There are many, but I'll just mention one. And frankly, I'm surprised it hasn't been mentioned earlier.
Super bowl vs. the San Francisco 49'ers.
I had no idea at the time how important that loss would be for me. I desperately wanted Dan Marino to win a Super Bowl and validate his GOAT career performance for the "nothing but Super Bowl rings matter" crowd. At the time, I expected to be back to the Super Bowl. At the time I was downtrodden but hopeful. At the time I didn't fully comprehend how great Dan Marino really was (I was just a kid). That sting never went away. In fact, over time it stung more and more. Perhaps it is fading some now because I'm just happy some people remember the great performances of Dan Marino, as time moves on pushing all of it, my memories and the sting of that loss, out of the public interest.
The Undefeated team will live in infamy forever as everyone and their brother jealously covets what they accomplished and indirectly praises them by attempting to argue that it somehow meant less than today. But, jealously, they all still covet what only the Undefeated team has.
Personally, I wanted Marino to have a Super Bowl ring. And that is the one that really stings.
If you want a 2nd game, it would be our AFC playoff loss to the Patriots in 1985. We beat the Bears and were the only team to do it. We did it because Marino processed information so quickly, had such great vision, and our WR's had such great quickness that even those overload schemes of Ryan couldn't stop our offensive juggernaut. We created a blueprint for other teams to follow, and in 1986, those Bears teams were beatable. They were beatable because they took what Dan Marino and Don Shula did and used that game plan. But, in 1985, the Dolphins lost to the friggin' New England Patriots, who weren't really that good. Had we won that game I suspect we would have beaten the Bears again in the Super Bowl, and Dan Marino would have had his ring.