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24: Season 8 sees the IRK terrorists fail to smuggle the nuclear rods out the US, but succeed - eventually - in assassinating President Hassan. Then the Russians succeed in derailing the peace agreement with Jack's help, as it would have been forged in blood and lies. In short, the terrorists are 2 for 3, even if most of the IRK and some of the Russians didn't live to see their victory. Furthermore, Renee Walker is dead, Jack is forced to flee the country and the people's faith in their Government takes a severe pounding.
Jack Webb's police dramas Adam-12 and Dragnet often had courtroom-based episodes where the criminals – even though to the viewer were completely guilty – had the charges against them dismissed for one reason or another. Witnesses failed to show or didn't cooperate, police officers make critical mistakes in seizing evidence … the list goes on, and it proved the point why sometimes the bad guys won.
Alf: TV being what it is, series cancellation can create this trope by mistake. In the final episode, Alf is captured by government agents. It was meant to be a season end cliffhanger, but then the show got canned. Eventually, a TV movie was made to rectify the downer ending.
Alfred Hitchcock Presents: Someone would often end up getting away with a heinous deed. In a framing segment afterward, mostly to placate moral guardians and sponsors, Alfred would assure us they were eventually apprehended by the law and paid for their misdeeds.
"The Tale of the Midnight Madness" was about a mad scientist type, Dr. Vink, who attempts to save a failing theater with a special version of Nosferatu wherein the vampire wins. This being Are You Afraid of the Dark?, the vampire has the power to leave the film and terrorize the protagonists.
"The Tale of the Chameleons." A chameleon impersonates one of the protagonists while the girl herself is slowly becoming a chameleon. If either of them get hit with water, they'll be a chameleon forever. The climax has a game of "Who's the real one" as the other protagonist has to decide who's the real human. She blasts one of them with water and throws the chameleon down a well, drowning it. All seems well, until the end of the episode where it's revealed the survivor is the chameleon-disguised-human, and plans to turn the other protagonist and both their families into chameleons as well.
"The Tale of the Super Specs". "It was a battle between our universe and another universe, and the other universe won".
Arrow: The conclusion to the first season. The Hero seemingly beats the Big Bad and disables his Earthquake Machine only to learn that the latter had built a back up which proceeds to level half the city, killing the former's best friend in the process.
Being Human: In the final episode, it is heavily implied that the Devil sends our heroes into an idyllic dreamworld in which they defeated him whilst he brings about the apocalypse.
The first series starts with the bad guy, Henry Tudor having effectively won already. Although he loses the Battle of Bosworth Field in the first episode, he eventually ends up claiming the throne thirteen years later after Percy accidentally poisons the royal family to death, then for the real kicker he rewrites the history books to erase Richard IV's reign altogether.
Blackadder Back and Forth had the modern incarnation of Blackadder manipulate history via time travel to become King of the United Kingdom and making Baldrick his Prime Minister.
Blake's 7 is very close. The revolutionary leader, Blake, is killed by his ally Avon, it's very, very strongly implied that the other protagonists are killed, all their attempts to defeat the Federation have gone nowhere (except for a few pinpricks), and the Big Bad Servalan is still alive and undefeated. The only thing that makes it less than absolutely certain that this is a Bad Guys Win ending, is five of the protagonists might still be alive, and it's unknown how many rebels, or resistance movements, still exist.
Boardwalk Empire's final season sees Nucky give up his empire to Lucky Luciano. Of course, he was bound to lose thanks to history.
An episode featured the soon-to-be-executed Howard Epps convinced the heroes to look for evidence of his alleged innocence. They not only learned that he was guilty of that but also of other murders but, the law required the execution to be delayed because of the recently discovered crimes.
In another episode, Dr. Brennan and Special Agent Booth find out a man had been poisoned by his stepmother, who admitted having done it so her own son would inherit his share of the inheritance. She didn't mind being discovered since she had few days left anyway as a consequence of sacrificing her medicine to poison her stepson. Despite the fact her son didn't like getting the money like that, the evil stepmother technically won.
