Sure! I've lost a few times. Try loading one of the good mods that make the game harder (medmod, xl mod, bkb super mod) and play as the HRE. In particular, if you can win as the HRE in Medmod v.3.14 in Early or High you are doing really well. I have also lost as the Turks in High in Medmod when the Horde, the Byz, and the Burgundians all took offense to my existence. In VI I have lost as both the Picts and the Scots when the Vikings decided to pick on me long enough that the Saxons took over the rest of the world before I could gain much size.