I totally know where you're coming from. My two friends and I used to hang out with a fourth much like the person you've described. He was also the type who would stop playing the minute he started losing, or worse, start killing himself, ie, running right off the ledge in Smash Bros. or sticking himself with grenades in Halo.
Around March, we realized what a douche he was and decided to stop inviting him to hang out. Unfortunately, he never really got the hint. I remember on the night Smash Bros. Brawl was released, he stood outside my door ringing the bell, knocking and calling my cell phone for a full hour and a half. He knew my two friends and I were inside because of how vocal we had been about the game moments before he arrived. It was a little creepy, actually. He finally left after we started answering my cell phone by yelling "LAND MASTER!", "AETHER!" or "I FIGHT FOR MY FRIENDS!" into the reciever and then hanging up.
Good times.