Smackdown Title Curse?
According to WWE.com, it is quite similar to the John Madden Jinx, where any cover athlete on the video game has gone down to a serious injury. They cite NFL stars such as Shaun Alexander, Garrison Hearst and Donovan McNabb. Each of the stars appeared on the cover for the popular John Madden video game, and each went down with injury.
All that said, is it a curse to hold the World Heavyweight Title on Smackdown? This title was brought over from the WCW which WWF/WWE purchased. So perhaps it's more a curse of Ted Turner and his World Championship Wrestling product than anything else.
Check out the WWE.com article "Curse of the champions?" here.