As previously stated, many times, Watchmen had Veidt win, and his plan was villainous even if his goal wasn't. The Dark Knight sort of gave the Joker a victory, though of course Batman wins all at the end of the trilogy. But then there's The Winter Soldier, where the evil plan is thwarted, but the good guys still took a major hit.
I hope that, even if we don't get a villain truly winning in the end, we do start seeing the heroes losing. Like, dying. And failing to completely stop the villains. Say, in Avengers X or whatever: Nick Fury dies, Thor has to kill Loki for good, but not before Asgard is in shambles, Hawkeye dies and Black Widow is forever scarred by not being able to save him, and Bruce Banner finally has to lose it in a public place and kills dozens of innocents while he stops the bad guy. I want to see some real consequences on the world and the people in it. They don't have to fail, but a pyrrhic victory would be new and interesting.
I hope that, even if we don't get a villain truly winning in the end, we do start seeing the heroes losing. Like, dying. And failing to completely stop the villains. Say, in Avengers X or whatever: Nick Fury dies, Thor has to kill Loki for good, but not before Asgard is in shambles, Hawkeye dies and Black Widow is forever scarred by not being able to save him, and Bruce Banner finally has to lose it in a public place and kills dozens of innocents while he stops the bad guy. I want to see some real consequences on the world and the people in it. They don't have to fail, but a pyrrhic victory would be new and interesting.