But such was the case in the NHL these past two seasons, as the Detroit Red Wings and the Pittsburgh Penguins battled it out for Lord Stanley's Cup.
This season, Pittsburgh came through in a huge Game 7 when almost no one gave them a fighting chance to win it in Detroit. Last season, it was Detroit who hoisted the Cup after winning the 7-game series 4-2.
However, somehow there is a player who played for each team in the past two seasons and has yet to have his name etched on the Stanley Cup...his name?
Marian Hossa.
Yes, in perhaps a story that's more rare than the stat mentioned at the start of this post, Hossa played in the Finals in each of the last two seasons, but still has yet to win a championship.
How is this possible?
Well, after Hossa and the Penguins lost in the Finals in the 2007-08 season, he rejected a multi-year contract from Pittsburgh worth nearly $50 million and left to join the defending champs with a one-year deal.
In Hossa's mind, he thought he had a better chance to win a championship with Detroit, but when he got to the Finals, he wasn't much of a factor.
But how bad should we feel for him? After all, he did make his decision to join the Red Wings based on wanting a championship.
Anyone who believes in karma will tell you that it came back around to bite him in the end, but when you think about it, it's hard not to feel bad for a guy who has made it to the Finals in consecutive years and each time, had to watch in disappointment as the other team lifted the trophy.
And it's not like Hossa didn't do his part all season, he led the Red Wings in goals and points.
At first when I found out about the Penguins' Game 7 victory, I thought that Hossa had deserved to watch as his former team skated around with the Cup.
But now I sit here thinking about how hard it must be to give 100 percent all season and make it to the final stage and fall just short each time.
This season, he came to Detroit alone and had to get to know his new teammates.
After the result of this seasons' Stanley Cup Finals, he may have that same feeling of loneliness, as he wonders what could have been.