Fun with Dick and Jane (the first one)
The Ninth Gate
Burnt Offerings
First Blood - you may empathize with the vets plight, but the psychotic PTSD case ultimately blew up a town because he was disrespected.
It’s a good point, but John Rambo only “won” if you consider being locked up in prison for his (righteous cause) rampage winning…
Well shit, The Italian Stallion went ten rounds but he didn’t win either.
Yeah, nevermind me. I need to stop drunk posting.
He doesn’t exactly repent, but after he meets one of his old droogs, who has gone straight and gotten married, he realizes he himself has grown out of wanting to commit crimes.
Josie and the PussycatsSure, Fiona and Wyatt were exposed. But don’t forget, they were putting subliminal messages in songs for the government. And Agent Kelly used Fiona and Wyatt as fall-guys and said that the government had already decided to switch to putting its subliminal messages in movies instead.
No heroes, just some villains more charming than others. Paul Verhoeven has a rather grim view of humanity. Speaking of which, would Showgirls count? 
The Omen
Original baby dies.
Babysitter dies.
Mom dies.
Photographer dies.
Dad dies.
In the end Damien walks home happy and free with a political powerhouse.
Bumping this thread to mention Ira Levin’s The Stepford Wives. I would call killing and incincerating your wives so you can replace hhem with robots as the bad guys winning FUCKING BIG TIME!
The Beast Wars episode “The Probe”. Megatron clearly and decisively wins the day.
Interesting most people’s responses are movies. The OP said stories.
Richard Stark’s (Donald Westlake) entire Parker series (which Payback is based upon the first ‘The Hunter’) is about a bad mother f’cker that seems to always get away with it.
Crimes and Misdemeanors.
Regards,
Shodan
I came in to say that.
Also The Boys From Brazil.
Maybe the Hitler clones will all turn out to be peaceful fellas… but the book reveals that at least one is already having dreams of mass adulation and power. Uh oh.
And Breaker Morant.
Of the three protagonists, two are shot and the other is imprisoned after a sham court-martial.
The novel "Lets Go Play At The Addams’
No way.The murdering bastards were guilty. While I am against the death penalty, they were definitely not the good guys.
Would Chicago count? There are only two truly innocent/moral characters in the film, Amos and the Hungarian inmate. In the end, the former is left alone and pathetic, and the latter is executed. Everyone else gets exactly what they want.I realize it’s satire, but I always saw the story as a reverse morality tale.
Potter gets the same money twice, with no repercussions.
In the book
The colonel blows the top of Rambo’s head off with a shotgun as he is crawling away from the final confrontation with the sheriff.
I would also say that John Rambo is more than just disrespected. He is literally driven out of town and then arrested when he refuses to stay out. When they take him off to jail, he has not committed any crime other than looking dis-respectable.