Bob Roberts, unless I’m grossly misremembering it.
Rocky Horror Picture Show, depending on how sentimental you feel towards Frank N. Furter.
One of Cecil B. DeMille’s first talkies was a religious epic(suprise!) titled “The Way of the Cross” Set in the time when Nero was Roman Emperor, it revolves around a good Christian girl and a high ranking Roman military officer(played by Frederic March). It was similar to the much later film “Quo Vadis” Nero’s wife(Claudette Colbert) lusts for the officer but he wants the good girl, and will seemigly stop at nothing to have her. The restored version contains some rather racy party scenes, and ugly arena martyrdoms. Nero(Charles Laughton) blames the burning of Rome on the Christains and they are rounded up and put to creative deaths. I kept waiting for the plot turn that would save some of the good guys, but it never came. Everyone good dies, including the girl and the Roman officer who has been won over by her faith. And Nero and wife are just fine at the end. Not even a bittersweet ending, fairly unusual for the early 30’s.
How about Woody Allen’s Crimes and Misdemeanors? And it’s a pretty good movie to boot.
-Andrew L
I’d say definitely NOT. There “bad guy” in this story re-works his life, gets over his sense of prejudice and hate, and saves his brother from it as well. Unfortunately, his brother is pretty much immediately killed, but had that not happened, I’d like to think his life would have been a lot different and a lot less hate filled. It’s a tragic ending, but I don’t agree that the “bad guy” won. The kid he was fighting with wasn’t a bad guy, just a kid full of misplaced hatred.
And I also seem to recall a shipment of pods being moved up to Washington at the end of the original Invasion of the Body Snatchers. It’s a depressing ending and a show of futility. The heros don’t succeed…I seriously doubt anyone at the FBI would believe a crock pot story this guy would tell them over the phone, and by the time he’d get to Washington to try and stop it (if indeed he did), he would be too late.
There are a LOT of old kung fu movies where the villain wins, but seeing as how I watched most of them over fifteen years ago on USA’s Kung Fu theater, I can’t recall any of the names. I do recall one involving a team of good guys vs. a team of bad guys headed up by two twin brothers, and in the final battle, all the good guys died.
Night of the Living Dead could claim that the “bad guys” won, but it’s hard to say…depends on your definition of bad guys. Actually, all of Romero’s zombie films, and most others as well, end with the good guys essentially losing out. Sure, they may escape the mall full of zombies, but what happens when they land? In a world surrounded by inescapable evil, you always loose.
The Beguiled (1971) with Clint Eastwood
The Parallax View
Well, in the first 2 Ripley wins, but rather a pyrharric victory, as everyone almost everyone she meets ends up becoming either alien chow or alien incubators.
Alien 3 was pretty bad for all invovled, but she does manage to keep the alien away from Weyland-Yutani, which saves a lot of lives due to her sacrifice.
Unless you consider the fact that the Derelict they found in Alien might still be there but there’s really no way to be sure because we have no idea how far away the ship was from the colony in Aliens.
In The Cook, The Thief, His Wife, and Her Lover, nobody was “good”, so I guess the bad guy did win. 
A Handful of Dust. John Huston thus figures in not one, but two of the all-time great downer endings (along with Chinatown).
Soylent Green and Network are similarly structured: the flawed protagonist cracks the mystery, imparts what he learns, and is killed for his trouble, but will anybody be able or willing to act on it and fight the machine? The implication is… no.
One Flew Over the Cuckoo’s Nest (yes, Chief escapes, but at least two of the protagonist patients suffer greatly.)
Cool Hand Luke
Yes, The Ninth Gate ends with evil ascendant, more or less, but let’s not overlook Polanski’s earlier Rosemary’s Baby!
On Her Majesty’s Secret Service – Ernst Stavro Blofeld and his henchwoman, Erma Bundt, gun down Bond’s bride and get away with it. (Bond finally got his revenge in the teaser sequence in For Your Eyes Only.)
Looking For Mr. Goodbar – Diane Keaton was looking for love in all the wrong places.
Cop and Rush – in which good cops go bad (to oversimplify a bit).
Star Wars: Episodes I, II, and III – the Republic is subsumed by the Empire from within, Annakin Skywalker becomes its tool, and the Jedi are destroyed in everything but legend. Oh well, at least “Ani” lost that bowl haircut. 
I suppose you could say Gone In Sixty Seconds, but that’s rather subjective… if you’re taking Nicholas Cage and his crew to be the bad guys (because they are, undeniably, car thieves) then yes the bad guys won. But if you’re taking Callitri to be the bad guy (because he was going to kill the younger brother) than the bad guys lost.
And the plot thickens if you’re taking that cop (Delroy Lindo) to be the bad guy, because he surrendered and that doesn’t really count as winning.
I am so confused.
The real bad guy in Gone in Suxty Seconds was Jerry Bruckheimer.
rimshot
What does this word mean. I looked it up at dictionary.com, but it isn’t there. I like it. I want to use it.
Pyrrhic
victories, by Cecil’s able munchkin, SDStaff Ken.
A Phyrratic victory is one where you win the battle, but you expend so many resources and troops while doing so that a couple more victories will cause you to lose the war.
An example would be taking an enemy position, but losing 50% of your available forces while doing so, or in politics/diplomancy, getting your way on an issue, but alienating most if not all of your friends and allies to do so. You win, but the costs of your victory outweigh the benefits.
Cecil explaions…
http://www.straightdope.com/mailbag/mpyrrhic.html
The Battle of Bunker hill would be a famous one to most Americans (and yes, it was really fought on breeds hill). The Battle of the Black Sea (as depicted in the film “Black Hawk Down”) would be a far more recent example. The Americans lost the battle and several helicopters, but the Somalis had hundreds dead or wounded afterwards.
Oops, that was supposed to be a space, not a carriage return. Anyway, the link works (took me enough tries to finally get the #*$!@ spelling right).
A Perfect Murder
Presumed Innocent
The Omen
Family-friendly, heartwarming movie.
And now that it’s a film, let me mention Chicago. And it’s one where not only does the bad guy (well, really, woman, and even more really, women) win, but you root for them the whole time.
Damn, I was going to say Chicago.
How about Titanic?
Gallipoli (but the Turks are hardly a character)