Video report by ITV News Meridian's Andrew Pate
They carried the hopes of a nation. It was the furthest England had got in a major tournament for 55 years. Fans had dared to dream. But in the end it wasn't to be.
In Kent, hundreds of fans had gathered at Dreamland in Margate to watch the match.
Early on it had seemed hopeful. But that hope eventually faded after a tense penalty shoot out saw Italy take the title at Wembley.
Fans were also watching at AFC Portchester where their faces said it all.
However the fans said they were proud of the England squad and that the final was just the next 'stepping stone'.
Following the result, England manager Gareth Southgate said the team had given 'everything it had'.
He said: "I just said to them that we could have no recriminations. We win and lose together. Nobody is left out on their own and the calls for the penalties were mine. They've got to walk away from here heads held high.
"They've done more than any other team in the last 50 or so years, so in terms of the players they should be incredibly proud of what they've done."
Meanwhile many spent the morning cleaning up after spectators, including those at Bordon Drive Through Cinema in Liss.