If you put all your eggs in one basket, you risk everything at once, instead of trying to spread the risk.
(This is often used as a negative imperative- 'Don't put all your eggs in one basket'. 'Have your eggs in one basket' is also used.)
(USA) Used in response to someone saying "almost" in a win/lose situation. The full expression is "Almost only counts in horseshoes and hand grenades." An alternate form puts "and flinging shit from a shovel" at the end.