I state about myself that I like the bad guy to win, and yet in none of my novels does the antagonist win. (In the fourth Keila book, the antagonist kinda wins) Only some of my short stories feature a triumphant bad guy.
Yet I stand by my statement.
I love movies like Arlington Road and Seven, or stories like "I Am Legend". The antagonists clearly triumphed. (I also like when the hero triumphs, for the record, but that will be for another time) The protagonists did their very best, but they were outplayed.
So why don't I write about bad guys winning?
At least in my novels, I'm writing from the perspective of a character I really like. They, or their love interest, happen to be a little dark, a little outside societal laws. Not exactly villains, but not entirely heroes.
They win, but not because they're shining examples of what to do right. That's kind of like the bad guy winning, right? I say it is, and that's what I'm sticking to. :)
In my short stories, I will have my villains win. Dragon Hunter is a recent example. The Sacrifice (in stories with bite o,.,o) has a spiffy twist before the protagonist takes a fall. I'm much less attached to my characters in short works, and m ore likely to write something tragic or surprising.
So what are some of your favorite bad guy wins?