Has an AFL game ever ended 41-39?
Yes. AFL has seen a final score of 41-39 5 times. It first happened on July 16, 1904, when Sydney beat Geelong, and most recently on August 14, 1948, when Sydney beat St Kilda.
That makes 41-39 the 589th most common final score out of 6,607 that have ever occurred in AFL. One point away, 42-39 has happened 2 times and 41-40 has happened 2 times. Nearly all of its occurrences fall between 1890 and 1919. At one point the score disappeared for 29 years, between 1919 and 1948.