There are many ways of taking a loss. Alice, for example, will admit defeat and might even compliment the one who bested them. Bob, however... won't.
The Sore Loser is a character who takes defeat very ungraciously, no matter what kind of defeat it was. Unlike his graceful counterpart, Bob will get very snippy and bad-tempered, insult his opponent, accuse him of cheating, rant about his "superior skills" and, in some extreme cases, even try to physically assault his rival or kill him (although sometimes they end up humiliated even further). Depending on the setting, he could do things like Flipping the Table, throw away the cards he was using, angrily swipe all the remaining pieces from the chessboard, and so on. If given some sort of a prize, they're likely to refuse it. In a fighting series, Bob will usually lose his calm behavior, resort to cheap tricks in order to win, adopt a more ruthless and brutal strategy, or unleash a Dangerous Forbidden Technique just to have a chance. Storming off in a huff is also an alternative. Taken to a more stigmatizing level, this can be a truth or dare situation where Bob is the daree and has agreed to do something humiliating or risky, only to try to back out at the last second, which will usually result in him being called this and/or a chicken. When villains go through a similar "game" where they try to play God, but can't do so for whatever reason at the expense of their advantage over the heroes (not being magnificent enough, having a Magically-Binding Contract, etc), they'll often act in two-defaults as a Dirty Coward, shamelessly grovelling for their lives while simultaneously refusing to admit actual defeat.
Of course, if Bob's opponent Carol engages in Unsportsmanlike Gloating, she's basically giving Bob free license to react however he likes. The winner's reaction is a good way of telling who the sympathetic character is supposed to be in this exchange. That being said, the character engaging in Unsportsmanlike Gloating is often also the Sore Loser, ungracious in both victory and defeat.
This trope is often the launching pad for Villainous Breakdown, attempted "The Reason You Suck" Speech, and, in some extreme cases, One-Winged Angel. If I Can't Have You… could be considered the romantic version of this trope. A person nervous about possible harm from winning against this type of person may decide to Let the Bully Win.
A Sister Trope to Second Place Is for Losers (and usually overlaps unless it's not the loser that thinks this), Rejecting the Consolation Prize (if the loser does win a prize, but they consider it unworthy/underwhelming) and Unsportsmanlike Gloating (being a sore winner).
Compare Rage Quit, Defiant to the End, Taking You with Me, Never My Fault, Post-Game Retaliation. Contrast Graceful Loser, Touché. If you were looking for a loser who frequently feels sore physically that's The Chew Toy.
Due to how prevalent this trope is in real life, No Real Life Examples, Please!