It wasn't supposed to end that way. Wales were certainly confident they would progress to Tuesday's World Cup play-off final and most were predicting it would be a showdown against Italy.
Despite Italy's glorious World Cup past it was felt this team would be one that Craig Bellamy's side could beat.
It's not to be though. Despite the heartbreak of penalties - and there still remains a 'lottery' type aspect to spot kicks however much you practice - once that horrible feeling subsides Wales may review that match and think that's a game they not only could have won, but should have won.
Wales were the better side.
The stats reveal that, from possession to shots on target and attacking moves.
At 1-0 the game was there to kill.
Of course Bosnia would change their set-up and go for it, they had to as they were on the brink of going out - but even then Wales had Bosnia at their disposal. A second goal for Wales would have ended the match.
Bellamy wholeheartedly and honestly conceded that Wales' game management in the last 20 minutes was the Achilles heel in their otherwise very good performance. Oh if only.
What are the implications for Wales failure to qualify for the 2026 World Cup?
First and foremost it's a loss for the players and supporters who had so dreamed of playing in or watching at least three World Cup games in Toronto, Los Angeles and Seattle.
For those who played at the 2022 World Cup in Qatar there was unfinished business, as they felt the team did not do themselves justice with their performances.
For the fans, the mad scramble over the coming weeks if the play-off final had gone well to find tickets, hotels and flights has been taken away - although for many perhaps a slight sigh of relief at now not having to fork out an extortionate amount of money to watch their heroes in North America.
While talking finances, for Wales and the FAW missing out on the World Cup is a major blow.
Not a terminal blow, but the money Wales could have generated would have been extremely welcome as the FAW continues to invest heavily in grassroots football for all.
The growth in the number of girls and boys playing the game has been steadily rising - the impact of the Wales Women's team qualifying and playing at last summer's Euro 2025 tournament in Switzerland is still being felt in positive ways, while the success of the men's team for the last decade and more has transformed the way, shape and attitude towards the structures and numbers playing football in Wales.
The landscape is now unrecognisable compared with how it was 15 years ago.
So while it was a horrible moment to miss out on qualifying for a major tournament - yet again on penalties, exactly two years ago to the day Wales lost a penalty shoot-out against Poland - there is so much good that has been done in recent years. Wallow in pity or role up the sleeves, keep calm and carry on.
There is always Euro 2028 of which Wales host the opening match and five other fixtures.
Back to the players, for some Wales stalwarts their chance of playing at another World Cup may have now passed. The decisions around retirement come to any and all footballers. Decisions on futures will be decided perhaps not now, but in the not too distant future.
For Bellamy, most of if not all Wales supporters will very much hope he remains head coach.
Bellamy has caught the attention of many admirers during his first role as the main man. He has been courted most notably by Celtic who showed interest in him taking over in Glasgow late last year.
His stock is high as he has impressed with style he has brought in - intense, front-foot, exciting, attacking football - with success despite the fact that he will not be able to lead Wales at the 2026 World Cup.
Bellamy has a group of mainly established Premier League players along with some young players who he likes the profile and potential of, leading to a positive outlook for the future.
"Getting to back-to-back World Cups was really our target. To know you've not got there, and when you see players really disappointed, it hurts you more.
"The sun will rise, and I'm going to watch that sun rise. Then straight away, how do I go again? How do I improve? How does this team get better? Let's get over tonight, but there's a bright future. If I was playing, imagine looking forward to what's coming up. As a group of players, you have the Nations League coming up. Group A. You have a home nation Euros coming. It's not a bad time to be a Welsh footballer."
And while there is little comfort after the emotional push and pull of the penalty shoot-out defeat to Bosnia, just over the horizon is another major tournament - Euro 2028.
Wales are one of the host nations with much to look forward to on and off the pitch.
While automatic qualification for Euro 2028 is not guaranteed even as a host on this occasion, the process by which Wales could qualify and some secondary pathways would mean it is very unlikely they would not be part of their own party at Euro 2028.
