I almost lost it in GnK once. I didn't build walls and castle for some strange reason, and Russia was my neighbor. In GnK Russia spammed cities like crazy, so it didn't take long before she dropped dozen of cities around my three cities. Then she swarmed with huge number of knights, xbos and catapults (didn't even denounce, was willing to give me full price for trades, didn't turn hostile first, she just attacked out of nowhere).
She dropped my capital at red, but so I had to sell most luxuries to rush buy defenses. I got lucky, because some other civ attacked her (my guess is she expanded into other AIs as well) so she split her forces, so I easily picked them off then.