Just about anything by Stephen King (especially if it's still in novel form) would fit into this category. Evil doesn't always win in an obviously "Buwahahahaha!" sort of way, but it's also never destroyed and there are hints that it will continue to be there to pester the world.
I second "The Dark Knight" because even though Joker ends up arrested and Batman covers up Harvey's crimes, the fact is that Dent cracked when pressure was applied. Joker's ultimate goal seemed to be simply proving that no one is above cracking a little, which even Batman did when he let Dent drop to his death.