Collingwood was easily the pick of the England batsmen Thursday, hitting 79 off 41 balls before being run out from the penultimate ball in an innings that included four sixes, but he stood alone in his defiance as no other batsman made more than 25.
The new skipper's bowling was rather less successful as his one over with the ball went for 17.
Worse, he committed the almost unforgivable crime of conceding a no-ball for having too few fielders in the circle, as West Indies made 208-8, a target England never really looked like chasing down.
They began their reply briskly - if not outrageously - but found their momentum checked in the fifth over as Alastair Cook, having made 15 from 16 balls, skied Dwayne Smith to Dwayne Bravo with the total on 40.
A two and a six later, Matt Prior, having made 25 from 14 balls, hoisted the same bowler to Daren Powell at long off, and England were stuttering.
Two wickets down did, at least, bring in Kevin Pietersen and successive boundaries off Darren Sammy - a cleverly placed cover drive and a firm clip through midwicket - seemed to have got England moving again.
No sooner was he off strike, though, and Sammy struck, moving one in through Jonathan Trott's attempted drive to bowl him for nine.
Pietersen himself fell soon after, run out for 16 off 11 balls by a brilliant piece of fielding from Dwayne Smith.
To make matters worse, he fell awkwardly as he dived to try to make his ground and, although he was able to walk from the field after being given out by the TV umpire, he appeared in some discomfort.
Owais Shah gave Dwayne Smith his third wicket, lbw for seven, and when Dimitri Mascarenhas angled a catch to Runako Morton, England were 101-6 and in big trouble.
Collingwood and Michael Yardy, though, mounted a remarkable recovery. After a spell of nudging and nurdling, the assault suddenly began.
Collingwood lofted straight sixes from a Samuels over that went for 20, and then bludgeoned a full toss for six over square leg in the following over.
From a position of seemingly certain defeat, England found themselves needing 30 to win off the last two overs.
Ravi Rampaul, though, restricted England to just seven from the penultimate over, and that left England too much to do.
For West Indies, Devon Smith had struck a magnificent 61 and Marlon Samuels a rapid-fire 51.
After Chris Gayle had fallen early, Smith, whose innings lasted just 34 balls, added 84 for the second wicket with Shivnarine Chanderpaul, who made an inventive 41 off 27 balls before pulling Dimitri Mascarenhas to Alastair Cook at square leg.
Denesh Ramdin and Samuels gave the innings a second burst of momentum. Samuels's half-century, which included four sixes, came up off just 25 deliveries, the second fastest 50 in Twenty20 international history.