I'm glad that you mentioned this, 'dc. I was watching the post-game after TB blew it to Columbus, and they showed a graphic which went to the effect that Tampa Bay had previously gone a combined 125 (give or take) games in which they'd held a three goal lead without losing. Not once. Regular season and postseason. That was the longest active streak in the NHL. There were (IIRC) another 2-3 teams after them who were somewhere in the 60-90 games in a row range without losing when they'd held a three goal lead. I believe the Bruins were at #5 on that list - I think they only showed the Top Five - and they were just north of 50 straight games of any kind where they'd managed to hold onto a 3 goal lead.
Now, admittedly that doesn't account for all 30 NHL teams, and the average is probably somewhat south of 50, but probably well north of 20 (my guess is it's somewhere in the 25-35 straight games range). Which basically means that a team which accrues a 3 goal lead in any NHL game has about a 3-4% chance of losing that game. Digging deeper, I'm guessing if a team has that kind of a lead on the cusp of the 2nd/3rd period, those chances are probably cut at least in half again (1.5-2%?).
Now, just for kicks and giggles … let's see how many Game Two's of the current round of the NHL playoffs see any team falling behind by 4 goals less than 15 minutes into the first period, OK?