IT WAS Matthew Lloyd's final Anzac Day game as a player, and the Essendon legend still can't work out how his side won the game.

The 2009 classic between the Bombers and Collingwood is best remembered for fourth-gamer David Zaharakis' match-winning goal in the dying seconds.

But where does it rank in Lloyd's greatest ever Anzac Day moments?

Watch the former skipper and goalkicking great name his top five memories from the past 25 years in AFL.com.au's new series Lloydy's List.

Zaharakis' late goal capped a remarkable comeback for the Bombers, who were 14 points down at the 24-minute mark of the final quarter in front of more than 84,000 fans at the MCG.

"It was my last Anzac Day [as a player], I was the captain of Essendon in 2009. We were gone for all money.

"It started to rain in the last quarter and I could see Essendon supporters leaving heading up the race of the MCG.

"Ricky Dyson kicked one from the boundary and then Andrew Lovett got on a run and kicked a few goals, he played really well.

"We got within a goal with seconds to go and Nathan Lovett-Murray kicked the ball in and Zaharakis being there and taking the mark on 50. Some thought he should have gone back but [with] the rush of blood he said 'I'm going to keep going'."

Lloyd, who retired at the end of 2009, said he watched the ball sail through over his head from the goalsquare. It sits as one of the most unlikely wins of his career.

"I still to this day don't know how we won that game. The Essendon supporters were in absolute raptures and the Pies were in absolute shock," he said.