Saints to interview Mike McCarthy at the end of this week near Jan 29-Feb 1 [Underhill: McCarthy would have to be the current favorite]

Holmgren and Parcells both brought their teams to Super Bowls; that has to count for something, right?
The point is that they didn't win it, and that the odds are stacked against it. That's it.

Right now the only 2 active coaches with a chance to do it for the first time are Payton and McCarthy (I'm counting McCarthy as "active" since he'll coach in 2025 and beyond, even if he's not on contract right now). But history is not looking kind on them.