In the Season 6 episode "Once More, With Feeling" the Monster of the Week Sweet gets away without any retribution after forcing the protagonists to reveal various personal secrets and feelings through musical numbers. Although he didn't get a bride or a dead Slayer he still seemed quite happy with the end result.
Ditto for "Lover's Walk": the episode saw all 3 main couples (Buffy/Angel, Xander/Cordelia and Willow/Oz) break up, Cordelia gets impaled and almost dies (there's even a tease cut to a funeral in-progress, only for Buffy and Willow to walk past talking about how she'll recover), and Spike, having gotten over his intense depression/drinking problem and gaining a new lease on (non)life, gets away scot-free, driving off into the sunset to "torture [Drusilla] until she likes me again".
Right before the Reset Button is pushed, the version of The Master seen in "The Wish" manages to kill Wishverse Buffy.
In the 1st Doctor story "The Aztecs", this happens as a consequence of You Can't Fight Fate. The High Priest of Sacrifice Tlotoxl gets rid of those who are opposing his power when the TARDIS crew escape, the High Priest of Knowledge Autloc leaves to become a hermit, and the new High Priest Tonila is subservient to Tlotoxl.
Farscape: Season 2 ends with Scorpius stealing the part of Crichton's brain with the wormhole knowledge, after his neural clone has killed Aeryn, and Crichton is left to die on a slab on a barren planet. Even if it takes Scorpius another season to truly lose, he still ends up getting his way in the end, after a fashion.
New Directions not only fails to beat Vocal Adrenaline at regionals, but they don't even finish in second place as they get beat out by the other team, Aural Intensity, most likely because their song choice was a blatant act of pandering towards two of the celebrity judges in Olivia Newton-John and Josh Groban (which, in the case of Newton-John, was clearly shown to have been her entire basis for supporting them). The worst part? Sue Sylvester, whom everyone had assumed would have screwed New Directions over as one of the judges, actually ended up ranking them at first and they still suffered a total defeat.
And in season 2 our Ragtag Bunch of Misfits make it to Nationals - and come in 12th. Vocal Adrenaline finished in the top 10.
In Season 4 dysfunction and new drama between the new New Directions members leads to new addition Marley passing out while performing during Sectionals, allowing the judges to unanimously declare the Dalton Warblers the winners of Sectionals.
Season 4 episode 'Dynamic Duets' was centered around superheroes and villains, so it shouldn't come as a surprise that this trope is played with and just barely averted. The Warblers take the New Directions' trophy hostage and are almost successful in convincing Blaine to come back to Dalton by pointing out the fact that Kurt isn't around anymore, tempting him with the guarantee of a Nationals win and telling him they wouldn't give back the New Directions' Nationals Trophy otherwise. Of course, by the end of the episode, Blaine changes his mind and takes back the Nationals Trophy anyway.
And then in the 100th episode, Sue Sylvester successfully disbands New Directions. The blow is softened a bit as Sue and Will have a drink together and she gives him her respect for having opposed her for so long. She even says she'll miss this.
Growing Pains: In an episode where Ben refuses to cheat on a test but gets a poor grade, Jason punishes Ben, then declines to relent on his punishment when they learn his classmates cheated, passed and were lauded for their accomplishments. Jason uses this as a teaching example that sometimes the bad guys win and get away with it. "Sometimes, they even win the White House."
Hannibal: The first season ends with Hannibal framing a mentally-compromised Will Graham for all of his murders and having him arrested. The final scene is of Hannibal visiting him in his jail cell and smirking into the camera.
Likewise, the second season ends with Hannibal making good his escape while everyone who could have opposed him lies on the floor in various pools of blood, although he doesn't seem as happy about it.
Hex: The main heroine dies at the beginning of season 2. In the end, the remaining heroines, having been quite useless throughout season 2, flee the city as the bad guy takes over completely.
House of Cards ends with Francis Urquhart killing Mattie and covering up all of his crimes while becoming Prime Minister. To Play The King ends with the King being forced to abdicate after Urquhart wins a general election. Averted in The Final Cut, as Ian Richardson only agreed to return for a final sequel if the character would get his comeuppance in the end.
