Angel Heart: The bad guy is running around killing off everybody Harry Angel interviews, and each one gets him in further trouble with the police. Harry Angel is desperately trying to clear his name and get the heck out of this madness. Unfortunately that's complicated when it turns out he is Johnny Favourite, the man he's been searching for the whole time. To make things worse, it turns out there was an even bigger bad guy- the Devil- who orchestrated the entire movie. Literally, after Johnny Favourite tried to cheat the Devil of the soul he owed him, he suffered an injury in World War II that gave him amnesia, allowing him to take over the memories of the man he tried to steal his soul from. Then the Devil let him fall into a false sense of security, only for it all to come crashing down around him twelve years later when he literally hired Favourite to find out who he really was, commit a series of sins that included rape and the murder of all the people who helped him in his efforts to get out of his deal- and in the process condemn himself to Hell, thus fulfilling his debt. There's a reason why the tagline was "Harry Angel is searching for the truth. Pray he doesn't find it".
Ator III The Iron Warrior (one of the sequel movies to MST3K's Cave Dwellers): The climactic end battle features the hero battling a shape-shifting sorceress by the edge of a cliff while his girlfriend is tied up waiting to be sacrificed. After burning the witch and tossing her off of a cliff, the hero rescues and embraces his girlfriend, only for her to open her eyes and reveal that they are the same color as the witches'...
Basic Instinct: Catherine succeeds in falsely leading the police and Nick, the anti-hero, into believing Beth was the killer - and Nick killed her, too. Catherine? She successfully escapes the law and proceeds to have sex with Nick. The last shot reveals that she intended to kill him too, but calls it off because she likes having sex with him.
In Brazil, the protagonist wins by going insane and becoming untouchable by torture. The bad guys win through the more normal method of not losing and crushing all their enemies until they no longer present a threat.
Cabin By The Lake: In-story, Stanley's script initially ends with the killer murdering the final girl and getting away with it. When his own victim escapes the death he initially planned for her, he tries to invoke it himself.
Stanley: Third act. This boy drowns girl... again. Can you say it hadn't?
The Collector: Freddie is stalking his next victim at a nursing school.
Conspiracy: The group of Nazi protagonists are all bad guys, mind you. It's just that the lesser bad guys are overruled by the more evil ones by the end. Heydrich gradually squashes any dissenting opinion and forces all the other ministries that opposed the genocide in some way to fall into line with the SS, and the Holocaust goes ahead as planned. Some of the attendees were punished for their crimes after the war, but a distressing amount became Karma Houdinis.
Count Yorga: Both of the films did this as their ending despite the title character dying. In the first film He bites the damsel just before the protagonists show up. When the last remaining one reaches her, kills Yorga, and chases off his other two female vampires. The damsel turns, bites and kills the protagonist. In the second film, the protagonist manages to kill Yorga and save the damsel. But while on his way to do so was trapped and bitten by Yorga's harem. Dooming the damsel to be bitten by him and joining the undead anyway.
In Cube 2: Hypercube, the overseers of the Hypercube kill everyone they set out to get rid of by throwing them into the highly dangerous environment, and retrieve Alex Trusk's device. And they kill Kate, their own employee, probably because she knew too much or because it was a suicide mission from the start.
In Cube Zero, Jax and the other villains win. Wynn is lobotomized and thrown back in the cube, and Rains is on the run until she'll be recaptured. Everybody else dies.
Curse of the Golden Flower: The mad Emperor, played by Chow Yun Fat, defeats the usurpation attempts by his sons, who all die, and continues to have his wife slowly poisoned. However, it's arguable that the Emperor doesn't really "win." However, the Emperor isn't quite the Magnificent Bastard he at first appears to be: judging by his reactions, he didn't want all of his sons to die.
Damnatus: A double subversion, where the daemon G'guor kills the heroes, but then realises that the delay caused by an Eldar farseer acting as Nira's Amplifier Artifact has allowed the Inquisition to arrive and initiate Exterminatus. And THEN he just smiles and reflects that although the farseer is taking him with him, "defeat is not factored into the plans of the Ever-Changing."
The Dark Knight: Even though the people failed The Joker's test, he still managed to turn Harvey Dent into a monster. This forced Batman to sacrifice his reputation and live with it for 8 years. The Joker may have lost his battle for Gotham's soul but his schemes continuously tormented Bruce.
The Dark Knight Rises: Bane literally succeeded in almost everything he set out to do, halfway through the movie.
