Since there are only a handful of World Series games each year, the same size is never very large for any particular set. Nevertheless, it's sometimes fun to see if there are any patterns.
Here are the last 20 times that a team was shut out in a World Series game:
We don't yet know about the 2011 series, but before that you have to go all the way back to the Yankees' loss in Game 2 of the 1996 series to find a team that got shut out but eventually won the championship.
The only other teams among these 20 to win the World Series were the 1993 Blue Jays, 1986 Mets, and 1985 Royals.
In all, there have been 112 shutouts in the World Series since 1919, and that's in 535 total World Series games (which includes through Game 4 of the 2011 series, again through 1919.) On a percentage basis, that's 20.9% of World Series games that resulted in shutouts.
By taking a quick peek at the MLB Pitching Encyclopedia, it looks like about 4.3% of games have historically ended up with either team being shut out. Although I calculated that using a weighted average, it's still an average over a lot of different eras, but nevertheless it does suggest that it's good pitching more than good hitting that gets teams to the World Series.
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