I had a risk for a software project that had to do with something I could not control. That was (really long delays on delivery of the hardware).
I work on a big company where IT has it's own budget and projects, and of course priorities. The tecnology area had to give us the stuff we needed to start with the Quality Control testing... and I knew they could very likely delay. And as I thought, they did. Even when this was talked with the IT area manager, he would do "whatever he could" but our project had other priority to him than what it had for us.
The problem was that the company works on such a way that on a given time the associated budget to my project would close and with it the whole project would go down. So time was a constraint. I tried talking with administration, but if I ask for extra time they need an estimated date to close the budget, and that had precedence on the raw IT material.
When the project was ongoing, every week, starting on the week before the expected delivey date, the IT area manager said "It will very likely be next week" and 5 months passed. On that time I also went to my boss to make the highly positioned guys on the company solve their issues and priorities, but they are also like "racing against each other to get most of their projects done the best way possible" and from software we have no leverage to exchange favors.
What ended happening was that the project went out of budget and we had to make another project, where the CIO of the (really big) company had to intercede.
What shoud I have done different? How can I save my project next time? and how should I otherwise be handling this risk?