They were down to 14 men in Christchurch in 2012 when they beat Ireland with a last-minute dropped goal. Ireland should have beaten them for the first time in 2013 in Dublin but conceded a penalty with 28 seconds left, and that was all the All Blacks needed to score a converted try deep in injury time.
Last year, the Wallabies were rolled over after leading by 10 with 11 minutes to go in Brisbane, the same point at which Wales was run down in Cardiff after being up by one, prompting Wales lock Alun Wyn Jones to say "they are probably 20 minutes ahead of everybody else."
Just before this World Cup, South Africa was overturned in Johannesburg, blowing a three-point lead with seven to go.
All Blacks coach Steve Hansen said after the semifinal he was confident his side would pull through against South Africa.
"I've got a lot of faith in our composure," he says. "We've been in tight spots a lot over the last four years, and the years before that, and when you've got the experience that we've got ...
"A lot of people have made noises about guys being too old, but they're in good form, and if they've been around a long time they bring a lot of experience. Most of our experiences are positive ones, therefore you get a lot of inner self-belief with that."
The All Blacks haven't always been this way. They have been the best team for most of the last 30 years, but they choked regularly in World Cups. Through the 1990s, when Australia won two World Cups, the Wallabies under John Eales had a supreme belief in themselves, and New Zealand was mentally fragile.
The turnaround began in 2000, when then-All Blacks coach Wayne Smith invited Gilbert Enoka, a former international volleyballer, into their setup. Enoka was to the fore in regarding mental skills as important as passing and catching. He was retained by coach Graham Henry, then Hansen, who has Enoka on his staff at this tournament.
Enoka was there in Cardiff in 2007 when the All Blacks lost to France in the quarterfinals, and lost their heads so to speak. That won over remaining skeptics among the players. Former lock Brad Thorn says they wouldn't have beaten France in the 2011 final without Enoka. The All Blacks were mentally at their collective best in not conceding a penalty in the last 10 minutes.
To Enoka, the object is for players to think clearly under pressure. He says the brain is made up of three parts: Instinct, emotion, and thinking. Under pressure, the thinking evaporates, leaving a player to rely on emotion and instinct. That limits the player's ability to grab information to make good decisions.
It also helps to have a captain such as Richie McCaw, and other leaders in the team. The world's most-capped player has been there and done that, and when his team is behind or struggling to hold on, McCaw has the savvy and faith to reassure his side to stay calm, trust in their systems, and keep believing.
"He's grown his leadership skills, and we as a team have grown people around him as well, so there's a massive amount of self-belief," Hansen says. "People like Reado (Kieran Read), Conrad Smith, Dan (Carter) and Sam Cane ... we've had moments, and the obvious one is Ireland, where when you get into situations like that then it's just about the process. What are we going to do right now? If we get that right, what are we going to do next? It becomes the norm."
-AP