Batman: War Games. A Batfamily member and an ally die along with hundreds and cops and civilians. Black Mask becomes the leader of the unified gangs of Gotham. And it is entirely the Batfamily's fault, to the extent that that incarnation disbands.
Cosmic Boy: Rokk and Lydda do figure out who is altering the timeline, but they can't do anything about it and barely escape from them alive, and even their escape was facilitated and controlled by the villain who intended for them to do so. Rokk and Lydda did nothing to hamper the in progress plot to erase history so that all that's left is the entropy that exists at the end of time, instead they're sent to wait to be erased along with everyone else they love when Time Trapper reaches their time period.
Surprising for the Silver Age, but this and a side order of Heroic Sacrifice was the fate of the original Doom Patrol. The bad guys gave them a chance of saving their own lives or 14 lives in a fishing village, and the Patrol told them "Bring it on!" So Captain Zahl and Madame Rouge murdered every member of the Doom Patrol and got away. While this was definitely a case of Pyrrhic Victory for Rouge, who lost the man she loved and what little remained of her sanity, it was a flat-out victory for Zahl, a victory that stood unchallenged until 1982, and was never fully undone in his lifetime (only Robotman had returned from the dead at the time of Zahl's own death).
Final Crisis was even advertised as "The day evil won", when Darkseid's forces basically took over Earth and turned most of humanity into Darkseid's brainwashed slaves. However, thanks to Status Quo Is God, only one super hero died, and he came back pretty quickly.
The Joker has succeeded at committing several deliberate atrocities against the morale of the Batman and/or Commissioner Gordon, including:
He also succeeded at conquering the world once with the help of Mr. Mxyzptlk. "Emperor Joker" proceeded to make the earth cube-shaped.
The trope is deconstructed by the "Going Sane" comic: after The Joker believes he killed Batman, he decides to become Bored with Insanity, gets a treatment for his skin condition, looks for a job, finds a nice woman and tries to live a new, sane life. Then he learns Batman survived (the Dark Knight having spent a few weeks recuperating in the country) and it's business as usual...
Death of the Family ends with The Joker successfully bringing about the metaphorical death of the Bat-Family, breaking or greatly hurting most of Batman's allies' trust in him.
At the end of the Sinestro Corps War storyline in the Green Lantern comics, although Sinestro was defeated in the final battle, he reveals that the whole point of the war was to get the Green Lantern Corps to use lethal force, and he has succeeded.
DC had Earth-3 where an evil Justice League called the Crime Syndicate ruled the Earth. But Grant Morrison's JLA Earth-2 version of the Crime Syndicate took this a step further; evil always wins in this universe and the Justice League of our earth along with their heroic Lex Luthor are doomed to failure just as bad guys are doomed to failure in the normal DCU.
The short-lived DC comic Ninja Boy ends this way. It sets things up like a typical hero's journey story, with protagonist Nakio trying to become a full ninja and defeat an evil lord. Over the course of the series, he gathers a group of companions and sets out on his quest. But he never even gets close to his goal, and the final issue consists of a showdown between the heroes and a group of henchmen. It's a complete bloodbath, and the heroes all die horrible deaths. The last panel of the series shows a villain kicking the smoldering corpse of his best friend, a Pikachu-like critter, off a cliff. The end leaves a last minute spark of hope of survival for Nakio, but it is unlikely that this will ever be picked up upon.
In Justice League of America Vol. 1 #71 "And So My World Ends", one of several stories that is often viewed as marking the line between the Silver Age and Bronze Age, a blue flame is engulfing Mars and burning everything away. The Justice League arrive on the scene only to discover that Martian Manhunter adversary Commander Blanx has essentially already won, leaving Mars a dead planet that only a handful of survivors manage to escape. In the end, J'onn punches him to his death and mourns his lost people.
New Krypton sees General Sam Lane and Lex Luthor successfully trigger a war between New Krypton and Earth, and in the process, render the Kryptonians all but extinct. While Lane commits suicide in the aftermath, Luthor is not even punished, and is hailed as a hero for his actions, regaining control of LexCorp and being pardoned for all his sins in the process.
The Death of Superman (1961): Even though he could not enjoy his victory for long, Lex Luthor still got exactly what he wanted: Superman permanently dead.
Death & the Family: In the first half of the arc, Silver Banshee gets away with murdering people to find her clan's hidden heirlooms.
Brother Blood broke the Teen Titans' winning streak in the 1980s by arranging things so that their attack on his citadel only gave his cult credibility in the eyes of the world, ending with him framing Cyborg for his own murder while his followers wait patiently for his return, and bam, that was the end of that story arc.
JSA Classified: In "Power Trip" the JSA and Superman together are not enough to prevent Psycho-Pirate's plot from succeeding, mostly because Power Girl can't tell when she's interacting with the real ones vs. Psycho-Pirate's illusions and gives up fighting entirely to prevent herself from causing more collateral damage fighting people who aren't really there.
But continuing with said deconstruction, it's not nearly so pat (Dr. Manhattan even points it out before he leaves). The plan was unnecessary if you pay attention to the background information, and documents that could cause the entire edifice to collapse are in the hands of people who can expose them. It all comes down to whether one man picks up one diary. Doomsday Clock ultimately proves this true.
JLA: Earth-2 reveals that on the Antimatter Earth, this trope is the universal rule. The Good Guys Always Win on the main Earth, but here, the villains are the ones who always come out on top. The Justice League try to save this world with the help of its Lex Luthor and start a global humanitarian effort... but fail even when they have it right in the palm of their hand, not so different from the countless times their evil enemies failed when they were so close to winning. To successfully prevent both worlds from being destroyed (the Crime Syndicate are now in the main Earth where they cannot win), the League needs to do deliberate evil and return this horrid world to the despotism of the Crime Syndicate. The comic ends with both the Syndicate and the Antimatter civilians sighing in relief that the natural order to cruelty and injustice has been restored.
Poison Ivy's story in Joker's Asylum ends with Batman failing to prevent her from killing the last of the land developers she had been targeting in retribution for the harm they caused the environment.
