Pick a dramatic Hentai anime or manga, and chances are it's going to end like this, sometimes mixed with a Gecko Ending or No Ending. Especially with plots involving blackmail and enslavement, it's the rare dramatic hentai that doesn't end with the female characters involved having their minds and/or wills broken by repeated rape and becoming some variety of Sex Slave to the villains, with the bastards doing this to them getting off scot-free.
That said, the show's antagonists seldom win. Although the crew is villainous, they usually do the job they're hired to do without fail. The closest thing the show has gotten to this trope is the Fujiyama Gangsta Paradise arc, in which Rock fails at saving Yukio, Ginji stops trying to be a better person and is subsequently killed by Revy, while Balalaika sweeps the board and dismantles the Washimine Clan and successfully backstabs her erstwhile allies, while disillusioning Rock on top of it. Unusual in that the 'Big Bad' was still technically The Hero's employer...
An episode in the Hoenn arc of the Pokémon had this with a Team Magma agent named Brodie, who is notorious for his many disguises. He disguises himself as a researcher at the Weather Institute named Millie (think Millibar) to steal data on Groudon, and succeeds. Should we mention that his Ditto is formidable?
As of the Best Wishes arc, the Team Rocket trio gets to experience this when they got promoted, succeeding in several of the missions given to them by Giovanni.
In the fourteenth movie's two versions, Pokemon the Movie: White - Victini and Zekrom and Pokemon the Movie: Black - Victini and Reshiram, Damon, despite his Heel–Face Turn, wins. At the end of the films, the Sword of the Vale has been moved, the People of the Vale have reunited to rebuild, and the credits hint that their once-ruined homeland can be restored.
Silent Möbius — episode 20 of the anime concludes with the total victory for the villain, Ganossa Maximillian. First, Ganossa beautifully forces Katsumi Liqueur to admit her love for Roy Device. Then, the morning after they get engaged and spend their first night together, he kills Roy in a bloody way while Katsumi is showering. When Katsumi discovers the dying Roy covered in blood, she goes insane with grief, unleashing a flood of power and vaporising her apartment building. It ends with Ganossa standing in the ruins, bowing to the viewer...
Berserk's anime adaptation does not end well at all for anyone except the bad guys. Griffith goes evil in a big way and becomes the fifth member of the Godhand, Femto. He throws his former friends, the Band of the Hawk, to the wolves as they get eaten by monsters straight out of nightmares, and then, as his very first act upon becoming Femto, rapes Casca to insanity right in front of Guts, with Guts losing a hand and eye to demons and being powerless to do anything about any of the above. The manga continues on from that point, and the point where the anime ends is just before the Skull Knight shows up to pull Guts and Casca out of the fire before Griffith and the others can finish them off.
In YuYu Hakusho, Sensui's known goal is to open the portal to the Demon World, allowing the demons to destroy humanity. However, his true goal is to go to the Demon World in order to find a demon stronger than himself to kill him, to atone for all the innocent demons he's killed in the past. He achieves his true goal because of Yusuke, revived as a demon and possessed by his ancestor, Raizen. In addition, in the end of the series, it turns out that the Demon World portal is kept open, and humans and demons are actually living in peace with each other, not violently. This is even lampshaded by Yusuke, who says that Sensui really did win in the end.
The ending of the first season of Code Geass, the finale ends with a Britannian victory, though a Pyrrhic one, and the deaths of several Black Knights, including main members, and the incarceration of the survivors, and with the main hero, as revealed in the Oddly Named Sequel, captured, having his memories erased.
By definition, this is going to be true of Code Geass' spin-off, Akito the Exiled. As Akito is part of the EU forces, which are canonically defeated and conquered by Britannia both offscreen, and quite early, in Code Geass R2. Not to mention the appearance of Suzaku.
Likewise, the Sasuke and Sai arc: the next attempt to bring him back and kill Orochimaru fails miserably, and the team sent after them only survives because Orochimaru agree with Kabuto that it was more advantageous for them. Not a completeDowner Ending though, as at least Sai's character arc had a happy resolution.
Despite Obito/Tobi not possessing Naruto and Bee, he and Madara still resurrect the Ten-Tails, thus technically, Obito had won the Fourth Shinobi World War despite the protagonist's best efforts.
And despite being powered up by the Sage himself, Madara, upon resurrection, becoming the Ten-Tails Jinchuriki, and finally retrieving his left Rinnegan casts Mugen Tsukuyomi. The entire world except for Team 7 is trapped in it.
