I was a bad loser. I did my whims as you describe your girlfriend. I recovered (reasonably), but it took me years. Your girlfriend may have different variables during her recovery, so it may take longer or less, but it will be far from the moment.
This is something you can not solve for your girlfriend. He must learn to accept that losing is ok. This is something you have to do and you can only support it, so do not blame yourself if you can not. We illustrate some steps that you can perform. There are two sides of this answer, but they are closely intertwined. An interpersonal for you and an intrapersonal for your girlfriend. This site is called interpersonal skills, so I will focus on your interpersonal skills, but I also think that focusing on your intrapersonal skills is also important here.
More important, do not judge. Not in the moment, not after. The feeling of losing is not fun for anyone. We can learn to face it, but it will never be fun. Judging her for feeling bad will not make her feel better.
Do not try to provide criticism at the moment. Someone who is experiencing strong negative emotions is rarely receptive to criticism. Instead it shows support. Related to her. Losing sucks, but is also part of life. Do not rub "it's part of life", but do not leave it out either. You do not want to make her feel worse, but at the same time you do not want to reward her for an attack.
Help her understand why she hates losing. You can try a little mental game with her, this worked with me. (When you feel happy or neutral, not after you've just lost or feel tired)
Why do we play? Are games fun if they always win? Your first answer could be "obviously!". But it is so? Imagine a computer game for a moment. The moment you start it, 5 seconds, shows the "win!" Screen. You won. Does this game seem fun? Winning is fun if we overcome a challenge. A game needs a challenge. The most difficult challenges we can still win are often more fun. Have you ever played this really difficult chess game you just won? This is a great feeling.
Games are more fun when we play in a level that is close to our skill level. To be able to have a significant victory, sometimes we must have losses. Victories mean nothing without a loss.
A loss allows us to reflect on how we can improve and improve. A loss is a separate game. Losing is just an opportunity to improve. Go back, improve and learn, this is the goal. Maybe it's the journey, not the destination?
This is a mentality, some people have it naturally (like you, it seems), others can be taught (like me and your girlfriend). Changing a mentality is not easy. As I said, you can only support it, but it needs your support. Be kind and do not force your opinions on her (yes, I share your opinion on winning / losing now, but do not forget that a mentality is still an opinion!) Or you will come face to face with stubbornness. Be his ally, not his enemy.
It can also be a tactic. Challenge a game together or even other players. I love 2v2 games with my boyfriend in World of Warcraft, for example. We fight a common enemy. If we lose, we will talk about how we can improve. Do not blame the other person is something I had to work on here.
To work together, I can recommend Minecraft (preferably a mission pack with targets) for a computer game or Pandemic and Arkham Horror for board games.
A final note: the games have a degree of probability and a degree of skill. Some games have 100% chance (roulette) and other games are 100% skill (chess), but most games are among them. Tackling casual game losses is different than losses in skill games, but sometimes it becomes difficult when a game has both elements. I dealt with games with mainly elements of skill in my response. Random elements require a different but similar approach. In the early stages of recovery, I found it difficult to face losses in games that had both elements, although I could handle the items separately.