Depends what you mean by 'winning chances'. The Muzio Gambit (a variation of the King's Gambit) sacrifices a knight, and while white is not losing there is a known practically-forced draw line for black to play. So sure, he still has 'chances' against an opponent who isn't booked up, but otherwise it's a draw.
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1.e4 e5 2.Nf3 Nc6 3.Nc3 Nf6 4. Ne5 ?! even strong players have lost against it.
I wonder if there is any other named gambits like the helloween gambit where the "gambiteer" is offering more than a pawn in this case a knight and still has winning changes.