WHEN the game ended and the Bears had lost, when he knew he would never play football again, Walter Payton sat on the Bears bench with his head in his hands for perhaps five minutes. In the chill - it felt as if it was 23 degrees below zero - his teammates had hurried off Soldier Field to the warmth of their locker room. But in his ''34'' jersey, the best running back in National Football League history was out there all by himself on the Bears' bench, his face smeared with tears.

''One more year,'' a voice in the stands yelled. ''One more year, Walter, you can do it.''

At age 33, Walter Payton had planned on two more games and another Super Bowl ring. But with the Bears trailing, 21-17, with 41 seconds remaining, he had lined up in a fourth-and-8 at the Bears' 36-yard line. At the snap, Jim McMahon drifted back and tossed a short pass to Payton, who was driven out of bounds along the right sideline by several Redskin tacklers at the 43-yard line, a yard short of a first down.

After all the years and all the yards, on his last play, Walter Payton had been stopped a yard short of a first down.

''You got to try to get out of bounds,'' he would say later. ''And you got to try to get as much as you possibly can.''