The Day Mars Invaded the Earth: The 1963 Cold War paranoia film shows us a scene where the brother of the main character (a scientist who has stumbled upon the Martian invasion plot) is disintegrated by the aliens and replaced by a doppelganger. Said doppelganger then cheerfully rounds up the hero and his entire family on the pretense of escorting them to a safe hiding place. We then abruptly segue into a shot showing all of their disintegrated outlines (kids included) on the ground, which are swiftly washed away. Roll credits!
The Dictator: General Aladeen defeats his uncle for betraying him, but the ending falls under this trope on account of Aladeen being a Villain Protagonist who never undergoes a complete Heel-Face Turn, and instead continues oppressing his country afterwards. It's notable that his main opponent was also evil though, as he was simply trying to sell the country to the highest bidders for its oil resources. The real sufferers in this case are the Wadiyan people.
Dodgeball: A True Underdog Story: The "original" ending (included in the special features as a practical joke on DVD watchers) shows Goodman narrowly defeating LaFleur, then enthusiastically celebrating his victory as the movie comes to an abrupt end.
Fallen: The righteous man fails to destroy the fallen angel. I wanna tell you about the time I almost died...
Final Destination: Death is never seen as a physical entity, but it is implied to be a force with intelligence or sentience, or perhaps even God. It spends the movie trying to kill the protagonists who try to evade their death, and in the end, it succeeds. It is even seemingly implied at the end of the fourth film that it was the Death/Fate/Whatever/Force/Spirit-Thing itself giving the protagonists in all of the films their premonitions, just to toy with them in a little game it was playing, which they never had any way of winning from the start.
Funny Games: To put it shortly, Paul and Tubby ultimately won their bet.
Gamera 3 Awakening Of Irys: An interesting variation. It's implied by one of the characters that Gamera is actually the bad guy and that humanity might end up with a worse future than being hunted to extinction by the Gyaos. Unusual, considering Gamera is supposed to be the protector of humanity against the Gyaos within the films. It's never really made clear whether or not this is the case.
G.I. Joe: The Rise of Cobra: Though more of a Sequel Hook, it ends with Zartan taking over as the President of the United States, while the real president is taken prisoner (as revealed in a trailer of its sequel), and the good guys don't know it, setting up for G.I. Joe: Retaliation, in which Zartan has eliminated most of the Joes.
Ginger Snaps Unleashed: It ends with Brigitte successfully killing the male werewolf that has stalked her throughout the film. But she is then betrayed by the true villain of the film, Ghost, and locked in a basement to await her transformation, and it's strongly implied Ghost intends to use her to kill other people.
Glory: Subverted. In this movie, the Confederates were the villains, and they held the fort while the 54th got half slaughtered. But the epilogue notes that their sacrifice inspired other African Americans to join the army, and kept the Fort cut off from the Confederates (who ultimately lost the war).
Godzilla, Mothra, King Ghidorah: Giant Monsters All-Out Attack!: Double subverted. Godzilla (the villain) ultimately defeats and kills the three guardian monsters (IE: Baragon, Mothra, and Ghidorah). Sure he, explodes at the end due to one of the main human characters drilling a hole in his chest but his heart is still intact and beating at the bottom of the ocean indicating he will rise again.
The Great Escape: Also the true story it was based on. A few of the escapees do manage not to get captured again but most of them are re-apprehended and the majority of the re-apprehended ones are killed. The Worthy Opponent Luftwaffe Kommandant Von Luger is arrested for failing to prevent the break out, leaving the camp in control of the SS.
The Great Silence: In a rare twist for a western, the hero gunslinger is outgunned by the bad guys, who kill him, the girl, and all the townsfolk they were trying to protect. The filmmaker was strong-armed into creating an alternate Happy Ending for areas that refused to show the film otherwise, but he made it a Gainax Ending to discourage them.
In Halloween III: Season of the Witch: Dr. Challis apparently fails to a large degree to stop the Silver Shamrock cult from succeeding at their scheme to kill who knows how many children. The novelization of the film even implies Conal Cochran didn't actually die.
In Halloween: Resurrection: Michael finally succeeds in killing Laurie at the very beginning, and after the massive amount of damage he takes over the course of the film, is still alive in the end.
Hello Mary Lou Prom Night II: The villain is a bitchy prom queen who was accidentally killed by her boyfriend after being caught cheating on him. 30 years later she comes back and ultimately gets subdued by the same boyfriend by putting her prom crown on her head, which presumably satisfies the conditions of her revenge. He also decides to steal a kiss from her as a form of trying to make right what happened 30 years ago. Cue romantic flash back to the original prom. What is actually happening is that the prom queen is using the opportunity to Body Surf into the guy, who then goes on to kill his children off-camera. Then she comes back in a sequel and kills even more people. Oops.
