I was originally wondering why we don't see more torturous type of games among masters. For example, instead of proceeding to checkmate, the player in control methodically takes all pieces of his opponent before ending the game. This would be a more gratifying experience, especially if there was bad blood between the players. Then it dawned on me, that at the master level, a player usual resigns as soon as he knows he lost competitive influence on the outcome of the game, thus he avoids subjecting himself to that kind of "punishment." But chess has a long history and perhaps I'm wrong and there is actually a few good instances of tortuous winning.
Are there such examples of torturous winning, where a grandmaster resists his urge to resign and lets the opponent take all of his pieces before he gets checkmated? Perhaps taking every piece before checkmating is extreme, I would also accept answers that could show a famous grandmaster game where a winning player exhibits "arrogance."