#3 Goldust: 0 - 11

Goldust does not have the most losses ever at a WrestleMania, but he does have the most losses at a WrestleMania without ever winning a match. Including WrestleMania pre-shows, Goldust has lost at 11 WrestleMania's, with his most recent being at WrestleMania 33 in Orlando.
Goldust has lost both high profile matches, such as WrestleMania 12 with Rowdy Roddy Piper, and lower case matches such as a pre-show battle royal. I actually find this a major shame, 22 years later and Dustin Rhodes is still portraying his Goldust character on WWE TV every week.
His is a character that most critics believed wouldn't last his first year, and therefore I think he has always deserved to have his golden arm raised in victory at least once at WrestleMania. Will he turn things around at WrestleMania 34? Maybe... but probably not.