It would take some time to break down all the starts of Romo's career and ***** blame.
But from briefly skimming over the requirements of "a Romo 4th quarter comeback, ultimately lost by the defense" there aren't many clear cut examples.
Completely on the defense:
Games in which Romo tied or took the lead in the 4th quarter and then the defense gave up points to end and lose the game
2011 Giants at home
2009 Giants at home
2012 Saints at home
Partially defense, Partially Romo:
Games where Romo took the lead or tied in the 4th quarter, the defense surrenders the lead again (usually early in the 4th Q), Romo and co get a few opportunities but fails
2007 Giants at home (divisional round)
2006 Lions at home
Funnily enough, it's special teams that's at fault for losses more so than the defense in the same situation.
On special teams:
2006 @ Washington
2008 @ Arizona
2011 @ Arizona
2012 @ Ravens