Jet McCoy, Cord McCoy

Jet and Cord McCoy's never-say-die attitude helped them make Amazing Race history earlier this season when they became the first team to jump from last to first with a Speed Bump. But the cowboys/brothers couldn't make one last comeback when it mattered most in the finale, falling to Dan and Jordan. "We thought we could catch up to them right up until we came out on the tunnel and saw them on the mat already," Jet, 30, tells TVGuide.com. "There was obviously disappointment that we were second, but you take the bad with the good. We had a great time and feel like we ran a great Race." See what else they say about the infamous cut-in-line, if they tried to move up to first class and why Cord, 29, had "a lot of fun" at the virtual reality task.

TVGuide.com: Jet, was there really no way you could've moved past Jordan at the virtual reality task? And why did it take you so long to figure out you need to spin to read the message when Jordan had just done it?
Jet: Jordan was standing dead in front of me. Cord said that if I moved too far left or right, we had to start all over, so I didn't want to chance it and move too much that we had to restart. We would've lost more time then since we were behind.
Cord: There were two levels. It wasn't clear [on the show] we were at the first, and they had just finished the second level, so there was a little bit more time in between us than people saw. Even if Jordan wasn't in the way, we wouldn't have gotten the message yet. The spinning took a minute [to figure out]. I was more focused on directing Jet and making up time to pay attention to them. It was a bit confusing because [Dan and I were] shouting next to each other. I'll tell you what, it was a lot of fun yelling the fake directions to those guys. I was waiting for Jet [to get suited up] and just messed around!

Amazing Race's Daniel and Jordan: First-class move "made all the difference"

TVGuide.com: At the airport, when Jordan put his backpack down, did you know he was planning to cut in front of you?
Jet:
No. He kind of snuck up and dropped his bag. Nobody was paying attention. Cord was laying right next to it and he didn't even roll over. Nobody even thought that was even an option. And it didn't change anything. If it helped them, that's one thing, but we knew we were all getting on the same flight. So I don't know why they did that. That's what we're still wondering. But it is what it is. It's over.

TVGuide.com: Did you know they moved up to first class?
Jet:
No. We knew they were gone and that they had to have gotten ahead of us somewhere. I bet they got a 15-20 minute jump right out of the airport. We didn't really think to do that. Obviously that helped them, but we never thought we were out of it.
Cord: On the very first leg, we spent a lot of the time in last and moved all the way to third, so Jet and I knew the jumps you could make, not only from last to first, but vice versa. That gave us a wake-up call to just always do your best and be aware. Around home, the things we encounter every day on a ranch, there's always something frustrating, so you've got to slow down and think your way through, and we took that with us on the Race. We never took a deep breath until we were at the mat.

TVGuide.com: There were lots of internal fights this season, but you were shown to be friendly with everyone. Did you butt heads with any teams that we didn't see?
Jet:
No, we got along fine with everyone. Me and Cord, we were focused on the Race itself. We didn't really spend a lot of time worrying about everyone else. We just tried to focus on ourselves and the task at hand. Everybody was talking about alliances and teaming up and all that.
Cord: We never even got invited to work with another team! [Laughs] Nobody came to us and said, "Hey, you want to be in an alliance?"

Amazing Race's Michael and Louie: "Mr. Know-It-All" Joe needs to get over the U-Turn

TVGuide.com: What did you think about Brandy saying Caite should've U-Turned you at the finish?
Cord: We didn't care. If she U-Turned us, we would've just done the other task. We were only worried about getting U-Turned when there was one. I think Jet told Mike and Louie we would U-Turn them if we got the chance.
Jet: Yeah, because we had won four legs and they had won three, so I told them flat-out, "If there's a U-Turn, I'm going to U-Turn you because obviously y'all have shown to be our toughest competition." That's the cool thing about Mike and Louie. They said, "OK. I'll U-Turn you too." They got it. It's part of the game. I really thought by the time we got to the mat that Brandy would've let the U-Turn go. OK, she U-Turned you, but whatever. The Race is over. I was shocked to see she was holding onto that. The thing about it is that they could've edited [her outburst] out, but that was just part of the drama.

TVGuide.com: What's next for you?
Cord:
I have the Cord McCoy Invitational coming up May 28 and 29 for professional bull-riding. We are raising money for Relay for Life and American Cancer Society. On the Thursday before the bull-riding, we're having an "Oh, My Gravy! It's a Pink-Tie Affair" banquet with a band, a dance and dinner. People can buy tickets to donate money.

Amazing Race's Carol and Brandy: Caite "very clearly had a problem with us as lesbians"

TVGuide.com: Have you said "Oh, my gravy" your whole lives?
Cord:
You know, I didn't know how much I did until I watched the show. I couldn't believe it.

TVGuide.com: Fans would like to see you on All-Stars. Would you be up for it?
Jet:
Probably so. The fans have been really sweet, and we love the support and talking to them.
Cord: Tell [CBS] they should have another All-Stars!