The first team being alluded to is the Red Sox, who famously went without a World Series championship from 1918-2004, losing four World Series -- all in seven games -- during the drought. There were additional pre-World Series heartbreaks for the BoSox, as well, namely losing the American League title by one game to the Yankees in 1949 after dropping games on the last two days of the season in the Bronx*; the blown 14-game lead in the 1978 AL East standings, leading to a one-game playoff for the division title, which went New York's way on a famous homer by "Bucky (Bleeping) Dent"; and a blown four-run lead to the Yankees in Game 7 of the 2003 AL Championship Series (season-by-season log).
The second team referenced in the opening paragraph is the Celtics. Led by legendary center Bill Russell, who was there the whole time, and an assortment of other NBA greats who were there either at the front or back end of the Celtics' dynasty, Boston won an amazing 11 NBA titles in the 13 seasons from 1956-57 to 1968-69. The following chart (on which you can click to enlarge) shows the championship years (those with a solid green heading) and the future Hall of Famers on each team.
The Celtics were 5-0 in NBA finals decided in seven games and 10-0 in Game 7's adding in pre-final playoff rounds during the 13-year span.** While winning eight straight NBA titles from 1958-59 to 1965-66, Boston claimed 17 straight playoff series wins.
The fortunes of the Red Sox and Celtics have reversed a bit in recent decades. Just this past fall, the Red Sox captured their fourth World Series title in 15 years (2004, 2007, 2013, and 2018). The 2018 BoSox won 108 games in the regular season, beat two 100+ win teams in the AL playoffs (Yankees and Astros), and dispatched the defending NL champion Dodgers in the World Series. In no playoff series this year did Boston lose more than one game.
Except for an eight-year stretch of sub-.500 seasons (1993-94 to 2000-01), the Celtics have been pretty good of late. They have made the playoffs in 14 of the previous 17 seasons and won the 2007-08 NBA title. However, the 2008 championship is the Celtics' only one in the past 32 years (season-by-season log).
As seen in the preceding paragraphs, the Celtics and Red Sox have won a bunch of titles. And we haven't even gotten to the NFL's New England Patriots (the third team alluded to in the opening paragraph)! The Pats have won five Super Bowls in the past 17 years (2001, 2003, 2004, 2014, 2016) and been in three others since 2000.
Despite all of New England's Super Bowl success, however, it may be the one that got away that sticks in fans' minds. In the 2007 season, the Patriots went 16-0, then added two playoff wins to reach the 2008 Super Bowl at 18-0. New England was thus in position to equal -- in concept, if not numerically -- the undefeated regular-season and playoff run of the 1972 Miami Dolphins.*** As is well-known to football fans, however, the New York Giants -- aided by the miracle "helmet catch" in the closing minutes -- pulled off a 17-14 stunner to thwart the Patriots' bid for immortality. A decade later, football observers are still dissecting the 2007 New England team.
Beyond Super Bowl metrics, the 2018 New England squad has continued the winning tradition and racked up some impressive regular-season streaks for the franchise. According to an NFL.com article, "In securing their 10th consecutive division title, the Patriots have become the first team in NFL history to earn 10 straight playoff appearances" and "New England also secured its 16th consecutive season with a double-digit win total -- tying the 49ers' mark from 1983-1998" (season-by-season log).
The final Boston team among the big four North American pro sports is the NHL's Bruins. The B's (so dubbed for their logo) have won three Stanley Cups in what could be considered the modern era. The Bobby Orr and Phil Esposito-led Bruins captured Cups in 1969-70 and 1971-72. Boston has only hoisted the hardware once since then, 2010-11.
Orr, a defenseman whose career was limited by repeated injuries to his left knee, had few superiors when playing at his best. On the advanced statistic of combined offensive and defensive point shares, Orr led the NHL four years straight and five years out of six, between 1969-70 and 1974-75. As a frame of reference, Wayne Gretzky led in this statistic seven straight years from 1980-81 to 1986-87 (list of season leaders). Orr's teammate Esposito put together a streak of six straight years leading the NHL in goals scored (1969-70 to 1974-75).
In conclusion, the last 20 years or so have been a good time to be a Boston sports fan, largely driven by the Patriots and Red Sox. The Celtics' run from the mid-1950s to the end of the 1960s is unlikely to be duplicated in the foreseeable future, but even if the C's merely contend for a title or two in the coming years, rooting for Boston's teams will be even more fun.
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*Prior to 1969, there were no divisions within the American and National Leagues, and no pre-World Series playoff rounds. The team that finished the regular season with the best record in the AL and the team that did likewise in the NL went directly to the World Series.
**Looking at all of the Celtics' deciding games during the 13-year span, the team was actually 11-0. Boston beat Cincinnati 3-2 in a best-of-five opening-round series in 1965-66.
***The NFL regular season was only 14 games long in 1972, so the Dolphins ended up 17-0 after the Super Bowl. The 2007 Patriots potentially could have finished 19-0.