In fact, Britain has not lost a single war since 1783 (deduct one point for every American who don't know which war this was). The US has lost one (Vietnam) and has one draw (Korea). But then again, picking opponents like Grenada or Panama is a form of cheating.
Interesting parallels: The UK lost the war of American independence after winning every land battle except one. The US lost the Vietnam war even after winning every battle. France participarted in both wars, allied to the US in both cases. But while France has been sent packing in humiliating defeat from almost every colony it ever had, Britain has never run away from any colony in defeat since, you guessed it... the 1783.
As far as I can remember, British special forces has never suffered any serious defeat after WWII. American special forces have been far less successful. The most humiliating defeat for the American special forces was the failed attempt to free the hostages in the American embassy in Teheran, Iran, in 1979. One of the most famous successes of the British special forces, 22. SAS in this case, was successfully freeing all hostages in the Iranian embassy in London, in 1980. In these operations, the UK sent a strong message to all terrorists "don't f**k with us!" The US sent an equally strong message "we f**k it up ourselves!"
Anyone wants to do the point calculations here?
"Pluralitas non est ponenda sine neccesitate." - Occam