The Slender Man ends up killing, enslaving, or inducing madness in almost every person he encounters. It's in his nature. Slender bloggers are Doomed by Canon. The best you can hope for is delaying him long enough to run and spending the rest of your days looking over your shoulder, waiting for him to catch up. The tradition was probably started by Just Another Fool, in which the Slender Man killed every single character involved in the blog.
It is debatable on how infallible this is. Marble Hornets continues to be updated even after the protagonists are caught be Slendy, and somehow escape. Everyman Hybrid looks like it's headed this way, considering how much of the cast has been killed off.
It all balances out in the end, though. Riz's family moves away and disowns him, and though he manages to make a decent living off of his fame, one of the escapees eventually tracks him down and kills him in his own home.
In SOTF-TV, Karen Ruiz goes home safe and sound after killing 10 people.
Due to the dozens of SCP that spell absolutely certain doom for the Foundation, civilization, the human race, Earth, the galaxy, or reality itself, this is eventually going to happen despite the Foundation's best efforts to avert it.
On a more microcosmic level, a handful of SCPs have evaded any attempt the Foundation has made to contain them:
SCP-1048 has successfully tricked the Foundation into giving it free run of the facility by pretending to be harmless, and since the reveal of its true nature, has evaded every attempt made by the Foundation to capture it.
The Foundation has also given up on safely containing or killing SCP-2317. It's expected that it will end the world in around 30 years.
The Nostalgia Critic's 2008 Halloween Special had Teddy Ruxpin come back from being beheaded, put a gun in the Critic's mouth, force him to do a positive review, and kill him when he screams for help.
In Yu-Gi-Oh! The Abridged Series Episode 49, Crumbs surprisingly defeats Tea and takes control of her body, despite it being a sharp deviation from the original source material, which the series rarely defies.
In the second season finale, "Melvin'd", while the heroes are busy partying, Melvin defeats Marik and Florence (who can only sit back and sing "Stand By Me") and cancels the series.
The Undersiders in Worm manage, through a combination of coincidence and competence, to take over the city over the course of the first nineteen character arcs.
Heavily mitigated by the fact that the Undersiders are the protagonists, at most barely as evil as the government, more interested in the safety of the citizenry than the local government leaders, by far superior to all of the villains they dispose of, and at the hands of the Undersiders, Brockton Bay's quality of life drastically improves after several catastrophic events. And the protagonist joins the government, greatly improving it's efficiency as a crime-fighting organisation, and the Undersiders go on to being instrumental in saving the world.
Though he is consigned to a Fate Worse Than Death, Jack Slash still manages to convince Scion to destroy humanity. Jack is removed from the picture for good, but he got exactly what he wanted, and literally billions of people die before Scion is stopped.
Tom Collins, the leader of SWAG, got his wish for Demo Reel productions to be destroyed and Donnie to die miserable and alone.
While more of a You Can't Thwart Stage One, RWBY Volume 3 ends with a major victory for the villains. Cinder Fall (who works for Salem) kills Pyrrha by shooting through the heart (and also literally through her heel), Beacon is in ruins and crawling with Grimm, the city of Vale is overrun with Grimm, and nobody is trusting of each other, and Team RWBY is completely separated, with Ruby joining Jaunne, Ren and Nora, Weiss being taken back to her home by her father, Blake on the run, and Yang is stuck in bed, having lost an arm, still in a huge Heroic B.S.O.D., possibly to the point of hitting the Despair Event Horizon, due to also losing her fighting will, too. Although Salem says that her grand scheme is beginning, the villains have pulled off their plans with great success and have come out on top.