Kamen Rider: Unusually for the franchise, this is what ultimately happens in Kamen Rider Blade. The villain in question is the Stone of Sealing which ultimately 'desires' the Battle Fight to continue on its natural course. While Kenzaki does prevent the intended end of the world by becoming himself an Undead, it doesn't ultimately do anything to hinder Stone of Sealing as it literally has all the time in the world for the circumstances that required Kenzaki's sacrifice in the first place to occur once again.
Law & Order: Criminal Intent: Any episode with Nicole Wallace, aka Elizabeth Hitchens. You can assume a 50/50 chance of someone else being the villain just because the odds of catching her are so slim.She's always the villain, although sometimes she's not the only one. A notable exception: Frame,'' in which she is killed by Goren's mentor Declan Gage. Then again, Goren never caught her, so there's that.
The League: Ruxin wins season 2. Granted, everyone is a bit of a bastard but he's probably the most villainous of the main cast.
He's not always the bad guy. In his latest appearance, he is just a concerned father who wants his daughter back. And to prevent terrorists from developing nuclear weapons.
Really, though, this trope doesn't apply to Sterling entirely because according to Word of God, Sterling is actually the good guy. Though still a Jerkass.
In fact, John Rogers, the creator invokes Hero Antagonist almost by name several times when referring to Sterling.
That may be true, but he does have corrupted streaks, such as when he tells Nate and Sophie that the only reason he's bothering to collect evidence before putting them into a secret Interpol prison is because he owes Nate for the last time.
Lexx: Mantrid succeeds in his goal of destroying the universe (the protagonists survive only by fleeing into a second parallel universe), and Prince ultimately succeeds in destroying Planet Water and freeing himself from Planet Fire and later Planet Earth, allowing him to roam the second universe.
Mortal Kombat: Conquest: It ends with Shao Kahn killing everyone else. However, this was only because the show was canceled. The planned second season would have revealed that the final episode was, in fact, All Just a Dream. Of Shao Kahn's.
Night Gallery: Happens occasionally. One case happens in the episode "Since Aunt Ada Came to Stay", which deals with a husband coming to believe his wife's aunt is actually a witch bent on taking her body as her own. At the end of the show, he thinks he killed the witch before she could take his wife's body, but the final shot shows that the witch may have won after all.
Happens in Mighty Morphin' Power Rangers, of all places. At the end of the Alien Rangers miniarc, the Rangers have gathered together all the pieces of the Zeo Crystal and are about to regain their powers. But as they've been gathering the pieces, Goldar and Rito have been making their way through the forgotten tunnels beneath the Rangers' Command Center. As the last of the Rangers arrives and the Crystal is fully assembled, Goldar and Rito find the tunnel center directly beneath the Command Center and plant a bomb. They then use their location to circumvent the transport barrier surrounding it, teleporting directly into the Command Center. Before the Rangers can react, they grab the Zeo Crystal and teleport away. Seconds later, the bomb they've planted explodes. The Rangers are teleported to safety, but the Command Center itself, along with Zordon and Alpha, are seemingly destroyed. Only an Author's Saving Throw of Goldar having dropped the Zeo Crystal on his way out, revealed in the first episode of the following season, lets the Rangers fight another day.
Which is positively uplifting compared to the finale of Power Rangers Turbo. Zordon had gone home, and was captured by villains. His replacement went after him with the Sixth Ranger, and is MIA. The last Monster of the Week a mercenary destroys both of their Megazords, and T.J. sacrifices their weapons in order to defeat it. The main villains attack their base and blow it up completely, destroying their powers and capture the twoallies they had left. Since all of the veteran rangers retired a few months ago, the only guys left have a total of six months on-the-job training apiece, a year in the case of the thirteen year old- their powers are gone permanently. Since they have no experience or knowledge, they have little to no idea of how to get new ones, either, and don't know any of the magical forces left on Earth or how to contact them. With no wizards left to repair it, or plasma tube for one of the mentors to come back to help. The four least experienced ones borrow a space shuttle to go off on a futile Suicide Mission to try and rescue Zordon, despite their utter lack of powers, directions, advice, experience, or FTL drive. Fortunately, they find a more experienced and equipped ranger with four new morphers first episode of the next season to keep them from immediately dying horribly, but still... wow.
