My favorite board game is Fantasy Flight's Arkham Horror. It's based on HP Lovecraft's Cthulhu mythos, and you run around the board with the other players ("Investigators") trying to seal gates and prevent some sort of Ancient One (like Cthulhu, or Yog-Sothoth, or whoever) from spilling into Arkham and ending the world.
Usually, you lose. Seriously. More than half the time, you lose.
I'm not the only nerd who loves this game. Someone even nerdier than me made a program called Strange Eons to make your own pieces and cards for Arkham Horror. So yes, I used it. Yes, I made super-nerdy Investigators to use...like Captain Picard. And Optimus Prime.
And yes, I still lose more than half the time, but oh well.
Today marks the culmination of a year's worth of Arkham Horror League games I've been playing with my friends. I've no doubt we'll lose again. It's Arkham Horror, after all. But losing can be just as fun as winning if you're doing it with friends.
At least, until you lose all your Sanity, get Lost in Time and Space, and then Devoured by the Ancient One. Which will probably happen.