I've won a few matches in 3 where I've been drubbed in the first set... I often take a while to warm up. Best comeback though was probably a match where I was down 1-5 in both sets but won the match 7-5 7-5. My opponent just about cried.
Twice I've lost a match when I've been up a set and a double break. You just have to shrug at that stuff.