The anime of Elfen Lied ends with Lucy's fate ambiguous, Kurama blown up, and Big Bad Kakuzawa laughing manically after declaring his victory. The manga features a more traditional Bittersweet Ending, as Lucy dies but is reincarnated as two human girls, Nana and Kurama live together happily, Kouta and Yuka have children, Nozomi starts to get her voice back, and it is implied that Lucy's childhood friend actually survived being shot.
That last implied possibility may in fact be a scanlation error. Most sources I've seen say the poster Wanta passes is for Aiko's mother.
The anime version of Chrono Crusade. The protagonists (Azmaria) all die and the villain survives and partially realizes his Evil Plan.
The Marineford arc of One Piece. Blackbeard kills Whitebeard and steals his powers, Luffy has sustained a massive amount of damage and sacrificed part of his lifespan in vain, and several villains from previous arcs have now been freed from prison (by Luffy himself, no less).
The Skypeia arc is a partial example, as Eneru's master plan is to a) build a giant golden airship and fly to the moon and b) annihilate Skypeia on his way out. While Luffy gives him a vicious beating and saves Skypeia, Eneru is still able to flee on his airship to the moon anyhow. Seeing as Eneru was the Straw Hats' toughest opponent up to that point (to the point that the only way they could even lay a finger on him was for Luffy to just so happen to have the right Devil Fruit power for the job) and, Skypeia being an isolated Floating Continent, no one had any way to restrain him after he was beaten, this was probably for the best.
In Higurashi: When They Cry, every possible worldexcept one ends in a victory for the leader of the conspiracyMiyo Takano: Tomitake is killed, Rika is dissected, Hinamizawa is sterilized, the leader escapes, and no one ever discovers the truth about what happened. The only exceptions (besides the Happy Ending) are the Watanagashi and Meakashi chapters, but even those are an incredible Downer Ending. Hinamizawa is unsterilized, but only because Rika was killed by Shion; the infamy of Shion's murder-spree shrouds Hinamizawa and the few characters that did survive either move away or are missing in action.
Wolf's Rain - after everything the wolves and Cheza went through Paradise starts to form, but because Darcia's freaking eye is in the water, Paradise is tainted and it turns into the modern world filled with humans and hate and war all over again.May be mitigated by the last few moments when we see Kiba, reincarnated in the modern world, starting to run, implying that the search for Paradise has just begun anew.
Dai Mahou Touge. The main character, Punie Tanaka, is a Villain Protagonist who is sent to Earth from an alternate dimension as a test to check if she is adequate to be the heir to her parents' despotic and dystopian kingdom. During the course of the series, rebels and jealous sisters try to eliminate her. They all fail horribly, and Punie passes the test with flying colors.
Suitengu of Speed Grapher succeeds in his ultimate goal. He gathers all of the yen in Japan in a skyscraper, and burns it all, plunging Japan into an economic crisis, kills all the members of the Ropongi club, and his main rival goes blind from overuse of his powers. Suitengu dies, but he dies the winner.
Even though he gives up on his plan of creating a shaman-only world, Hao becomes the Shaman King at the end.
In Hellsing, the Major succeeds in defeating Alucard, even though Integrakills him in the end. The Major went into this whole thing wanting a great war, and he was happy that he got one before he died.
Millenium as a whole, really. The number of survivors in London total 2, Integra, and Heinkel. All they wanted was to die in glorious battle, and that's exactly what they got.
Neon Genesis Evangelion ends with Seele successfully starting the Human Instrumentality Project/Third Impact. Although it's arguable if the end result is what they wanted.
Emperor Dornkirk/Isaac Newton gets everything he sets out to get in The Vision of Escaflowne. It takes him awhile but he does eventually activate the Atlantean machine that creates the Zone of Absolute Fortune where everyone's wishes are granted. It turns out badly and threatens to destroy Gaea just as it did Atlantis forcing Van to destroy it but who didn't see that coming?
Still getting what he always wanted, now at slower rate, but with no risk of accidentally creating a universe-destroying monster, is hardly "rough". Getting your memories, and, effectively, personality retroactively rewritten might be considered such but he didn't seem to mind.
Following the Yotsuba arc, anyway. L is killed along with Watari, having been successfully tricked into thinking of the Kira as someone other than Yagami Light. Yagami Light, now with all the nuisance out of the way, begins to rule the entire world with his iron fist - until the introduction of Mello and Near, the latter of who later successfully brings about the downfall of the evil Kira after a Time Skip in the final arc.
