It happens more times than it should. On americas cardroom.
MTT towards being ITM
I go ALL IN with KK
villian calls with JJ
xxx x then on river J and he wins and Im knocked out... now whats the odds?

Something like this will happen to you nearly every single tournament you play, except the ones you win. In those, you will probably do it to some other player. All the times you have KK and he has JJ and you win, you just go on to the next hand and don't think anything of it. The times that it eliminates you or cripples you, you think it is a travesty.

It is pretty much impossible to tell you the odds of it happening, because it isn't clear what you are asking about. Do you mean in 1 given hand, what is the probability you get dealt KK and someone else gets dealt JJ, and you get all-in and somehow on the river a J comes? Or what is the probability that something like this will happen (it could be QQ vs TT or other pairs). Or what is the probability this will happen to you some time within 100 hands; or how likely is it to happen to someone in the tournament.

This I can tell you - don't worry about it. I play in a weekly tournament on Global poker, and in the last dozen times, there have been at least 4 where I made a deep run and got all in with AA and lost. It sucks, but that is poker and there isn't really anything you can do about it.

Specifically losing with a larger pair all in vs a smaller pair happens about 20% of the time. This would include all cases, not just ones where the river was the specific card that gave villain the set. It is pretty easy to calculate the probability of a smaller pair hitting a set specifically on the river. Deck has 52 cards, you already see 8 of them, so 44 left. There are 2 cards that hit the set so the probability of losing is 2/44, or 1/22, just under 5%.

This sounds low, but consider how many times you have to survive such spots, it makes it quite likely that you will be on the bad end at least once in any particular tournament. Even if you are an 80/20 favorite every single time you are all in and at risk of busting, you still are likely to not win the tournament. I know this is simplistic, but in a 128 player tournament you must double your stack 7 times to get all the chips. So if we assume an average of seven all in spots over the course of the tournament, you would have a probability equal to
1 - (0.8)^7 = 0.791 or a 79.1% chance of busting out on at least one such hand.

BTW, bad beat stories are like opinions, which in turn are like buttholes — everyone has one and they all stink. There is a “Brags, bad beats, and variance” forum on two plus two for stories like this. You can vent all you want there, but you probably won’t get any sympathy from anyone who has played even a little bit of poker. We have all been there; it is part of the game.

Being able to have the proper mental makeup to shake off such bad beats is also part of the games, and that really is something you seem like you might want to work on. One thing I find that helps me personally is to try to remember my “good beats”, that is times where I was the one benefiting from an unlikely run out. As bad beats go, the one you posted is pretty tame. My favorite “good beat” that I like to remind myself of was a hand which was pretty standard to start with. I had AK, flop was 755. I cbet 4bb into an 8BB pot from my 15BB stack and villain shoved. Figured I was probably committed at this point, villain likely has some overpair, and that still gives me some equity so I call. Villain to my dismay flips over pocket sevens for the boat. Crap! I am done! Wait just a minute though - turn is a 5 (5557 board). Not great, but I have one out on the river - BAM!! River is the case 5 and I double up!

Now that is a bad beat odds were 2/45 x 1/44 =1/990 or just a bit over 0.1%

wow! Thanks I appreciate it, ya I gotta learn its part of the game.. On to the next..

Yeah, but that is one difference that separates good from bad players. We all know we SHOULD just put the bad beat behind us and just play good poker. It is frustrating though and it is not always that easy to actually do it. The really good players actually do not allow it to effect them. Bad players will allow it to put them on tilt and make them lose even more. Mediocre players (like me) will often recognize that they are getting frustrated and likely to start tilting unless they quit, so we often quit playing to calm ourselves down.