The losing side of the American Civil War comes to mind.

Yes, there are plenty, some of the most well known are those regarding the battle of Culloden Moor, and ANZAC day also commemorates a great loss for the allies in the first world war. Songs also can serve to remember the loosing side, a fair few historical songs are, such as those remembering the San Patricios.

The Alamo has quite a few. The main Cenotaph: https://en.m.wikipedia.org/wiki/Alamo_Cenotaph. My ancestor is on it.