Here's the thing with tragedies and movies where the bad guy wins. Film, TV, novels, theatre, really any story is usually driven by the 'major dramatic question' or the 'dumb plot' which is: "Will (protagonist) overcome (antagonist) and get (whatever it is they're after)?"
If the answer to the major dramatic question is "no," then we get angry and want to know why we just wasted our time watching this movie for nothing. So every movie should get a "yes" to the major dramatic question, but in tragedies, they get it in the worst, most twisted way possible.
Anyway, Dr. Horrible's Sing-Along Blog is a great example of a 'yes' but with a sad ending. He gets what he wanted the whole time, but the worst way.
EDIT: 300 as well.