremendously patriotic and that any number of people with big names would be willing to help finance it. French stated that during the course of the conversation, MacGuire continually discussed "the need of a man on a white horse" and quoted MacGuire as having said "We might go along with Roosevelt and then do with him "what Mussolini did with the King of Italy."
MacGuire, according to French, expressed the belief that half of the American Legion and the Veterans of Foreign Wars would follow General Butler if he would announce the plan that MacGuire had in mind.
Testimony of Paul Comly French - Page 21.
I said, "The idea of this great group of soldiers, then, is to sort of frighten him, is it?"
"No, no, no; not to frighten him. This is to sustain him when others assault him."
He said,"You know, the President is weak. He will come right along with us. He was born in this class. He was raised in this class, and he will come back. He will run true to form. In the end he will come around. But we have got to be prepared to sustain him when he does."
Testimony of Maj. Gen. S. D. Butler (Retired) - Page 4
Again, we have very few sources on the existence of the alleged plot beyond the HUAC hearings, let alone how far along the conspirators were in serious preparations, but if Butler & French's testimony was truthful the Business Plot would doubtless be one of the top candidates.
Sources
Investigation of Nazi Propaganda Activities and Investigation of Other Certain Propaganda Activites (PDF Warning)