You have to be an optimist to play the Jerome Gambit (1.e4 e5 2.Nf3 Nc6 3.Bc4 Bc5 4.Bxf7+). Objectively, you have a "lost game" after 4 moves. Yet, the Jerome Gambit player "knows" that something will turn up. It may take a while, it may take a long while, but an opportunity will arise... After all, it's not over until the Lady sings.The following game, which I've decided to present anonymously, illustrates my point. White struggles and struggles and hangs in there, taking what he can and accepting whatever Black give him, until...Anon - Anon
1.e4 e5 2.Nf3 Nc6 3.Bc4 Bc5 4.Bxf7+
4...Kxf7 5.Nxe5+ Kf8 6.Qh5
The Banks Variation.
6...Qf6 7.0-0
A new move, but not an improvement. 7.Nxd7 Bxd7 8.Qxc5+, seen before, would have led to an almost balanced game.
7...Nxe5 8.d4
8...Bxd4 9.Bg5 Qg6 10.Qh4 h6
Things are not (yet) going well for White. He is two pieces down, and here, instead, 10...Bxb2 would have allowed Black to win an exchange.11.Qf4+ Ke8 12.Bd8 Kxd8 13.Qf8+ Qe8 14.Qb4
14...Nc6 15.Qb3 Qxe4 16.Nc3 Bxc3 17.Qxc3 Nf6
Perhaps White remembers the old saying: The hardest thing to win is a won game. Let Black try!
The first player has a choice: stay vigilant, or turn over his King.
18.Rfe1 Qg6 19.Re2 d5 20.Rae1 Ne4 21.Qd3 Nb4 22.Qb3 c5
Black is developing. White sees this as creating targets.
23.Rd1 Bg4 24.f3 Bxf3 25.Qxf3 Kd7
Black has given back a piece; but, again, he had three to give.
26.Rxe4
Ooops, that's another one. White is feeling optimistic about his optimism
26...Rhf8 27.Qh3+ Kc7 28.Re7+ Kb8 29.Qd7 Qc6
White is certainly turning up the heat...
30.Qg4 Qf6 
Here it is: Black threatens mate-in-3 with a Queen sacrifice: ...Qf2+, ...Qf1+ and ...Rxf1 mate.
Does anybody notice that Black has allowed a mate-in-11, though??
Seeing the mate right away might not be easy, but finding the key move and working things out as they go along was much more possible.
We can start with the mini-combination 31.Qg3+ Qf4 32.Rf1 which wins Black's Queen.
analysis diagram
32...g5 33.Rxf4 Rxf4
Material is even, but that's not White's concern.
analysis diagram
34.Qc3 a5 35.Qg7
analysis diagram
Black's pieces are largely irrelevant.
35...Rf1+ 36.Kxf1 Ra6 37.Rxb7+ Ka8 38.Rb5 Rf6+ 39.Kg1 Rf1+ 40.Kxf1 Nxc2 41.Qb7 checkmate
What an astonishing example of Grasping Victory from the Jaws of Defeat!
Alas, True Believers of the Jerome Gambit Gemeinde, that is not how the game actually ended. Instead, we saw...
31.Rde1 Qf2+ 32.Kh1 Qf1+ 33.Rxf1 Rxf1 checkmate
