IIRC, second baseman Lou Merloni booted a potential double-play ball (scorched) that would have gotten Cone out of some trouble. The New Yorker's Roger Angell (who'd profiled Cone's 2000 season) wrote about this game in a Sporting Scene feature about the slow fade of the 2001 Red Sox (subscribers only I think): http://www.newyorker.com/magazine/2001/09/24/legends-of-the-fensI remember one of the Cone starts at Fenway in September 2001 where he was going toe to toe with Mussina...it was 0-0 late in the game and I think the Yankees scored on an error to take a 1-0 lead. I remember feeling really bad for Cone that he was gonna get the loss that game.
The game—which would end up 1-0, Yankees, with the losing pitcher more or less in triumph and the winner in near-despair—will go straight into the Boston family storybook. Indeed, you can already savor the bitter, flushed-faced joy of future Back Bay grandpas and barflies when they come to the good part—the ninth-inning pinch-hit, two-out, two-strike single sailed into left center by Carl Everett for the first and only Sox hit of the evening, and the ruination of Mussina's masterpiece. "Sure, the Yankees won it, lad—what did you expect—but oh, my!"
Some great stuff in there as well about Cone's late-career smoke-and-mirrors act, and the misery of the Joe Kerrigan interregnum.