I've had two tough ones where I swung to a loss on the final play of the game.
1) I lost on the final play on Monday night of week 1 in 2007, when Alex Smith, my starting QB (don't ask), kneeled down to lose a yard on the final play of the game.
2) I lost week 12 in 2002 when Steve McNair, my QB, couldn't score from the 1 on a QB sneak against the Ravens on the last play of the game. This one was particularly painful if you recall the circumstances of the game. The Ravens were ahead by 1 with time running out. A McNair pass resulted in a tackle at the Ravens' 1 yard line. With no timeouts and fewer than 10 seconds on the clock, the Titans raced up to the line for one more play. They snapped the ball and McNair dove into the end zone to score the apparent game-winning TD (both for the Titans and for my fantasy team). In fact, the live scoring app on SportsLine updated and showed that I had, indeed, won my game. However, the refs conferred and took the TD off the board. The reason? While hurrying to get back to the Ravens' side of the ball before the final snap, Peter Boulware touched the back of one of the Titans' lineman who had already set. That's an encroachment penalty, so the play was actually dead before it began, and the Titans didn't have the opportunity to decline. SportsLine wiped away my win. Tennessee ran one more play from inside the one -- another McNair sneak -- and it was stopped.