Firstly, I would just like to say that I ran a few searches for this topic which yielded no results, so please go easy on me if it has been done many times over 
After discussing this at work with my colleagues and noticing the "Depressingly Happy Endings (spoilers of course)" thread it got me thinking, which movies have a bad ending (not the quality) or the bad guys winning? I can think of a few but then it gets really quite tricky. We got the following ones, please feel free to add more you can think of;-
- Empire Strikes Back
- Usual Suspects
- Fight Club (questionable)
- One Flew Over the Cuckoo?s Nest
- Se7en
After discussing this at work with my colleagues and noticing the "Depressingly Happy Endings (spoilers of course)" thread it got me thinking, which movies have a bad ending (not the quality) or the bad guys winning? I can think of a few but then it gets really quite tricky. We got the following ones, please feel free to add more you can think of;-
- Empire Strikes Back
- Usual Suspects
- Fight Club (questionable)
- One Flew Over the Cuckoo?s Nest
- Se7en