1966 wasn't a goal. But apart from this, England has always been generally unlucky during big tournaments, losing with penalties against Germany a couple of times, then Argentina in 1998... I don't remember their mishaps in the past two world cups.
Germany is now playing with a very young team, and their under-19 and under-17 teams already became world champions... their future is secured for a very long time. But England? They desperately need to start building a new, young team from scratch.