No candidate with a majority of the popular vote has been denied the Presidency since 1876, and none were before that, either.
Why is the majority part important? The Constitution explicitly states that a Presidential candidate must have a majority of votes cast in the Electoral College. So, thanks to the collection of third-party candidates (Gary Johnson's vote total alone was bigger than Hillary's margin over Trump), Hillary Clinton, if we were to use the same Constitutional principle applied to a hypothetical popular vote, would still not be President. It would've gone to a runoff between Hillary, Trump and Johnson in Congress, which, since both houses were held by the GOP at the time, would have (barring a Freedom Caucus revolt) elected Trump and Pence.
The Democrats would like to get rid of that, too, I am sure.