The United States of America won the civil war. If we lost, America would be a little less united now.
Also you should study up on Military Science. Victory in a war is defined as achieving what you set out to do. A military victory is pointless if it doesn't achieve a greater goal. This has been the definition of winning a war since Sun Tzu in the 6th Century BC.
In the first Gulf War, our objective was to protect our interests by defending Saudi Arabia's oil from attack, liberating Kuwait, and crippling Saddam's army in such a way that he could never threaten another country again. Needless to say, we won the Gulf War completely and utterly.
In the second Gulf War, our objective was to remove Saddam Hussein from power, and remove terrorist influence from the country. Now, while our military had a resounding success in that they had completely subjugated the country in one week, the second gulf war was a colossal failure. There were absolutely no post-victory contingency plans, and it destabilized the region, bolstered Al Qaeda, and removed resources from Afghanistan, allowing the Taliban to return.
In World War One, we went to war to end the German threat to our citizens, and our sovereignty. WW1 was a victory, because our objective was to end the German U-boat threat, and the threat to our sovereignty.
In Vietnam, our objective was to stop the spread of Communism. I don't think anyone denies that the Vietnam war was the biggest strategic failure by the US in the 20th Century. Not only did we fail our objective, but we lost over 70,000 soldiers, and spent countless dollars worth of resources in the region.