This isn't entirely on topic, but I know Serena and Stosur also had huge letdowns at the end of great runs.
Serena's 2001 USO: 4R defeats Justine Henin(future world #1 and 7 slam winner), QF defeats Lindsay Davenport(former #1 and 3 slam winner,) SF punchedT Martina Hingis(current #1 and 5 slam winner) only to flop to Venus in the final.
Stosur's 2010 FO: 4R defeats Justine Henin(former world #1 and 7 slam winner), QF defeats Serena Williams(current #1 and 15+ slam winner, living Goddess) SF eats Jelena Jankovic(slamless former #1
) only to lose to Schiavone
More OT, I'd also say Venus' 2005 Wimbledon was pretty strong, straight setting Pierce and Sharapova who played great tennis, then taking out Lindsay in the final. Would have been even stronger if Serena didn't withdraw from her 3R match(they were due to meet in the 4r right?)
Edit: Serena's 2002 FO is one that should be mentioned, taking out Pierce, Capriati and Venus consecutively, ie: the players who have won all 8 of the previous slams dating back to Pierce's 2000 RG.