Don't think I've ever played a game that long that was actually close for so long.http://warlight.net/MultiPlayer?GameID=6471548
That game was long and played yesterday, but I lost the game by turn 4 by failing two vital 3v2's vs. anyone good. I just refused to surrender vs. someone with a 15% 1v1 winrate whether my position was lost or not since I was sure they'd screw up and hang themselves sooner or later so long as I dragged my feet and made a long game out of it.
I then made matters worse by not realizing he was in Africa until Asia was found to be empty, this is why I went for Caucasus instead of Australia, though Caucasus was probably safer anyway due to the high probability of him breaking AA and smashing straight through to Aus.
By the time I finally realized where he had to be and took the initiative he had a 17-14 income lead and a 60-34 army lead, but over the next 10 turns I slowly whittled both of those leads down.
I think this is far more common for really long games though - someone loses early and then comes back to win in a long game as opposed to a game actually being close for 25+ turns. (I'm not counting games that are over turn 5 and continue till someone is eliminated turn 25, those are more common certainly, but also totally uninteresting.)