Waiting for the third shoe to drop: I frequently spot people tend to do that about deaths of famous people, eg Jimi Hendrix, Janis Joplin, and whoever you wish out of the two (or three (!)) others in the popular music field who died in the summer of 1970. Conversely, I admit I find myself amused by the conflict between "bad luck comes in threes" and "the third one turns the trick".

.... I wish I could track down the original for:

It's like being in the Interstellar Hilton in Marsport, waiting for the being in the room above to drop the Nth shoe, and you don't even know what N is.

PS: Bonus aphorism: Two's coincidence; three's a trend.