Please excuse the caps, but I feel like some people keep missing the point.
Land on a couple snakes? You may not win, BUT YOU ARE STILL PLAYING.
Sent backwards in Candyland? You may not win, BUT YOU ARE STILL PLAYING.
Lost some Catan resources? You may not win, BUT YOU ARE STILL PLAYING.
You died in Diablo HC? You have to press a few buttons to make a new character, BUT YOU ARE STILL PLAYING.
The only example that comes close is repeatedly being sent to Jail in Monopoly, and in my anecdotal experience, even when I was sent to jail four times in an hour it was still for less than 10 minutes each.