Three times a last-second field goal won a Super Bowl, and only in Super Bowl 36 (New England Patriots 20, St. Louis Rams 17) was it actually the final play.
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The first two Super Bowls won by the Patriots were won on a last-second field goal, but the game was tied, so the game was not truly decided. Super Bowl XLVI, however, was decided on the final play. Tom Brady threw a 60 yard hail mary pass to the endzone that would have won the Super Bowl, but it came off the reciever's fingertips, sealing the victory for the Giants.
Super Bowl XXXIV was decided on a play known as "One Yard Short", where, in the final seconds, Rams player Mike Jones tackled Kevin Dyson just one yard short of a game-tying touchdown. Though it would have only tied the game, a two-point conversion would have won (or lost) it for the Titans.
Super Bowl X ended on a throw to the endzone that would have scored the game-tying touchdown, but was intercepted. Like the previous two examples, this *was* the final play. Glen Edwards famously ran downfield with the ball in his hands as time expired, with the possibility that a fumble could be recovered and scored for a touchdown for the other team. Instead, he fell as he was running, ending the game.
Super Bowl XXV's "Wide Right" missed field goal was not a true final play; there were still four seconds left on the clock, meaning that a kneel-down was required. The kneel down wasn't done until after media rushed the field, creating a memorable image of the teams in formation surrounded by a mass of people already on the field.