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"Shoulda Rolled" guy 

A person that gives unwanted and unsolicited advice while he watches others play a game he is highly proficient at.

Coined by Egoraptor of Game Grumps when playing Super Smash Bros, warning his viewers that he was only playing for fun, and that savvy players should avoid microscopic critique of his play in the comments section. It happened anyway.
Player 1: (Makes a common mistake)
"Shoulda Rolled" Guy: "You should've rolled."
Player 1: "Shut the fuck up and let me play."

Egoraptor: "He had this whole essay of advice and even offered to train me."
JonTron: "Wait, seriously!?"
Egoraptor: "Ugh, I just KNEW there was gonna be one of those people, a fucking 'Shoulda Rolled' guy."

woulda coulda shoulda 

Meaning: would have, could have, should have
A reply you give to a whinging person who is expressing regret for not having taken a particular course of action when the opportunity originally presented itself. They've suffered the consequences and they are possibly fishing for sympathy or simply beating themselves up about it.

It essentially means, "Too late for regrets, you can't change the past, get on with your life, learn from the experience, make better choices in future, stop doing a post mortem on your life."
Brian: If only I'd listened to my folks and hadn't dropped out of school, I could've been someone by now.
Cecil: Woulda coulda shoulda, Brian.
Short for "should have".
You shoulda done it.
shoulda by Fangsta March 17, 2003

burnt shoulda learnt 

when a person has gotten burned so many times they should have already seen it comin'.
Your girlfriend cheated on you but you take her back and then she does it again and you get mad about it. So she tells you, you got "burnt shoulda learnt".
burnt shoulda learnt by G Gonz August 5, 2007

Shoulda Stayed Down, Chack! 

A phrase used when someone does something stupid, or something goes wrong.
Person 1 trips over.

Person 2: "Shoulda Stayed Down, Chack!"

Shoulda Bag

Shoulda Bag refers to a top in homosexual intercourse. This comes from the semblance of the bottom participant wearing a shoulder bag. More specifically when the top has their arm wrapped around the bottoms shoulder like said style of bag.
Yeah, Tony was wearing Dean like a Shoulda Bag last night.
Shoulda Bag by Grindin’ Jo September 28, 2018