I had a friend like that once. (notice the past tense?)
No matter what you were going through or had or felt like, she could top it. And if she couldn't top it, she had a cousin that could.
My husband and I used to play a game. We would deliberately invent things or make comments that would encourage this behavior. And the first person to get "well my cousin...." won!
We were friends through high school, and she had had a pregnancy scare at one point during our senior year. I went with her to planned parenthood to get a test, and it came back negative.
A year later, when I found out I was preggers, she started in with "well, remember when you went with me and it turned out I wasn't pregnant? Well, really I had been, but I miscarried."
Whatever. Life is too important to invent stories about and manipulate people with. That's pretty much about the time we moved and conveniently forgot to send her a forwarding address.
Call her on it. I hate these types of people.