Has Yugi (or Yami) ever lost a duel fair and square?
As Memor-X mentioned, in the Waking the Dragons Arc, Yami duelled against Rafael and lost. Yami was compelled to use the Seal of Orichalcos that Rafael had given him earlier in the duel because he felt like there was no other way to win (though the power definitely went to his head afterwards!). The episode is a three-parter, but Yami/Yugi loses in Episode 158 - Fate of the Pharaoh - Part 3.

If you don't want to include the Ceremonial Duel, I believe that's the whole list. All other duels where Yugi/Yami lost, he either surrendered, deliberately misplayed (I include Yami duelling against a spirit of Yugi in Waking the Dragons in that) or was against a cheater.