But what about the guys who come in a close second?

Tom Watson, above, on the final round of the British Open in Scotland last week.

There has been a slew of soul-crushing defeats in recent months, from Kenny Perry’s collapse at the Masters in April to Andy Roddick’s epic Wimbledon loss earlier this month to the latest: Tom Watson finishing second at the British Open on Sunday after missing a 10-foot par putt on the 18th hole that would have clinched it.

Earlier this month, Mr. Roddick narrowly lost the Wimbledon title to Roger Federer in the longest fifth set ever played in a Grand Slam final (16-14). Afterward he hung out in New York for a day and a half and had breakfast in his favorite diner, according to his agent. (Mr. Roddick said he didn’t want to talk about it.)
A Drive in the Country

Mr. Perry, who lost the Masters after holding a two-stroke lead with two holes remaining, got up at 5 a.m. a couple of days later and drove around rural Kentucky for three hours because he couldn’t sleep. “Lot of cattle,� he said at the time. “Lot of horses.�
Losses That Sting

A look at some of the most painful losses in pro sports history.

Mr. Watson, for his part, is getting right back on his horse: He is playing in the Senior British Open, which begins Thursday in Berkshire, England, and says he will play in the U.S. Senior Open next week. Despite getting little rest after losing the Open — “I asked him how he slept, and he said ‘Fitfully, for an hour,’� says his caddie, Neil Oxman — Mr. Watson says he never considered taking a week off. “There is still quite a vacuum in the stomach, but this, too, shall pass,� he said Tuesday. “Honestly, it’s not the most important thing in life.�

Rocco Mediate — who says Mr. Watson “has been and always will be my idol� — knows exactly what his hero is going through. Mr. Mediate, a 46-year-old golfer who has never won a major, lost the 2008 U.S. Open to Tiger Woods on the first sudden-death playoff hole, which followed an 18-hole playoff, which came after Mr. Woods’s 12-foot putt on the final regulation hole to tie.

Going into the tournament, which was held in San Diego, Mr. Mediate had a good feeling about his chances. “A buddy of mine owns a restaurant up in Manhattan Beach, so I told him I’m bringing the trophy home,� Mr. Mediate says. “He said, ‘We’ll have a party.’�

They had the party, just without the trophy. Mr. Mediate drove to the restaurant but he left the tiny medal he got for second place in the car.

“It still hurts sometimes,� Mr. Mediate says.

Disappointment isn’t limited to sports, of course. Al Gore famously grew a beard and gained weight after losing the 2000 presidential election, and singer Kanye West had a profanity-laced fit at the MTV Europe Music Awards in 2006 when he didn’t win the best-video award.

But in sports, especially individual games like tennis and golf, losses are far more intensely personal. In most team sports, the end of the season is almost always followed by a ritual get-together. Players trickle into their home arena or stadium to clean out their lockers; in the process, they run into teammates and coaches, chat amiably and say good-bye for the offseason. After a tough loss, this can be a cathartic event — not much different from a wake.

Top athletes in individual sports may have entourages of coaches and trainers — some of whom take losing as personally as they do — but without teammates, they have fewer people to discuss their loss with. Palm Beach, Fla., sports psychologist John F. Murray, who has worked with pro and amateur athletes in all sports, says he often winds up filling that role himself for clients. “I always tell people it’s OK to feel bad for a while, but don’t dwell on it,� Mr. Murray says. “Take a day.�

Aaron Krickstein needed three. For three days after his classic 1991 U.S. Open loss to Jimmy Connors, he didn’t sleep and “vegetated� at his Florida home. Mr. Connors, who turned 39 that day, overcame a 5-2 fifth-set deficit to win the nearly five-hour match before a manic, pro-Connors crowd. “I never felt that way after a match in my whole career,� says Mr. Krickstein. “I heard I gave an interview afterward, but I was just kind of numb. I don’t know how Tom’s dealing with it, because it’s never going to go away, and he’s probably never going to have a chance like that again.�
‘Life Goes On’

Not every defeated athlete slinks off in a daze. “Life goes on,� says Mitch Williams, the former Philadelphia Phillies closer who gave up Joe Carter’s clinching home run in the Blue Jays’ 1993 World Series victory. (The Phillies were two outs away from forcing a Game 7.) Mr. Williams said he went back to his hotel just as he would have after any other game. The only thing he did differently was fly straight home to Texas from Toronto, which he says he did to shield his wife from the criticism to come. “She didn’t sign on for all of that stuff,� he says.

Maybe it’s just the benefit of hindsight. Or maybe professional athletes are just a different breed of bird. But Mr. Williams says he’s pretty sure Mr. Watson will be fine. “I’m sure Tom will just stick a tee in the ground and go play,� he says.

Murray posted frequent tweets on the website at Twitter.com and at one point declared that if the match went another 30 minutes it would be the best ever. Well it did … and the declaration came well before 1 PM New York time … this was the best.

“This will be a match we will watch forever, said Murray, and the pressure play will be studied carefully and help help raise the mental performance of competitors in all sports.”