Either because you turned the TV off or left the stadium/arena...
Being from Boston...the two most recent ones were the 2008 ALCS Game 6 between the Sox and the Rays. I think the Sox were down something like 5 runs in the 7th (or was it 7 runs in the 5th), and I left the bar where I was watching it because I was so damn frustrated with those "scrappy" Rays - and that game would have eliminated us.
I also turned off the TV before the Celtics came back from 21 down in the 4th quarter vs. the Nets in the 2001 NBA Playoffs.
I'm happy to say that those are the only two times I've done that to my Boston teams!