Never say die!

The shortest decisive master game that wasn't a forfeit or protest is Z. Đorđević–M. Kovačević, Bela Crkva Open 1984, which went 1.d4 Nf6 2.Bg5 c6!? 3.e3?? Qa5+! (winning a bishop) and White resigned. In the 28 years since then, a number of other players have fallen into this trap. ChessBase's Mega Database 2013 shows 12 complete games with this line. Surprisingly, Black scored only 83.3%! He actually managed to lose the following game, letting his queen be trapped with 15...f6?? instead of saving it with 15...Qf6!

The moral of the story: "won games" don't win themselves! When you get a winning position, play accurately and finish your opponent off. By the same token, if you have a losing position, don't give up. Keep the position complicated and set your opponent as many problems as possible. My Wikipedia article on swindles has some inspiring examples of saves from seemingly hopeless positions.