Seattle, Washington: The 1992-1993 Houston Rockets walked off of the court after having been defeated in Game 7 of the Western Conference semi-finals by the SuperSonics. The Sonics ultimately lost in the next series to the Phoenix Suns.
However, the Houston Rockets went on to win back to back NBA Championships in 1994 and in 1995...
The 2008-2009 Houston Rockets lost to the Los Angeles Lakers in Game 7 of the Western Conference semi-finals. (I believe the Los Angeles Lakers might ultimately lose to the Denver Nuggets)
The story for the 2009-2010 Houston Rockets is obviously yet to be written but I would imagine that the offseason will be eventful and that we'll pick up a new player or two, hopefully an athletic big man to back up Yao Ming and perhaps another efficient scorer. Ron Artest will most likely be back as well, as he has expressed his preference to play for the Rockets again.
I like what I see when I look a year or two ahead into the Rockets' future. I think the best years are yet to come. I think Houston could see another NBA Championship sooner rather than later.