A second for this; it was the first thing I thought of when I read the OP.
Omigosh, yes, Black Easter, not Black Sunday. Too much caffeine makes me sloppy. Helluva way to fight ignorance-should have checked first; sorry.
Thanks everyone who took the time to reply- I can’t wait to check out some of the suggested reading.
If there are any more ideas out there, keep em coming 
p.s. According to Amazon, Black Easter is out of print, but I imagine I can find it used in a number of places.
Payback
Get Carter (not the crappy remake)
And the all time classic bad guys kick some booty:
The Empire Strikes Back.
I second erislover’s recommendation of “I Am Legend.” A bit slow, plodding, but sort of meets your criteria. BTW, this was made into a movie called “The Omega Man.”
The Green Brain, by Frank Herbert. I haven’t read it, but I’m told the bugs win in the end.
George RR Martin’s Game of Thrones/Song of Fire and Ice series. It’s fantasy, with sorcery and all that. It’s not fully written yet, and I hope the good guys will triumph in the end, but so far the bad guys are winning. Or, rather, everyone in the book is a bad guy now that they’ve killed off most of the decent characters.
Philip Jose Farmer wrote a few short stories where the bad guy wins. One I particularly remember had to do with a PI meeting his doom at the hands of an evil voodooo guy. I don’t remember any titles, though.
Say, have you read “The Prince” by Macchiavelli?
OH! How could I forget?? “Prisoner of Conscience” by Susan Matthews. It’s SF, and the main character is an interrogator who tortures people to death. And he loves his work so much that he’s given a concubine to rape in his off-hours. He’s never presented as a villain, but if that’s not an evil guy I don’t know what is. It’s well written, but I didn’t enjoy it much 'cause I couldn’t get past the fact that he shouldn’t be allowed to live. (The first book in the series is “An Exchange of Hostages” but I haven’t read that one)
Probably not what you’re looking for, but North Dallas Forty had that kind of ending.
<i>Say, have you read “The Prince” by Macchiavelli?</i>
I’m not sure that really counts.
First of all, it really doesn’t have a plot. If anything else, it’s an instruction manual with examples.
That and I’m not sure if Macchiavelli was condoning some of things he wrote about, but rather saying what sucessful leaders have done to stay in power (even if the methods were less then ethical).
“With Folded Hands”, by Jack Williamson. Of course, the villains aren’t evil in a leering, “Mwaa-Hah-Hah-Hah-Hah! You fools, now the world is mine!” sort of way. They’re a race of perfect androids, who only want to serve humanity and save us from all possible harm…
“The Silent Blade” - R A Salvatore.
However, that’s the end of the series. The start was about 15 books back. Good series though. Heroes try to stop various plans for world domination. Some of them are a bit silly, but actually, that’s part of the plot. The story involves (very minor spoil, as its in the first half of the first book, while the characters and situation are still being set up) a potent magical artifact, not exactly evil, as it has no capacity for moralizing, but totally devoted to become absolutely powerful. It keeps overextending itself.
Actually, what would the first book in the series be? I’ve read a little Salvatore and liked it, and I have no qualms about diving into a long series if it’s entertaining.
I’ve got a great list building up… thanks all
…and if anyone does have an example of what I’m looking for, but with a “Muah-hahahahaha”-type villain, I think that would be just fantastic. I wouldn’t even mind if it were a little campy.
There was a series, I’m not sure how many details I can recall (I think it might have been dubbed the “Multiverse” or “Cineverse” series), where the hero finds one of those Lil Orphan Annie type plastic decoder rings and learns that it is actually a tool that allows entry into an alternate universe where movie plots are reality. The villain is killing off heroes, and this supposedly explains why movies in our universe have grown so dark in the past 20 years.
It MIGHT have been Alan Dean Foster, but I’m not positive. The villain doesn’t win ultimately, but it’s sci-fi/fantasy/camp and it was a fun series to read, if a bit light.