Only two that I know of, and in the ends of both stories, the evil victor was eventually destroyed.
In the Godzilla movie Godzilla, Mothra, King Ghidorah: Giant Monsters, All out Attack (the Japanese is less difficult to say, Daikaiju Sokugeki. We ususally say GMK), Godzilla is some sort of mystical evil thing. He actually kills Baragon, Mothra, and King Ghidorah, who are some sort of guardian monsters (stupid premise, awesome movie. Fairly bad effects). Though, in the end, Godzilla is destroyed by a kamikazie submariner.
As a long time Civilization fan, when Alpha Centauri came out, I got it. What I didn't know is that there was a trilogy of novels released with the game. In Centauri Dawn, the Spartans (bad guys) conquer the Peacekeepers (good guys). I was very disappointed, and it was a major buzz killer. Then in Twilight of the mind, the Spartans get hit with an overcharged Planet Buster, which anihilates their entire faction by blowing up a quarter of the world.
Doesn't that trilogy end with most of humanity being destroyed anyway by the mindworms?