Fact

[J s p]

Arse are the first team to lose all 3 euro finals

 

[Mobius]

wowthx

 

[JingleBells]

Um.

Fiorentina lost the UEFA Cup final in 1990, the European Cup final in 1957 and the Cup Winners Cup Final in 1962
Hamburger SV lost the UEFA Cup final in 1982, the European Cup final in 1980 and the Cup Winners Cup Final in 1968

If you treat the Fairs cup as the UEFA Cup, then Leeds can be added to that list too, there are probably others.