Bad Luck!
To win any competition you need a bit of luck. Unfortunately, luck has never been on England's side, especially on penalties. The last time England won in penalties in a major tournament was against Spain in the quarter finals of Euro '96. Since then, they lost the following seven. Whether it's the crossbar, the post or the goalkeeper denying England, they have just never had that crucial slice of luck that all great teams need to see them over the finishing line.