Has anyone that won the Royal Rumble ever lost their main event match at the following Wrestlemania?
A few times infact,
Partially in 1994, when both Lex Luger and Bret Hart won the Royal Rumble, only Hart went on to win at Wrestlemania for the WWF Championship. Luger had a match for the championship earlier on the same Wrestlemania, but lost due to DQ.
In 1995, Shawn Michaels won the Royal Rumble but lost to Diesel (Kevin Nash) at Wrestlemania XI.
In 1997, Stone Cold won the Royal Rumble, but did so in a controversial way which resulted in a four way match at the following IYH PPV before Wrestlemania for the WWF championship which Austin lost. Undetaker went on to win the main event at Wrestlemania.
In 1999 Vince McMahon won the Royal Rumble (I know right?) but lost to Stone Cold the following month in a steel cage match which gave Austin the right to go on to the Wrestlemania main event, where he would defeat the Rock for the WWF championship.
In 2000 The Rock won the Royal Rumble but ended up losing in the fatal four way main event of Wrestlemania 16, where HHH succesfully retained his title.
Also, when Rey Mysterio won the 2006 Royal Rumble (why wasn't the Rumble the main event match?) he did go on to win the championship at Wrestlemania, but not in the main event (screwed him again!).