"Little Big League
". The Minnesota Twins, led by their 12-year-old manager, lose the final game of the season to Ken Griffey and the Mariners, and are eliminated from the playoffs.
On a somewhat lesser note, The Fan ends with Robert DeNiro getting shot by cops just in front of the pitcher's mound. I would say that Tin Cup counts as well, as Kevin Costner loses the U.S. Open to his arch rival. Doesn't Any Given Sunday end its sports action with a victory, but later reveal that the Sharks lost the next game? I'm not sure.
The point is taken, though. Anyone who's seen Victory knows exactly what Fondue's talking about.