Not really. Now and again, but not in any good movies, only in movies with protagonists so stupid and irritating that I want them dead. Which is pretty rare, really.
And excuse the rant, but really people. Rooting for the bad guy for no other reason than "the good guys always win, it's too predictable" displays an immense lack of understanding of storytelling. Every story has a point. If the good guys are somehow in the wrong, then the bad guy may win, thus meaning the theme of the movie is to avoid making the mistake that the good guys made. But in the vast majority of stories, the point is hinging on the success of the good guys, meaning that if the bad guy just wins at the end, it renders the entire movie pointless.
It's the same as most of the people who liked the ending to Red Dead Redemption: just because it's surprising doesn't mean it's good. Surprised have to be in line with the theme of the story, or else they're nothing more than a surprise for the sake of surprise that completely nulls any value the story could have had. "It's too predictable" is nowhere near a good excuse for the bad guys to win, and if that's the only reason for it, I can safely say that story will almost always suck immensely.
[/rant]