Not as bad as when we were beaten at home in the FA Cup by Coventry in 1982. I assumed, as a kid, that the beaten finalists from the year before would automatically get back to the final to win. I remember sitting in my bedroom, almost in tears, trying to work out how many days it was until the third round the next year!
Then the FA cup again, years later, when we lost to West Ham at home in the quarters on a Monday night. Much older but obviously not wiser, I fell into the "it's our year" trap again. I couldn't talk about that loss for weeks.
There are times when I'm glad I'm older and have 30 odd years of shite experiences to fall back on!!! I still woke up this morning and the first words out of my mouth were "for fucks sake" but I'm OK now.