Power Rangers RPM: Venjix, a sentient computer virus and the big bad of the season conquers the world, forcing the remaining humans to take refuge inside a domed city; although he was seemingly destroyed in the end, he apparently remains a threat unbeknownst to everyone.
Power Rangers Operation Overdrive could do this sometimes due to Linked List Clue Methodology. When evil plans are more often "get the MacGuffin that'll lead us to the MacGuffin that'll lead us to the realMacGuffin" than "destroy the universe and outlying suburbs," it's possible for the Rangers to lose a round now and again, and it did happen. note The best example is the one where Will goes undercover. By the end of the day, the Big Bad's out of his can, and he and The Dragon have the all-important bird-thing. The Rangers blew up the Monster of the Week as always, but it was only created to delay them, which it did. It's possibly the only episode in franchise history where the Rangers would be closer to their goals had they stayed in bed that day.
Profit: The villainous main character Jim Profit is such a skilled and manipulative schemer that it could end no other way. The series concludes with Profit asserting his secret authority over Grayson & Grayson, his enemies destroyed, and Profit making out with his stepmom just as his supposed friends and colleagues are celebrating their company get together in the next room.
Robin Hood: The BBC series ends with Robin Hood and Maid Marian dead (though Together in Death), Prince John still in power, and King Richard held for ransom in Austria. History tells us that Richard eventually returns...only for him to die in Normandy and for Prince John to assume the throne anyway.
The Shadow Line ends like this, as Gatehouse and his allies end the series far more powerful than they started, ready to start up a new version of Counterpoint with no one left to stop them.
Shark: There's an episode featuring a serial killer who outmaneuvered prosecution and got a Not Guilty verdict. Sebastian Stark, the prosecutor, would later have him convicted for the "murder" of a woman who actually killed herself.
"Safe": The team fails to get a gang leader convicted of murder. Their Plan B (to have him charged with failing to control a dog, since his dog had savaged one of his victims to death) doesn't work either. Finally, they dredge up enough evidence to have him jailed for raping an underage girl - but he'll be back on the streets very soon. Meanwhile, his gang is still active and grooming young boys to join them. Harry's conscience would not let him alter a report that would have enabled the mother of two of the gang's victims to make a successful compensation claim; so it's implied her surviving younger children will also fall victim to gangs.
"Commodity": Terrorists got away with over two million pounds' worth of blackmail money, ended an innocent man's career by shooting him in the leg (he was a professional footballer), and will probably continue to attack Jewish/Israeli targets. The Israeli assassins whom Adam Freedman worked with are still on the loose as well.
"And Then I Fell In Love": The villains of the episode (a sex-grooming ring targeting young girls) are arrested, but there is little chance of having them convicted: the key witness in the case has committed suicide, and another girl who escaped from them was drugged so her testimony probably won't hold up in court.
Spartacus War of the Damnedof course, ends with Crassus destroying the rebellion. Downplayed however, in that Crassus himself is an Anti-Villain, his monstrous son got a Karmic Death, Crassus himself is defeated by Spartacus in personal combat only to be saved by his men who deal a mortal wound to Spartacus instead, and then Spartacus escapes him yet again, then the defeat of Spartacus's army is credited to Pompey a character who only appears in the show for one brief scene.
Square One TV: In "Mathman", Mr. Glitch often won, devouring the titular protagonist.
Stargate SG-1: Several episodes ended like this, probably the most shocking example being The Worf Barrage that happened in the Battle of P 3 Y-229, where the Ori rape the Milky Way fleet without so much as a scratch to any of their own ships. The Prometheus was also destroyed in a moment like this, in a bit of Foreshadowing to the Ori appearing. The ship's crew only got back to Earth safely due to a last-minute beaming down to a friendly nation on the planet where they were then gated back to Earth as the Prometheus was destroyed in orbit while the enemy was forced into a ceasefire.
