The title pretty much spells it out. What are some moments when a player or team came back amazingly, but then they still lost–either because their opponent scored again at the last moment, or because they screwed up a final play.
One example is the 1978 World Chess Championship. First player to six wins won. Karpov was ahead 5-2 after 27 games when Korchnoi won three of the next four games (the other was drawn, of course). Then Karpov won the next game and Korchnoi’s comeback was for naught.
I can’t think of any other examples off the top of my head. Which can you think of?