Movies where the villian wins / with a sad ending.

End of Watch

Just search for "European" movies.

Revenge of the Sith(sorta).

Requiem for a Dream

300

American history X

titanic

American Beauty, a sort of such ending

Skeleton Key

Love these movies as well as Pan's Labyrinth mentioned above

These ones are much more complex works than what you are looking for probably: Julius Caesar and Coriolanus by William Shakespeare. There are two different interpretations for Julius Ceasar about who are the villains in the play, you need that right ones where Marcus Junius Brutus is considered as the hero (probably no one of them is from Hollywood).

This is the best recommendation I can give.

Star wars episode III

So, this is basically a big spoiler thread?

Dr. Horribles Sing-Along Blog (2008)

SPOILER ALERT

Gwen Stacy dying at the end of Spiderman 2. In a way, you could say the villain won.

The dark knight

The Cabin in the Woods (i love the ending)

• Primal Fear
• No Country for Old Men
• Se7en
• The Usual Suspects
• American History X

Interesting fact: two each of the above films feature Kevin Spacey and Edward Norton (who is perhaps my fav actor)

Edit: On a related note, if there was a movie where I wanted the bad guy to win it was Gerard Butler in Law Abiding Citizen

I saw the devil

the movie Mama kinda sad ending. really good movie

Jeepers Creepers

The Astronaut's Wife

Dr. Jekyll And Mr. Hyde (well, not so good, but with "happy" end :P )

Megan Is Missing

You can find some more here => http://listverse.com/2012/02/29/top-10-films-where-the-villains-win/

Game of Thrones - seems like all the hero types drop like flies in that one

titanic

Try the "Watchmen". Villain wins, however, best ending I've ever seen.

The Ring 1 (Western version)

the box, pretty paranoid

district 9

das boot