In the episode "Parallels," one of the many Enterprises comes from the world where the Enterprise failed to stop the Borg during the events of "Best of Both Worlds." The Enterprise is a wreck, one of only a few ships remaining, as the borg had taken over everything.
In the episode "The Survivors", the super-powerful alien Douwd gets exactly what he appears to want: the Enterprise leaves him alone on Rana IV. As he is a self-described "being of disguises and false surroundings", everything else he said is suspect.
The episode "For The Uniform" is this, from the point of view of Michael Eddington. Lampshaded by Dax, who says "Sometimes I like it when the bad guy wins."
As pointed out by SF Debris, at the end of "Paradise", while Alixus had been taken into custody, the episode fails to take into account the fact that she still actually won. Before she's beamed up, she gets to witness the settlers that she'd secretly kept trapped on that world, state that they intend to remain and live by the rules she'd set, having been effectively brainwashed after years of torture and abuse under her despotic rule.
Star Trek: Enterprise did a Black and Gray Morality version of this for its Mirror Universe episode "In A Mirror Darkly" with everyone being villainous in one way or another. The "heroes" were the Vulcans T'Pol and Soval, made sympathetic in part by their being a conquered people, but T'Pol is shown being rather cruel and manipulative in her own way, and both Vulcans are initially working for The Empire against The Resistance in any case. To make a long story short, they lose to the megalomaniacal version of Jonathan Archer, who's shown laughing and partying with his "Captain's Woman" Hoshi Sato as he celebrates his victory and prepares to take over as Emperor. To keep the ending from being completely disgusting, however, Hoshi Sato gives him some poisoned champagne to drink, and then embraces Travis Mayweather as her new consort in front of Archer as he lies dying from the poison. Later, upon reaching Earth, she carries out what had been his plan, demanding that Starfleet surrender or be destroyed, and announcing that she is the new Empress.
Supernatural: Some episodes end in a resounding victory for the villain and a crushing defeat for the Winchesters. A notably high number of these are season finales (indicated with an asterisk:*).
2.15 "Tall Tales": The Trickster succesfully deceives the heroes into destroying an illusory projection of himself, and he gets away scott free for his crimes.
3.16 "No Rest For The Wicked"*: Dean's last attempt to prevent his oncoming one-way tour to Hell by taking out Lillith fails completely. Lillith outsmarts them, and banishes Ruby downstairs to take over her meatsuit. Dean is ripped apart by Hellhounds while Sam is unable to help, Lillith escapes, and the last shot is Dean crying out for his brother in the bowels of Hell.
4.22 "Lucifer Rising"*: After all the effort throughout the entire season to stop Lillith from freeing Lucifer, it turns out that the angels are in on it and Lillith's death is the final seal. Sam is manipulated into destroying her, Dean is too late to stop him, and the Archangel rises. At least Ruby got what was coming to her, but Lillith dies with a smile on her face.
5.10 "Abandon All Hope...": Lucifer turns out to be immune to the Colt, making the entire episode and Ellen and Jo's sacrifice pointless from the jump. Lucifer slaughters a town and raises Death, good people have died, and Team Free Will is left distraught. The best that can be said is that they escaped Lucifer's wrath.
5.19 "Hammer of the Gods": Sam and Dean's plan to use the evil gods against Lucifer turns out to be a pipe dream, as they never stood a chance. Even Gabriel proves to be too outmatched, and Lucifer kills him, reducing the Winchesters' chance of ever killing him to zero. Gabriel does provide one last hope, and posthumously gives them the means to trap his brother.
6.22 "The Man Who Knew Too Much"*: A gone-off-the-deep-end Castiel outsmarts and defeats his infernal, celestial, and monstrous competition in the quest for Purgatory. In the final scene he destroys Raphael, sends Crowley into hiding, shrugs off an attack with an angel blade, and declares himself the new Lord.
