Was it against the computer or another player? Now, let's break it down. Fury absorbs a huge amount of damage, but it can be easily dispelled by an attack from a creature or a Chaos magic spell. So, first, we attack some Executioners with Earth Shock (or something else), and then we shoot/attack with melee units. I don't think the computer knows how to do that. Also, if an Orc has Chaos Resistance, the Dark Elf controlled by the computer simply won't cast Chaos magic, which, in my opinion, is a huge oversight. Plus, the computer makes tactical mistakes... Although, playing against the computer is still not interesting. I need to try playing against another player.
Major: Orcs won't go into negative Fury because that's only possible during Wait or Defend. And during a physical attack, the Fury value doesn't drop below 0.