I haven't lost, but I did have to do some serious save scumming to keep a city. Teddy (who's supposed to want peace on the continent!) declared war on me in the ancient era, had a decent army of about 3 catapults, a couple of swordsman and a few warriors, and he did all the right things: brought his melee units up to the city, bombarded with his catapults, pulled back injured units and replaced them with fresh ones.
That's scary O_O
As Victoria, playing King, I actually lost London in the Ancient Era to Gorgo a few turns before I'd have walls built on it. I ended up recovering it, but having to rebuild an army twice and losing 10-20 turns of production in my capital put me on the back foot relative to everyone else on the continent, and Gorgo's walled cities were behind a wall of woods, so I was looking towards 10+ turns of war to even get one city. I ended up abandoning that game.