7.23 "Survival of the Fittest"*: While the Winchesters succeed in killing Dick Roman and defeating the Leviathans, Crowley successful manipulates the situation to his advantage. By the time the dust settles, his main competition is gone, Meg and Kevin are his prisoners, Dean and Castiel are trapped in Purgatory, and Sam is alone and powerless.
8.23 "Sacrifice"*: Metatron manipulates everyone and kills off the extreme if well-intentioned angel Naomi who served as an antagonist earlier in the season. He completes his ritual and every angel falls from Heaven.
9.09 "Holy Terror": The supposedly friendly angel Ezekiel is revealed to actually be the morally dubious Gadreel, who allies with Metatron, manages to maintain his possession of Sam despite Dean's attempts, and kills Kevin.
In "Confession", has a police officer who moonlights as a decapitating serial killer successfully intimidate an innocent man into confessing to his murders. The actual murderer gets to go home free and stash another severed head in his fridge with no one the wiser.
Suprisingly used in the series finale "The Third Pig", where the Big Bad Wolf had, in a shocking twist from the usual endings of each episode, had escaped the dead Frankenswine and devours Dudley!
Tales from the Darkside: This would sometimes happen on the show. For example, in one of the more notoriously terrifying episodes, "The Cutty Black Sow" the demon devours the little kid, soul and all.
Twin Peaks infamously ended with Dale Cooper trapped in the Red Room, and BOB in control of his body. Also, Pete Martell and Audrey Horne (in the bank when a bomb goes off), Ben Horne (has his head slammed against the fireplace mantle by Doc Hayward), and Leo (left under a cage full of tarantulas by Windom Earle) are all implied to be either dead or near dead.
V (2009), on account of being canceled, ends like this. Anna gets to use her Bliss on the entire planet, the resistance is effectively crushed, Tyler, Ryan, and Diana all die, Chad and Lisa are imprisoned, and the rest of the main cast is either Blissed or missing. The only ray of hope is Erica getting recruited into the much-better organized Project Aries.
Veronica Mars ends with the title character giving up her investigation, only to have it (probably) cost her father the election for sheriff.
A Very Peculiar Practice: In the series finale members of the main cast variously die tragically, join the bad guys, walk away through unrequieted lust or are fired from the university where the series is set. By the end of the finale the university itself has fallen entirely under the sway of the new Vice Chancellor, and is dedicated to money-making research in questionable areas.
Warehouse 13: Season 1. MacPherson escapes, frames Claudia, and kills Artie.
The series ends with two of the main police characters, McNulty and Freamon, who have been fighting the good fight for five seasons being forced to retire after being corrupted into faking evidence; a reporter from the newspaper who made up his stories out of thin air winning the Pulitzer whilst his honest boss gets demoted and his colleague who tried to blow the whistle gets transferred; two of the four kids from Season 4 ending up in dire straits, with one as a drug addict and the other in a foster home getting beaten up daily; the main drug kingpin Marlo surviving with all of his money, merely being forced to give up the game; Mayor Carcetti, formerly idealistic and trying to do the right thing for the city, being reduced to getting the police to fiddle the stats and making up spin to avoid his failures as he chases the dream of becoming state governor; and Daniels being forced into retirement for refusing to play along. The only positives in the ending are that McNulty's relationship with Beadie survives, Carver gets his promotion, Bunk and Kima become an effective homicide-investigating partnership and Bubbles finally goes clean and gains acceptance from his family.
Season 2 plays this straight up way before the series finale: The Greek and Spiros, the Big Bads of the season, escape the country after killing Frank Sobatka without the cops or the feds ever getting a good idea of who they really are (Spiros' name is an alias and The Greek isn't even Greek and the cops have no idea what he looks like. Their appearances in season 4 and 5 rub this in even harder by showing that once the investigation blew over they returned to the states to continue to supply Proposition Joe and Marlo. By the end of the finale the cops haven't shown any further interest in them and its business as usual for them.