The Jackal got away with it at the end of Dirty Rotten Scoundrels. 
Carmine Sabatini (Marlon Brando) in The Freshman. Though it ends up being a scam, that is only revealed in the last few minutes, and Sabatini has already been a successful criminal when the story begins. Clark Kellogg is certain he’s a dangerous criminal throughout.
Richard Stark’s Parker and Donald Westlake’s Dortmunder get away with it.
Most of the time. At least a little bit.
“Johnny Dangerously” is probably far too much of a good guy to fall under your caveat, except that at the very end of the movie, he DOES directly address that ‘Crime Doesn’t Pay’ thing.
The sinister villain from France, Fantomas.
Renton, in Trainspotting. Although he’s stealing from thieves, there’s also the whole betrayal aspect, as the thieves were his best mates. While he might be one of the more appealing low life smack addicts, he’s certainly not a good guy.
And I can’t quite figure if there were any good guy(s) in Sexy Beast were, but crime certainly paid out for some of those characters!
Noah Cross in Chinatown.
Arlington Road. 'Nuff said.