The Ides Of March: In this political thriller, Stephen is able to get his job back, after being fired. However, instead of exposing Governer Mike Morris for sleeping with one of his interns and driving her to suicide, Stephen accepts that politics is dirty and decides to become dirty himself and continue to help Mike Morris become President. Both a case of Corrupt the Cutie and He Who Fights Monsters.
Ils (aka Them): The ending has both Clémentine and Lucas dying at the hands of the killers who have terrorised them throughout the night. The killers do get arrested after the events of the film, however.
Jeepers Creepers: At the end, Trish and Darry are unable to escape the Creeper, who corners them and snatches Darry away, later devouring his eyes and killing him in the process. Trish survives, but with considerable emotional trauma at the loss of her brother.
Last Action Hero: The Big Bad from openly crows about this trope being far more possible in the real world than in the world of film, although it's ultimately averted in his case; he's still inside a film where The Good Guys Always Win!
The Lawnmower Man: Jobe wants to enter cyberspace where he can control all governments and people in the world. Because Dr Angelo is distracted saving Peter he succeeds. In the end he announces his victory by making every telephone in the world ring at once.
Little Sweetheart. The main character, a nine year old girl, has successfully made $100, manipulated her uncle right into her pocket (her father's dead, and it's hinted that the mom is screwing the uncle), gotten her former best friend out of her hair at least temporarily (via two bullets and the ocean), though the friend is secretly still alive, and murdered the man she had been blackmailing via getting him shot by police after accusing him of murdering her friend. The best part? It's 1980s Texas. The police aren't going to want to do a bunch of work for a summer-only person when they can simply cover it up instead of having to explain that the only crime the dead man committed was running from police and robbing a bank via taking bonds while he worked there.
Man Of Tai Chi: Donaka of was wholly successful in getting Tiger to kill. He doesn't even seem to mind that he was the one that Tiger killed, his last line sounding fairly pleased with himself. Though he may have failed in the end as Tiger is remarkably okay with what he had to do.
"Manos" The Hands of Fate: The Master gets the protagonists Michael and Debbie—and their little dog too. There is a question mark after the title "The End" but there never was a sequel. In fact, the film was entirely forgotten about (for good reason) until Mystery Science Theater 3000 revived it.
Mary, Mary, Bloody Mary: It plays out this way, though the vampiric Villain Protagonist's being rather sympathetic makes it more of a Tear Jerker than a horror movie. Her father, who's also a vampire, ends up taking the rap for every one of her crimes after he dies. In a way, the real villain of the story is Mary's hunger for blood, which wins out over her genuine compassion and even love for her victims.
Memento: It turns out Leonard has been killing crooks named John G. or James G. for at least a year. He keeps killing John G.s because it gives his life meaning, as every time he does kill John G. he feels that he avenged his wife's death. He intentionally disassembles his wife's police report because it continues to give him something to solve.
In The Midnight Meat Train, although Leon overcomes and kills the Butcher, he is also overcome, muted by having his tongue ripped out, and turned into the new Butcher. Maya is killed. The monsters continue to feed and the villains continue to feed them. Tony Curran keeps being Tony Curran.
The Minus Man: Vann - the serial killer, is able to skip town unnoticed, after the husband of the couple he's staying with, killed his wife, causing a town uproar.
Murder on the Orient Express: Inverted. Poirot allows the murderer to go free because the murder victim really deserved it. In this case, the murderous "bad guy" is arguably an avenging "good guy." See the entry on the Zig-Zagging Trope page.
No Country for Old Men: Anton Chigurh not only kills the hero's wife, but also escapes town through a massive shootout and only gets a broken arm for his trouble. Plus, a bad guy kills the hero unseen, and on top of it all the cop fails to find Chigurh and retires.
No Way Out: Kevin Costner plays the Russian spy Yuri. As the movie ends, he has gotten away with his lifetime of spying and has a chance to return to the Soviet Union a hero but walks away. However, his cover IS blown at the Pentagon at least in terms of him being Sean Young's lover whom the CIA feels is the spy. So it is unlikely he can defect completely and return to his assumed life as Tom Farrell.
Now You See Me: The Four Horsemen get away scott free with all their robberies and Dylan succeeds in his plan to ruin everyone he blames for his father's death.
Oldboy: Played with. At the end, every event in the movie is revealed to have gone entirely according to Lee Woo-jin's plan; but he's struck by the realization that getting his revenge on Oh Dae-su will not bring his sister back from the dead and that he no longer has anything left to live for. So he shoots himself in the head soon after achieving his victory.
