This, they were certain, was their World Cup to win. Through every comeback, to every last second, they never doubted that, somehow, they would emerge as champions.
But the resilience that had carried them so far and captivated their country disappeared when they needed it most. Shannon Boxx, Carli Lloyd and Tobin Heath all failed to convert penalty kicks, and Japan stunned the Americans 3-1 in a shootout after the U.S. twice blew a lead.
"There are really no words," Abby Wambach said. "We were so close."
Minutes, in fact.
Wambach, whose clutch play against Brazil and France was the reason the Americans were in the final, scored on another header in the 104th minute. But in the 117th, five minutes before extra time was to expire, Homare Sawa flicked in a corner kick to tie the game and send it to penalties. It was the fifth goal of the tournament for the 32-year-old, playing in her fifth World Cup.
The Americans had beaten Brazil on penalty kicks in a quarterfinal thriller, but they didn't have the same touch Sunday.
"It's hard to do two rounds of penalties," Wambach said. "The keeper, in a way, knows which way we're going to go."
Though the U.S. is the two-time defending Olympic champion, it has been 12 years since that watershed team in 1999 won the World Cup. This squad was certain it could turn it around.
It was not a smooth ride. There was an upset in regional qualifying by Mexico, a team that had not beaten its neighbors to the north in its first 25 tries, forcing the two-time champs to beat Italy in a playoff to get the very last spot in Germany. They dropped their first game of the year, to Sweden, and lost to England for the first time in 22 years -- so long ago Alex Morgan hadn't even been born yet.
They won their first two games in Germany easily -- despite squandering dozens of chances. Then they lost to Sweden, their first defeat in group play at the World Cup.
But they rallied with one of the most riveting finishes ever in a World Cup game -- men's or women's -- against Brazil in the quarterfinals. Down a player for almost an hour and on the verge of making their earliest exit ever from a major tournament, Wambach's magnificent, leaping header in the 122nd minute tied the game.
They scratched out another gritty win against France to earn a spot in the finals.
And now this.
"It's devastating," Megan Rapinoe said. "Just to get to the final and not win it is devastating."
Even when they went to penalty kicks, the Americans still never doubted themselves.
"This is sports. This is the way it goes," Wambach said. "Unfortunately, it didn't go our way tonight. All of us are devastated."
But the Americans lost this game as much as Japan won it. Their struggles to finish, a problem all year, cost them big.
"I don't blame anybody," Wambach said. "We had so many chances tonight."
The Americans finished the first half with a 12-5 shot advantage but had just one attempt on target. Lauren Cheney came up short three times, Wambach shook the crossbar and Rapinoe banged one off the near post. The Americans finally broke through in the second half, with Morgan scoring her second goal of the tournament in the 69th.
But with just nine minutes or so before they could claim the title, the Americans gifted Japan a goal. Rachel Buehler tied to clear the ball right in front of the goal and knocked it to Ali Krieger, who botched her clearance, too. The ball fell to Aya Miyama, who poked it in from five yards to tie it.
"There is such a little difference between success and not success," U.S. coach Pia Sundhage said. "Of course, it's disappointing."
And not just for the team.
Americans had rallied around this team like no other since '99, impressed by its grit and charmed by its spunk. Hollywood celebrities, fellow pro athletes and people who don't care about any sport, let alone soccer, adopted the players. Even President Barack Obama was a fan, taking to Twitter himself on Sunday morning to wish the team well.
"Sorry I can't be there to see you play, but I'll be cheering you on from here. Let's go. -- BO."
The Brazil match drew the third-highest ratings ever for a Women's World Cup game, and Wednesday's semifinal victory over France did almost as well -- despite being played in the middle of the workday back home. The Empire State Building was bathed in red, white and blue this weekend, along with Japan's colors -- red and white.
On Monday, those colors will shine again -- without the blue.
Blue, meanwhile, was how U.S. fans felt after the loss.
"Deep down inside, I really thought it was our destiny to win it," Lloyd said. "But maybe it was Japan's."