This isn't about stories where the bad guy just wins, this is about the bad guy winning but regretting the victory. Case in point, Shaolin:
What fiction can you name where the villain wins yet doesn't.
The plot is a wicked warlord named Hou Jie and his family are ambushed, resulting in the death of his child and his wife leaving. After this traumatic event Hou Jie opts to reform himself into a Shaolin monk and absolve his sins. After a few years, however, the new warlord, Cao Man (who ordered the assassination), finds out his rival is still alive and resumes hostilities. In the end Cao defeats Hou but by that point Cao no longer feels like he's won.
This is a great scene because of the protagonist's death as if both characters lived the villain's regret would have lost meaning.
This is a great scene because of the protagonist's death as if both characters lived the villain's regret would have lost meaning.
What fiction can you name where the villain wins yet doesn't.