In recent years the ones that spring to mind are Wigan 2013, Wigan 2014, Wigan 2018, Liverpool 2018, Spurs 2019, Chelsea 2021. Historically Spurs 1981, Luton 1983.
Unusual for league defeats to be so depressing unless it leads directly to a relegation like the Luton game or thinking we're going to miss out on a title like Sunderland and Arsenal in 2012.
Different to rank them but this one is up there with the Spurs game due to the main disappointment being right at the end of the game when we thought we were going to win.