Buffalo is my vote. Obviously I am jaded seeing as I am from Western New York originally, but through thick and thin, every week the region lives and dies by the Bills.
They have been absolutely ABYSMAL for well more than a decade with their last playoff appearance in 1999. They have the league's longest active streak of losing seasons as the last time they finished above .500 was in 2004...
...Yet, despite being the leagues 3rd smallest market, they have a huge, loyal fanbase.
As for NHL, the Sabres turned an average attendence of 18,970 per game this season, Capacity of the arena is 19,070. All despite the last 6 seasons they have only made the playoffs twice, both of which they were bounced in the first round.
The way I see it, for small-market teams to be so steadfast loyal to their teams when their performance in recent years has been so unremarkable is definitely worth something. If Buffalo wasn't such a loyal sports team and was composed of fans only there for the win, there is no way in hell they would still have teams.