In 2004, the early exit poll results suggested John Kerry was going to beat Bush. For at least part of election day, Kerry thought there was a pretty good chance he was going to win based on these early numbers. The election itself was not called until late on election night. Of course, the vote did not go his way and he came out early on the following afternoon to make a gracious concession speech.
Not sure how good a comparison this really is. Clinton supporters would probably point out that nothing is official until delegates cast their ballots at the convention and Clinton does have the popular vote argument to make (not to mention a spot on the ticket to try to negotiate for). Obama supporters would probably point out that Clinton has known since late February (and certainly since early May) that she was probably not going to be the nominee, so it shouldn't have been as hard for her to "come to grips" with the loss as it was for Kerry.