The Soviet Union "losing" the Cold War even then is kind of an odd statement as they were really just "disqualified" from the game of events that was the Cold War.

There are two events that I can think of in particular which might have done lasting damage to the Cold War playing field. The first being the Berlin Blockade which without the bold determination to supply Berlin would have left the Capital of Germany completely communist. The other event being the Cuban Missile Crisis in which the world could have been engulfed in a Nuclear War at any point during that stressful period.