Fungo, I do truly "leave him alone" unless he comes to me. I try not to make too big of a deal of the really good games or ones that aren't so good. Baseball is a game of averages. I want my son to realize there will be good days and not so good days at every level.
The only game he has ever needed consoling was last year after loosing in the state championship game. Our team was just flat and didn't hit. My son was the one going around afterwards holding up the runner up trophy to the crowd and consoling teammates. Then later I look over (he's driving separately) and see him crying as he's driving home. I couldn't wait for us to drive into the driveway. We walk into the kitchen from the garage and he bends over, hugs me and lays his head down on my shoulder and crys. A teammate told him "you're the leader of the team" and "everyone looks up to you" as they were leaving the park. My son said if he was the leader, why couldn't he hit that night and make a difference.
Some of these kids put such pressure on themselves and you just have to know your son. Sometimes they want left alone when things don't go well and sometimes they'll need to stand in the kitchen crying on someone's shoulder.
I think what is important is that they know you're there if they do want to talk.