Corry got his team off to a flyer by scoring a third-minute try as England gave the All Blacks easily their biggest test since they left Auckland last month.
Whereas Wales and Ireland capitulated under relentless New Zealand pressure and collapsed to 38-point defeats, England took everything the All Blacks could throw at them - and still came back for more.
New Zealand's 23-19 triumph means they are one game away - Scotland at Murrayfield next Saturday - from completing a first Grand Slam since 1978.
England, in contrast, have to pick themselves up for a Twickenham appointment with Samoa, and mentally at least, it could prove a tough task.
"The lads were devastated," said number eight Corry.
"We set our own targets for the game, and in a way, you have to welcome the hurt because that's what makes winning so special.
"It hurts like hell, and I hope we don't feel like this again for a hell of a long time.
"We knew what it would take to beat this side. The biggest mistake was that we got ourselves in a position to win the game and couldn't just close it out.
"It was a physical game, but probably from our making. We realised what it would take," he added.
"This New Zealand side had never been put under pressure. We wanted to put them under a load of pressure and see how they reacted. I have no qualms about how physical the game was."
It was comfortably England's best performance in 10 Tests since Andy Robinson replaced Sir Clive Woodward as head coach, but their post-2003 World Cup record still shows a success rate of under 50%.
"We're all about winning games of rugby. We never want to lose a game at Twickenham," said Corry.
"Regardless of what the bookies were putting a spread on, or you were writing about, we went out there knowing we had the capabilities to win the game.
"We showed that we were not going to stand off them, but took the game to them. The hardest thing is we got so close, but were not quite there.
"They are a very good side when they have got space to run into. When we denied them the space they looked quite ordinary, certainly beatable, and not as imposing as they have done. Unfortunately, at crucial times, we just gave them a little space.
"We had a lot of possession and territory and didn't capitalise on that. There was some tremendous effort out there - the lads wanted it badly - but it just wasn't enough.
"In the last 10 minutes, we had them on their knees and we were up for it.
"You are not going to get many clean breaks against them. We didn't really expose them, and they are an excellent side, let's not discredit them, but if we were playing them again next week I think we could beat them."
Corry and his colleagues will report back for duty on Tuesday, with Robinson due to announce his side for Samoa the following day.
Robinson would not be drawn on whether changes will be considered, but first Test-match starts could beckon for the likes of Wasps full-back Mark van Gisbergen and Bath hooker Lee Mears as England look to finish a promising autumn campaign with a comprehensive victory.