This article reports results from a longitudinal field study examining the psychological processes underlying soccer fans’ loyalty toward their clubs and fans’ emotional states depending on the seasonal outcome of the clubs. We found that fans’ perceptions of three relationship strength indicators—satisfaction, self-connection, and intimate commitment—and the levels of basking in reflected glory (BIRGing) did not decrease and cutting off reflected failure (CORFing) did not increase when soccer clubs of the German Bundesliga were relegated to a lower division. The levels of BIRGing, self-connection, and intimate commitment in fact increased after this event, producing intense positive, negative, and mixed emotions in fans. The results support the notion that fandom is about expressing identity and attitude to life, sharing intimate details with the club, and standing by it, in both good and bad times. Thus fans and their clubs are strongly bound to each other.