I think putting Aliens and Alien 3 in the category of "the bad guy wins" is debatable as well, because technically nobody wins, even if you count both the company and the aliens as the bad guys. The aliens are always destroyed at the end (with the exception of the facehugger aboard the cryo bay part of the ship, but the immediate threat in Aliens were the drones and the queen, which were destroyed) and the company never gets their specimen for testing, despite stabbing everyone in the back, three times. Alien: Resurrection doesn't count because it's not the company but the military and after they clone it it kills them all, so they still don't win when they finally get the specimen. If you were referring to the deaths of Hicks and Newt (no spoiler tag, the thread title already warns about spoilers and Alien 3 was made in 1991 so either you weren't old enough to see it or you've had plenty of time and didn't), that still doesn't work because there are other horror movies where some of the characters die and the bad guy is still defeated, and while this is sad for Ripley, the bad guys still don't win because of it.
EDIT: Now I remember, Hero with Jet Li is debatable as well,
EDIT: Now I remember, Hero with Jet Li is debatable as well,
since at the end all of the people he fought turn out to be on his side and he doesn't kill the emperor because he believes in his dream of uniting China, the only people that could even slightly be considered evil are the advisers who sound like a pokemon, are apparently purchased in bulk, and are really only doing their job. The hero turned out to be on an assassination mission so he had to be executed, despite having changed his mind. I put spoiler tags on this one because it's more recent and if you haven't seen it knowing he doesn't kill the emperor pretty much ruins the whole thing, having everyone but Ripley die for another alien movie is sad, especially since it almost seemed like they were going to let Newt and Hicks live, but not really surprising.