What are some good games or techniques for helping kids learn to "lose gracefully"?
Well, I personally suffered from this condition for a long time---and still do to some extent.

In my opinion, the ability to lose gracefully is dependent on one's self esteem. It is much easier to shrug off a defeat if your self esteem is secure than when your whole life is a battle for every scrap of validation. With age (I'd say 20+) it does get easier to recognize and control such tendencies in oneself.

Things that help:


Playing games where no one loses. There are games that do not employ the competitive aspect of most games. A good game shop should be able to help you find them.
Playing games where winning and losing is shared among multiple players. Team based or completely cooperative games.
Not rubbing in defeats. Kinda obvious but there it is.
Help the child see what they did well. Point out good moves, complement them when they show self restraint during a loss.


Things that don't help:


Telling the child they're a bad loser. The child is not going to see it that way. Any insistence on the topic is just gonna piss them off even more. Not only does it rub in the fact that they failed to win the game, but it aggravates the damage by insisting that they also failed at failing to win the game.
The amount of self reflection necessary to recognize one has this problem comes only much later in life.
Letting the child win. While sometimes effective as a stop gap measure it bears two dangers:

Children are quite smart. If they figure out that you've let them win they're gonna be pissed off even more.
The child is not going to learn without having to face defeat.

Playing more so it can get accustomed to defeat. Without the inner strength to withstand one defeat you can't train someone how to withstand ten of them.


Disclaimer: I'm not a psychologist or child expert - just someone talking from his own experience. Take all of this with a grain of salt.

Final Toughts: In my opinion such behavior - especially if it persists - is only a symptom of an underlying problem. As I said in the beginning, it's a matter of self esteem and that can be heavily eroded over the years even by the smallest things. Do you often have arguments with the sore loser because they're stealing attention from their siblings at social events? Are they by any chance the older or middle child? Are they the less reliable one? If your answer is yes to any of these questions I suggest you go see a professional to determine IF you are unwittingly undermining that child's self esteem. I don't want to paint you a horror picture - I might easily be wrong.