In Thorzul's introduction to this blog bat around, he opines that fans in major markets haven't experienced humility, disappointment, and disgust. Then he posts a picture of bloodied New York Giant Y.A. Tittle. I may be too young to remember the Giants of his era and soul-crushers like the "Greatest Game Ever Played (Unless You're a Giants Fan)." I do remember more recent ones for the G-Men, most notably the 1997 Wild Card game where they blew a nine-point lead with less than two minutes left in the game.
Except for one year, 1994, the Rangers have been pretty brutal to their fans. Ditto the Islanders after 1983. And few teams personify losing like the Mets, Jets, and Knicks.
As a Yankee fan, I have been quite fortunate, although there have been plenty of down spots. The 2004 playoff collapse is an example, though there was an air of inevitability about that one. The three straight ALDS losses from 2005 to 2007 have been frustrating, and are the reason I don't expect much from them this year in the playoffs either - the Yankees have actually lost thirteen of their last sixteen postseason games.
I've always preferred to lose a blowout to a close game, especially blowing a lead. Nothing is worse than losing a postseason series on a walkoff hit, but that has happened twice in recent years to the Yankees.
The first was the heartbreaking 1995 ALDS, when the Yankees blew a 2-0 series lead and lost three straight in Seattle. This was the first time the Yankees made the playoffs in my memory and was pretty crushing. This is the only card I have from that series:
The second was the 2001 World Series. I threw the TV remote against the wall (it broke) after this guy's lucky blooper.