If the speculation and theories surrounding the unnamed Shinigami in Relight are taken to be true, then this is the case with Light, now that he's been reincarnated as a literal god. Reasonable doubt could be cast on this, though, as the reaper appears in the animated adaptation of the series, but not the original manga or films, where Cessation of Existence is definitely in play.
Fate/Zero ends with Gilgamesh and Kotomine riding off into the sunset after causing immense destruction to the city of Fuyuki.
Demon King Piccolo from Dragon Ball succeeded in everything he wanted. He got the dragon balls to give him eternal youth and killed the dragon so no one could ever use the dragon balls against him. He also killed a number of the strongest fighters in the world, and seize control of the entire world. Too bad his reign was short-lived because of Goku.
The Cell Arc - no, really. Even though Doctor Gero can only watch his triumph from Hell, he is the only villain in the entire Dragon Ball franchise to have got exactly what he wanted; the death of Son Goku at the hands of his creations.
In a twist on the usual Z movie format, the 2013 Battle of Gods special introduces a shiny new power-up for Goku...that still isn't enough to beat the villain. He's too spent to blow up Earth like he planned, so call that a win.
The Hunter Election arc of Hunter × Hunter. While Pariston isn't really a villain, he's still an aggravating Troll who infuriates the other Zodiacs, who try to stop him from using his massive connections to easily dominate the chairman election. They ultimately fail, only for it to be revealed that Pariston's actions were to pay tribute to Netero, the previous chairman, and he quickly resigns the position to Cheadle, who had come in 2nd.
In the original timeline of Green Worldz, all of Akira's companions are killed by the female human hybrid's silkworm moth bugs. Akira himself was knocked unconscious and suffered a permanent scar on his forehead, losing the battle.
Near the end of Yatterman Night, it is revealed that the Lord Yatterman that rules the Yatter Kingdom is none other than Dokurobei, the Big Bad of the original Yatterman series who after suffering countless losses eventually decided to bring his A-game and successfully killed the original Gan and Ai, stealing their identities so that he can slander their name for all eternity.
In Tokyo Ghoul, the original series concludes with this implication. Anteiku has been destroyed, many prominent Investigators have either been maimed or killed, Kaneki has been defeated and possibly even killed, and Yoshimura has been captured by Aogiri so they can use him to create new Half Human Hybrids. The survivors of Anteiku and CCG are all left emotionally broken, realizing that no one really won in the end while The Clowns celebrate having the "last laugh". Good thing a sequel came along, providing a second chance.
In Century Soup arc Toriko, loses battle against Tommyrod, along with his hand, while other villain snucks past him,knocks out Komatsu and steals the soup. Teppei swoops in and defeats heavily-injured villain... and then bigger and stronger villain comes in. At this point, only conveniently-timed arrival of Setsuno prevents him from finishing off heroes, but soup is destroyed, and only chance to restore him - Komatsu, who manage to taste last droplet. This makes things a little better, but doesn't change the fact, that villains manahge to win and get exactly what they wanted.
Cooking festival practically ends in this - by the end only one out of four kings is able to fight, main character is on the brink of death, many chefs (including Komatsu) are kidnapped by Gourmet corp, all 0th biotope workers simultaneously intercepted and destroyed (some of them gets better), president is defeated by Midora and finished off by blue nitro, and, on top of all that, big bad bombards the world with meteor spice, killing and ijuring billions and starting world hunger. Only thing, that make bad guys victory incomplete is reveal of the even bigger bad, who manipulated them from start.
NEO organization is ends up on top in Cooking festival - they left in shambles both IGO and Gourmet corp, finished their spaceship and find a substitude for Komatsu - one target, that they dont get in the end. So, basically everybody, except good guys win.
In Gintamaat the end of the Shogun Assassination Arc, the Tendoshu not only succeeded in swaying Nobunobu to sell out the Kihetai as the new Shogun and have the Harusame betray Kamui but they even succeeded in having Shigeshige assassinated even when the heroes and allies kept him safe and in hiding. More so that while Takasugi was the main antagonist of the arc, he ends up in a coma after a long battle against Gintoki and the ambush by the Tendoshu's enforcers the Naraku. This makes the Tendoshu as a whole show themselves why they are the Greater Scope Villain of the series.