This chapter describes a novel behavioral bias not previously documented in a competitive situation: psychological pressure in a dynamic competitive environment arising from the state of the competition. Drawing on a data set comprising 1,001 penalty shoot-outs with 10,431 penalty kicks over the period 1970–2013, it collects information on the date of every shoot-out of every competition, the identity of the teams kicking first and second, the final outcome of the shoot-out, the outcomes of each of the kicks in the sequence, the geographical location of the game (that is, whether the game was played in a home ground, a visiting ground, or in a neutral field); and variables that measure the quality of the teams, such as their previous experience in shoot-outs, their official FIFA and UEFA rankings (for national teams), and the division, category, and standings (for club teams).