The Omen: Damien Thorn escapes his father's attempts to kill him; indeed, it is the father who ends up dead instead. Damien Omen II ends similarly. The made for television sequel Omen IV: The Awakening, also has this ending.
The demon possesses Katie and, using her body, kills and mutilates Micah, and then disappears. According to Wikipedia, there were two alternate endings, both of them also involving the demonic apparition winning. The original cut of the film, which was sent to potential distributors and has since been circulating on the internet", "featured Katie returning to the bedroom after the struggle heard downstairs, wielding a knife with blood on her tank top. She then sits next to the bed and rocks back and forth in a catatonic state throughout the remainder of the following day. Her friend Amber calls the house, and later arrives, discovering Micah's body downstairs. When police officers arrive, Katie comes out of her catatonic state and approaches them. The officers instruct her to drop the knife, but shoot her after being startled by a door suddenly slamming behind them. The movie ends with audio of the police discovering the camera as the credits roll." The Wikipedia entry also mentions "a third version of the film" which was "shown at only one public viewing", which "featured Katie returning to the bedroom with the knife and slitting her own throat in view of the camera."
The second film shows a brief but questionable victory in which Dan expels the demon from Kristi to Katie... before Demon-Katie returns to their home (after the events of the first film) and murders Dan and Kristi, leaving with baby Hunter.
Paranormal Activity 3 continues the trend with Dennis being murdered by a coven of witches, who take in Kristi and Katie in what sparks the hauntings of the first two films. Being prequels, the second and third installments are somewhat forced to abide by this trope.
In Paranormal Activity 4 demon-possessed Katie kills the entire family Hunter had been adopted by. Since Hunter staying with the family was probably her idea, whatever killing them accomplished is unknown.
Perfect Stranger: Rowena (Halle Berry) plays a reporter desperate to prove a popular business man (Bruce Willis) was responsible for her best friends death. Only to reveal that she killed he best friend, because she knew too much about her dark past.
Perfume: The Villain Protagonist kills enough nubile girls to make his perfect perfume, which is powerful enough to allow him to rule the world. He decides against it, however, and kills himself instead.
Grandson: Who kills Prince Humperdinck? At the end. Somebody's got to do it. Is it Inigo, who?
Grandfather: Nobody. Nobody kills him. He lives.
Grandson: You mean he wins? Jesus, Grandpa, what did you read me this thing for?
Naturally, though, Grandpa didn't say that Humperdinck won, just that he doesn't die. He just allows his grandson to think that The Bad Guy Wins.
Repo! The Genetic Opera: It manages to be slightly bittersweet, as Shilo gets her long-awaited freedom, but Rotti murders Mag and Nathan and then dies, leaving Rich Bitch Amber Sweet to take over Geneco with the support of her two psychotic brothers, meaning that its stranglehold on the planet will continue for the foreseeable future.
The Rich Mans Wife: Josie (Halle Berry) is made to seem like a victim, only to reveal that she was the one responsible for her husband's death; And she also gets rid of the man she hired to kill her husband. She gets away with it, because the police have no evidence to arrest her.
Rosemarys Baby: The future success or failure of the young antichrist isn't established, since the film ends while the tyke is still a baby, but in the events that we see the bad guys succeed at their scheme of spawning him and they apparently take Rosemary somewhat into their ranks as well.
Saw: The entire franchise. If you think you have won, think again!
Scary Movie: At the end of the first film it turns out that Doofy is the real Ghostface killer, and murders all of Cindy's friends and the two idiots copying him. He's then revealed to have been working together with the female reporter covering the story, and they both drive off before they can be caught.
Scream 4: The film nearly had this with Jill effortlessly carrying out of plan of being the sole survivor after revealing herself as the killer. She kills the one who she intends to frame, kills her accomplice, and wounds herself to make it look legit. It would've work...if not for A) letting slip to Dewey information she shouldn't have known and B) Sidney just barely coming out of her attack alive. Jill goes to finish the job but the heroes manage to kill her at the last second.
Secret Window: In stark contrast to the Stephen King novel it is based on, the movie ends with the evil personality not only taking over the protagonist near the end, but succesfully murdering his ex-wife and her new husband. He buries them in his backyard and grows a corn field over it. The police can't prove anything without any bodies and Mort consequently remains a free man. The movie chillingly ends the way Mort's own story does, with the murderous main character savouring some cooked corn cobs fertilized by his victims' corpses.
