The green Mile <br />
Splendor in the grass <br />
Pan's Labyrinth (not completely a villain win but things get bloody)
Yeah, my nieces feel the same way. It's not "real life" to have the good guys win all the time. But I suppose that's the whole fantasy of it, and the reason we watch tv and movies, to believe again that "things are going to be okay." But on the flip side of that, I guess it's better to know that things may only get worse.
ummm, what about The Usual Suspects, One Flew Over The Cuckoo's Nest, memento, Hannibal, Rosemary's Baby, Saw, Seven, The Empire Strikes Back, Natural Born Killers, Swordfish, Brazil (oh man, especially Brazil), Jurassic Park, Fight Club, etc etc... There are thousands you're just not watching them.
Those were off the top of my (and a friends) head... try googling for more, simply search for - list films bad guy villain wins - you should get some long lists.. happy watching :)
Megamind was good. It would be cool to see more perspectives.
try assassins bullet. In my book it sucked even though they had a really good concept but it seems like your kind of movie.
there are..they're all played out in my house
Try episodes 1 through 3 of "Star Wars." They describe how nice kid Anakin Skywalker turns into ultra-villain Darth Vader.<br />
Of course, many of us think the real villain was Jar Jar Binks...
I think Frollo