The England team are going home without the trophy, and their fans are heading back from Germany too.
By Claire Heald
BBC News, Gelsenkirchen
Football's going home - fans prepare to leave after England's World Cup exit
How to cope with loss?
Psychologists say you first have to experience the emotion of loss to process it properly.
After more than 40 years of hurt, some may say England fans have certainly done that.
But those England fans who remain in Germany are certainly doing the hard yards.
On Saturday at the campsite in Gelsenkirchen, decorated with a scatter of St George's crosses, hopes were raised, hearts were packed with expectation, tents were pitched and sights were set on the semis.
But now the tumbleweed of loss is blowing through.
Some are still sleeping off the anti-climax. But many have upped sticks and poles and headed home empty-handed, like their team.
The Germans have commented on the phenomenon of how tens of thousands of England fans can arrive and disappear so quickly.
Now they have done it for the last time.
Walcott's 'summer holiday'
Of the printable responses to the question about how fans feel, gutted is the most prevalent answer.
Disappointed in their team's performance, anger at the coach, disbelief at the penalties and basic shock are also all being processed.
"It hasn't sunk in really. We've had a few beers but it's when we get back to home and reality that it will sink in," says David Jay, from Ipswich.
Sharing thoughts and feelings with those you can trust is also said to be key to dealing with a loss.
The beer glasses scattered across the campsite's grounds are evidence the footballing world was put to rights here over a drink on Saturday night.
The banter and analysis continues: why we came with few fixed strikers, Rooney's sending off, Walcott's "summer holiday".
"I feel robbed," says John McQue, from Hartlepool.
"We lost the game because we missed three penalties. But if we had a manager with half a brain, he might have realised that we need people to put the ball in the net."
After the pain of those penalties, it seems cruel to pile on more shock.
But news of David Beckham's resignation as England captain is met with a mixed response.
The feeling among fans is that, as the captain himself put it, it's time for a new era.
But there was disbelief at Beckham's reasons after his "completely undeserved mauling" by some commentators.
To beat the blues, it's important to put things in perspective.
And even fans at the heart of world football can bring themselves to say it's only a game.
An activity to lift the spirit can also help.
And, aside from drowning sorrows, fans have been practising their own skills.
"We played football - it did help," says Glenn Wilson, from Hartlepool.
"We played here with people from all over the country and it's really put a smile on my face."
On to 2008
Fans are also focussing on the bright side.
The English have brimmed with praise for their German hosts throughout this tournament.
The welcome, organisation and the way the Germans encouraged fans to join the party at outdoor viewing venues has won them over.
It has allowed 315,000 travelling supporters to come to Germany during the tournament and most have enjoyed a fantastic, and largely peaceful, time.
"We want them to win now, says Derek Bell, from Bradford. "They've really looked after us, the hospitality has been excellent."
At times like this, you might think people would have had enough of putting their heart and soul, holiday and wage packet into following England.
But as their chant puts it, the fans here say "I'm England till I die".
They are already looking to a new manager in Steve McClaren and a new captain, they hope, in John Terry.
You have to admire their ability to bounce back when they say they'll be at the next European championship and at South Africa 2010 - thanks to the success of this World Cup off the pitch, if not on it.
"Switzerland/Austria 2008. We'll be there", says John McQue. "And maybe we'll even take some forwards this time."