The Bears loss to the Niners in 88 ranks up there for me since they were only 1 game away from the SB. I still hate the Niners.
Also the Sox loss to the Orioles in 83 in the AlCS was my first tough loss.
As I've gotten older I find myself not caring like I did when I was young. The Bears loss to the Colts in SB XLI was disappointing, just not that big of a deal for some reason. I think it has to do with the ridiculous salaries and outrageous ticket prices that make it hard to go to games.
I'm with BBM completely on this.