I don't know about wanting them to win, but I generally always find the villains to be the more compelling and deep characters. They're the ones who's motivations you explore, who you really see where they're coming from, how they got here, and why they're doing what they're doing. The protagonist is usually either someone who collects a paycheck doing what they do, or got thrown into an insane thing totally over their head but end up being totally awesome due to the fact that they're in a movie.
For books though, The Bone Parade was one of them where I was really rooting for the villain to win, though it helps that they actually made him the main character.
For books though, The Bone Parade was one of them where I was really rooting for the villain to win, though it helps that they actually made him the main character.