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In an RP, if it's under construction, you want to reserve a spot, right? You ask, then later, you look again, and the spot's taken. What would you do?
I would suppose it depends on what type of RP it is (text based, table top, play-by-email, forum based, turn based, etc). It also depends on whether or not you actually reserved a spot or only considered doing so. If, for instance, a game has a player cap and you had reserved your spot but it's since been filled by someone else, I would first politely approach the game master and ask why you were not considered first.
With these, it's important to read all the OOC stuff and the fine print. It may be that only certain characters are being accepted and what you submitted doesn't fit. It could be that the game master reserved one of the spots for a co-GM or for a person playing a special character. It could be simple nepotism or a dislike of you as a person.
If none of those situations apply, then check the general rules for role play in whatever medium you intend to play. If reserving spots by the GM is not allowed or falls into a grey area of the rules and you're on a site, contact a site moderator or the specific moderator of that area. Tell them the situation without whining and then ask for clarification or a determination of whether or not rules have been broken.
You really don't want to force yourself into an RP where for whatever reason you've been excluded. The other players are likely going to ignore you and everyone else's fun will be reduced by the tension between the GM and the player.
If, however, you simply didn't reserve your spot in time or were unlucky with your posting (sometimes this happens within a matter of seconds) it never hurts to contact the person running the RP or the GM and ask if they would be willing to consider another player.
Whether or not I personally, as a GM or facilitator, do so depends on several factors: the complexity of the RP, the type of plot being run, how the person approaches me and how the the person treats others in general, the coherency and literacy of the submission, the originality of the character proposed, and whether or not I can use such a character.