PITTSBURGH — The Sharks have won when they’ve been in this situation before. They say they can do it again. History suggests they have almost no choice.

The Sharks will look to avoid going down by two games for the first time in the 2016 NHL playoffs when they play the Pittsburgh Penguins in Game 2 of the Stanley Cup Final on Wednesday.

It’s not a must-win for the Sharks, but it comes pretty close.

The Sharks, who lost the Cup final opener 3-2 on Monday, are 0 for 10 in their history when they trail a series 2-0. In the history of the Stanley Cup Final, a team that has lost the first two games has dropped the series 44 of 49 times.

The last team to fall behind 0-2 and win the Cup was the Boston Bruins in 2011. They lost Games 1 and 2 on the road against the Vancouver Canucks, then came back to win four of the next five and capture the Cup in seven games. The Bruins won all three games at home and captured Game 7 in Vancouver.

“You never want to go down 2-0 in a series,” Sharks goalie Martin Jones said Tuesday. “Whether you lose the first game, any game, you never want to lose two in a row in playoffs.

“That sense of urgency is going to be important for us.”

The NHL’s best road team during the regular season has its work cut out to even the series and earn a split at Consol Energy Center before returning home for Games 3 and 4.

Among the tasks for the Sharks: Slow down Sidney Crosby and the Penguins’ cadre of skilled forwards and defensemen. Establish a consistent forecheck. Get more traffic in front of the net and more shots on rookie goalie Matt Murray. Take care of the puck. Things they were able to do in the second period of Monday’s game, when they outshot the Penguins 13-8 but weren’t able to do enough of in the first and third periods.

“We realize that we didn’t bring our best game last night, and at this time of year, in this spot, you need to be at your best to win games,” Sharks center Logan Couture said. “So, we have a lot of work to do to be better in Game 2.”

The Sharks are 5-1 in the playoffs in games after a loss, with their only back-to-back defeats coming in games 3 and 4 of their second-round series against the Nashville Predators. San Jose won the first two games of that series.

In the Western Conference finals, the Sharks lost Game 1 the St. Louis Blues 2-1, then came back with a 4-0 victory in Game 2. The Sharks also lost Game 4 at SAP Center 6-3, then won by the same score at Scottrade Center in a pivotal Game 5.

“We had a game — Game 4 against St. Louis at home — where we weren’t very good,” Sharks forward Dainius Zubrus said. “We bounced back and won the next two. That’s kind of the approach and we’ll be ready.”

Crosby was the best player on the ice for either team in Game 1, making every shift count and giving the Sharks fits with his explosiveness on offense. But the Sharks also felt they played into Crosby’s hands and into the strengths of the Penguins’ forwards by not forcing them to spend much time defending in their own zone.

“I thought we did a good job in the second period, were pretty clean, forcing them to play in their end for a while,” Couture said. “When we’re playing well, that’s what we do.”

Sharks coach Pete DeBoer was leading the New Jersey Devils when they made the final in 2012. They lost the first two games of the series at home to Los Angeles, both in overtime. The Kings closed it out in six games for their first Cup title.

“We’re on the road this time,” DeBoer said, noting the difference for himself between now and then. “The home team played a better game than us. I think we didn’t find a way to get rewarded. The good news was we still had a chance right until the last five minutes to win that game. I think we’ll be better.”

For more on the Sharks, see the Working the Corners blog at blogs.mercurynews.com/sharks. Follow Curtis Pashelka on Twitter at twitter.com/CurtisPashelka.