The Minnesota Vikings have played in 4 Super Bowls ( IV, VIII, IX, XI ) and have never held the lead in any of the four games.
The Minnesota Vikings.
John Elway of the Denver Broncos who played in 5 Super Bowls.
Don Shula of the Miami Dolphins was the first head coach to lead his team to three consecutive Super Bowls. The Dolphins lost Super Bowl VI, but prevailed in Super Bowls VII and VIII.
Tom Brady has led the New England Patriots to 5 super bowls. He has one 3 of them ( as of the 2011-2012 NFL season).
Marv Levy coached the Buffalo Bills in Super Bowls XXV, XXVI, XXVII, and XXVIII. The years were 1991-1994 (1990-1993 seasons).
Kurt Warner with the Rams and the Cardinals
Hank Stram lead the Kansas City Chiefs to two Super Bowls, winning one and losing one.