I ain't too proud to say I have ... twice.
First time was in 1992 when we lost to Duke in the NCAA regional final. Cried like a baby after getting over the shock.
I also shed a couple of tears when we lost to Arizona in the 1997 championship game.
There's more than a hint of instability when a fan cries over the loss of a basketball game. Now I'm assuming there was no large wager on the game.