Serial Mom: Beverly Sutphin is able to con her way out of a serial murder trial, even though everybody in town knows she's guilty. It doesn't help that she goes right back to killing, after she noticed one of the women jury members wearing white after Labor Day. What's sadder, is that the woman was one of the jury members whom acquitted her.
The Shape Of Things: After Adam has told Evelyn that he will do anything she says to make their relationship work, he cuts things off with his only 2 friends (at her request) right before going into a gallery presentation that turns out to be Evelyn announcement that her master's thesis was a human sculpture. From the beginning, she was only feigning interest in Adam in order to attempt to manipulate him into the person she wanted him to be to prove a point. He exits the gymnasium, heart-broken to find a public gallery set up of objects "important" to their relationship, including a television in the corner that plays a sex tape of the two of them, to show his inadequacy in bed. Adam gets an opportunity to tell an utterly remorseless Evelyn what he really thinks of her, but she has already won, and she tells him that she's not going to give him any of his stuff back (including his grandmother's engagement ring) until she gets her grade.
Shinobi: The protagonist is forced to kill her boyfriend, gouges out her own eyes to keep from being used as a weapon by the Shogun, and the Shogun's men exterminate all of the ninja by stationing Gatling guns outside of their mountain lair and firing continuously until they were all dead.
Shuttle: Though his partner in crime (who he didn't even like) dies in the process, the main villain succeeds at selling the kidnapped protagonist into sex slavery.
The Skeleton Key: Cecile and Justify end up possessing Caroline and Luke respectively, leaving them both stuck in the bodies of elderly stroke victims, with no means of communicating what happened. It is also strongly implied that their friend is next.
Skyfall: Silva succeeds in everything he sets out to do, beginning with humiliating M and eventually killing her. Even though Bond kills him in the end, it's clear that Silva would likely have offed himself afterwards anyway, and all Bond truly accomplishes is that Silva dies before M.
Spellbinder: In this 80s occult horror film, an attorney saves and begins a relationship with a Mysterious Woman, only for that woman to set him up as a human sacrifice to the devil. The attorney's best friend was also in on the set up, and the film ends with both the woman and the best friend setting up another clueless male victim.
The prequel trilogy of is one of these for Darth Sidious/Emperor Palpatine. Anakin, not so much. However, by the end of the mainline trilogy, the good guys win in the end, so this is one of the Doomed by Canon examples explained above.
Ditto goes for The Empire Strikes Back. The good guys are successfully trapped and barely escape with their lives; Darth Vader wins the light saber duel with Luke, mangling, psychologically wrecking, and almost killing him in the process; Han Solo is captured and taken by Boba Fett to Jaba the Hutt. A Sequel Hook for the victory in Return of the Jedi.
Storm Of The Century: Linoge does "get what he wants" and "goes away" and the town is all the worse for it, and by the time the main character finds his son, Linoge has corrupted the kid to the point where it makes no difference.
The Strangers: The villains get away with murdering the family without much difficulty and are about to do the same routine to another one.
Touch of Satan: The hero sells his soul to Satan to save his new girlfriend (who had already sold her soul) begging him not to.
Servo: "So in the end, Satan wins."
Mike Nelson: "Yep - pretty much a complete shut-out for Satan."
The Usual Suspects: Agent Dave Kujan realizes all too late who the Big Bad is, and when he goes to get him, the guy's already gone, like he was never there to begin with.
And like that, he's gone.
The Vanishing: The original Dutch version uses this to chilling effect. At the end of the movie, the protagonist is buried alive by the villain, who gets away scot free.
The Villain: Unsurprisingly, it ends with the titular individual getting the girl (of her own free will.).
Wayne's World: Played with, featuring two fake endings as part of its climax. The first fake ending has Wayne's house burning down and Garth dying in the fire while the villain gets the girl and smirks to the camera "you didn't really think she'd end up with Wayne, did you?" Wayne and Garth suddenly jump into the scene Breaking the Fourth Wall and complain that the movie can't seriously end that way, and they move onto a Scooby-Doo ending before finally settling on the real Happy Ending.
The Wicker Man: Summerisle, although Howie predicts that the crops will fail again, and Summerisle will be the next sacrifice, making this victory entirely pointless. The infamous Nicolas Cage remake also has the villains winning in end. This time the lead protagonist (Nicolas Cage) is setup by his ex-girlfriend and her daughter on a island, dominated by women, whom sacrifices foreign men as part of their religion that deals with worshiping bees. The ending from the directors cut version, shows two women from the island at a local bar, looking for their next sacrifices.