I've been trying to remember a story where the bad guy wins in the end. The only story that comes to mind is THE GIVER by Lois Lowry. Even this story doesn't give the reader a clear answer, though. 


I won't tell you how it ends but can tell you that when I finished it I was left with a huge question mark inside of me. Time and again students argue this ending and its winner.

When Kyle (husband) finished THE GIVER he threw the book across the room, disparaging the author with a few not-so-nice words.


Can you think of a story (movie or print) where the bad guy(s) win?