It would not fit exactly the criteria that you want I think, but the Romans were wide open after their series of defeats at the hands of the Cimbri and Teutones, which culminated in the slaughter at the Battle of Arausio in 105 BC. If they had continued down into Italy at that time, they would quite possibly have taken Rome itself - unprecedented since the Gallic sack in 390 BC. There would still have been Romans of course, and I am sure that the res publica would have continued in some way, shape, or form, but that would have been quite something to have come back from.