In Metroid Prime Pinball, Meta Ridley is a constant nuisance in the Artifact Temple, but you never actually get to defeat him.
It is possible to invoke this in WHO dunnit if the player fails to catch the killer, either by failing the Taxi Chase or not completing The Roof chase.
Inverted in High Speed and it's sequel The Getaway: High Speed II: You play the villain (albeit a minor one whose offense is speeding) who the cops are after. How long you can stay on the table depends on how good a Karma Houdini you are (which of course depends on your skills at Pinball).
Hercules Grytpype-Thynne in The Goon Show would generally never sustain any comeuppance for using Neddie as a fall guy in his schemes. For example, after faking a disease outbreak in Lurgi Strikes Britain, he and Moriarty disappear while Neddie becomes a wanted criminal (and goes mad...OK, madder). Granted, sometimes he does have something bad happen, such as Tales of Old Dartmoor (in which he ends up inside Dartmoor Prison as it sinks into the ocean...yeah, it's a weird show), but they are vastly outnumbered by the ones where he gets off scot-free.
Spike Milligan obviously loved this trope, so even when Grytpype-Thynne (and his frequent partner in crime Count Moriarty) fails, one of the other characters - most frequently Major Bloodnok - will succeed. In at least two episodes, The Phantom Head-Shaver and The Spanish Suitcase, it turns out to be announcer Wallace Greenslade.