“We may not always win the game, but we always win the party” is a popular saying, used by both a team’s fans and even the players. Though a favored team might lose, the fans are determined to have an enjoyable time at the game (or watching the game).
 
“We may have lost the game, but we are going to win the party” has been cited in print since at least 1968, when it described the Texas-Oklahoma college football rivalry. Rugby has used the expression since at least 1978. College football at the University of Mississippi has prided in “winning the party” in the 2000s.
 
   
Sports Illustrated
October 21, 1968
Scorecard
The expression “We may have lost the game, but we are going to win the party” conveys a venerable sporting sentiment, but the annual commemoration of the Texas-Oklahoma game in Dallas has gone beyond that.
 
23 December 1975, Charleston (WV) Daily Mail, “Mountaineers at Peach Bowl: 15,000 Fans To Invade Atlanta” by Robert Kelly, pg. 12B, col. 1:
The Mountaineers may lose the game, but their fans will win the party.
 
22 May 1978, Omaha (NE) World-Herald, “Rugby Attracts a Rugged Minority” by Chris Thomas, pg. 13, col. 4:
“When you say rugby, you talk about the game and the party afterward at the same time. We try as hard to win the party as we try to win the game.”
(Omaha Rugby Club member Bill Oertel—ed.)
 
Google Books
Everyday Life Philosophers:
Modernity, Morality and Autobiography in Norway
By Marianne Gullestad
Oslo; Stockholm: Scandinavian Univ. Press
1996
Pg. 111:
Football matches and parties were organized: “Expressions such as ‘to lose the game but win the party’ truly had their roots in reality”
   
Google Groups: alt.drunken.bastards
Newsgroups: alt.drunken.bastards
From: .(JavaScript must be enabled to view this email address) (Allie)
Date: 1996/05/10
Subject: new female db
 
i play women’s rugby which is an amazing sport. if you don’t win the game, the team that looses has to win the party by drinking the most.
   
Google Groups: rec.sport.football.college
Newsgroups: rec.sport.football.college
From: .(JavaScript must be enabled to view this email address) (Fran Deisinger)
Date: 1996/09/23
Subject: Re: Bye, bye Nebraska and Coalition… Hello Rose Bowl.
 
Where does this calm, rational perspective come from, you ask?  From a Wisconsin fan who learned in the lean years (and oh yes, there were many) that you could lose the game but still win the party!
 
Google Books
November 2008, Best Life, “Game Face: How a Fox News anchor beats the stress with his alma mater at the University of Mississippi” by Shepard Smith, pg. 80, col. 1:
Ole Miss may not always win the game, but we always win the party.
   
Google Books
The Deen Bros. Get Fired Up:
Grilling, Tailgating, Picnicking, and More
By Jamie Deen, Bobby Deen and Melissa Clark
New York, NY: Ballantine Books
2011
Pg. ?:
We have the most fun living by the tailgater’s creed: We may not win the game, but we always win the party.
 
New York (NY) Times
Of Parties, Prose and Football
By DWIGHT GARNER
Published: October 14, 2011
(...)
Never mind that the Ole Miss Rebels are in the middle of another hapless, hurts-to-watch losing season and haven’t won a Southeastern Conference title since the year the Beatles released their first LP. On home-game weekends the free-floating festivity — a kind of refined, khaki-wearing Mardi Gras — lasts for days. An old saying here goes, “Ole Miss may not win the game, but we will always win the party.”
   
Fox Sports South
Spring lookahead: Ole Miss Rebels
BY Steve Eubanks
February 27, 2013, 7:48pm
(...)
As usual, no matter how spring practice goes, the Rebels will win the party.