Who is the first Royal Rumble winner to go on to WrestleMania and fail to win a World Championship?

In 1994, both Lex Luger and Bret Hart were named co-winners of the Royal Rumble Match; therefore, both got an opportunity at the WWE Championship at WrestleMania X. While Lex Luger was unsuccessful in winning the championship, Bret Hart would go on to win it later that night.