He officially came in 2nd in the first Indianapolis 500 in 1911, but Ralph Mulford thought he'd won the race. Only after he took what he thought was a victory lap and pulled in next to the judges' stand did Mulford discover that Ray Harroun had been declared the winner.
It wasn't easy to keep score at early auto races and an argument can be made that Mulford should have been the winner. He certainly thought so.
Mulford went on to compete in every 500 through 1922, coming in 3rd in 1916. He still holds the dubious record for the slowest completion time -- 8 hours, 53 minutes -- in 1912 when he slowly coaxed his crippled car to the finish to make sure he got paid for the race.