I am always asked this, mainly because they are so bad and people are curious as to how I follow the team. Most ask if I was an Expos fan and followed the team to DC. (I live in NY)
Well I am actually a converted Yankees fan, I have an older cousin who was incidentally just inducted into the NYU athletics HOF and was drafted by the Yankees. Our family over the years has ALWAYS been a Yankees family, so naturally that's where I drifted to. Unfortunately I did not really follow baseball during the Yankees glory years and picked things up in 2001 (WHAT A GREAT YEAR TO START!!!). After a WS loss, then another in 2003, the team went down hill big time and the culture of the Yanks had diminished almost totally. They weren't the NY Yankees we loved and hated, they were George Steinbrenner's evil wrath. Year in and year out the team saddened me even more with their spending and ignorance. It wasn't the losing, the team just was no fun to watch anymore.
In 2006 I turned the page, in a trip to Bethesda I decided to watch some Nats games - bought a Soriano jersey, a Zimmerman signed baseball, and some hats. I haven't stopped watching and I love this team no matter how bad they are. I just think of the red, gold, and blue and I don't want to give up hope. When we finally win one, whether it is 5 years down the road or 20, it will be the most rewarding sports moment in most people's lives. The suffering we have endured is without a doubt going to continue for some time but there is a bright light ahead and I don't see myself ever giving up.