They're one of those clubs where the fanbase feel they have a 'heritage', at least in terms of the way they play. Probably because they won the World Cup in '66 and all that...
Spurs are another. Even though for the first decade or so of my life WH were a yo-yo team between the top 2 divisions, and Spurs have never won anything. Well there was that league cup that one time, I guess.
It's why they sacked Moyes, even though he'd actually won a trophy. Doesn't matter how stable and solid their team is, they always think they should be up higher in the table and playing good football. I guess all fans think like this, in one way or another, but can't help but feel they're a lot more self destructive with it.