Has an AFL game ever ended 39-33?
It has. 39-33 has been a AFL final 2 times in 16,622 games. The first was Fitzroy beat Sydney on July 14, 1900; the latest was Carlton beat Richmond on June 21, 1952.
That makes 39-33 the 2421st most common final score out of 6,607 that have ever occurred in AFL. One point away, 40-33 has happened never and 39-34 has happened 4 times. At one point the score disappeared for 52 years, between 1900 and 1952.