User blog comment:IamJakuhoRaikoben/Chapter 457: Naked Battle, Review./@comment-26441125-20151019102926/@comment-7418318-20151019155723

In the ToH arc Natsu was eaten, had no way to get out of the stomach and would have been digested (and thus killed) if Gray hadn't rescued him. How is that not a real loss?

Other than that let's see what else we have:
 * Natsu was beaten to a bloody pulp by Aria and would have his entire magic scattered if not for Erza saving him. A clear loss.
 * Natsu was knocked unconscious by Wally... but that was an ambush rather than a fight, so we can let this one slide.
 * The loss against Fukuro (the Owl Assassin) on the other hand was a legitimate one.
 * Natsu, along with everyone else of the Allied Forces, was knocked out by the Oracion Seis in their first fight. A very clear loss. And to make it even more apparent, they would likely have been killed if not for Jura saving them.
 * In their first encounter with Zero, Natsu, Gray and Lucy were knocked unconscious. Again a clear loss.
 * Natsu lost to Cobra and would have been killed if Brain hadn't decided to recruit him.
 * F-Rogue: Against him Natsu very clearly lost.
 * Silver: Again Natsu very clearly lost here, to the point where it can't even be called a fight.
 * Natsu by himself would have lost against Franmalth and only Lucy's wits saved him... but since that's more of a what-if scenario I guess we can't count this one.
 * I suppose we might also add Alegria in here. Not a fight so we can't count it, but it should still be mentioned.
 * In the fight against Torafusa, Natsu was floating unconscious. I'd call that a pretty clear loss too.
 * Natsu lost to that telekinesis user in the movie... twice. Once when Éclair was kidnapped from the FT guild building and then in the attack on Veronica, which ended up with him in a prison wagon, from which he first had to escape for the final battle. But then that was the movie, so I suppose we can't really count it.

I think that should be about it, barring the occasional stuff in the filler arcs, which I don't want to think about.