Has Yugi (or Yami) ever lost a duel fair and square? In either the anime or the manga, has Yugi (or Yami) ever lost a duel fair and square? By "fair and square" I mean that Yugi wasn't:


Against an opponent who was flat out cheating using a Millennium Item to gain an unfair advantage (for instance, using the Millennium Eye to see your opponent's cards is unfair, but using the Millennium Puzzle or Ring to draw on an ancient spirit's wisdom and experience is okay)
Coerced into losing because there would be consequences if he won
Chose to lose to prove a point
Losing in a simulation created by Kaiba
Otherwise was not motivated to win
Otherwise was against an opponent who had an unfair advantage or put Yugi at an unfair disadvantage


And no, Yami losing the Final Battle (a.k.a. Ceremonial Duel) doesn't count since the two people were split and one of them had to lose.

I would prefer duels that weren't Shadow Games, since the pressure of that can arguably detract from the game being fair, but won't discount that completely.
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.