Sharantyr +1 to Fallen Trigs. That was the one I thought of too. Never listened to "Time is on my side" the same way ever again lol. Also, The Game with Michael Douglas.
Milo moose;318132 wroteBook of Eli Schindlers List Book of Eli - Protagonist dies, but the villain does not win. Schindler's List - He saved as many as he could, didn't he?
HammerDad I want to say Mr. Frost with Jeff Goldblum, as I believe he win's in the end. But it's been a long time since I saw the flick.
trigs thought of some more: one flew over the cuckoo's nest memento natural born killers a clockwork orange blair witch and blair witch 2 (i know what you're thinking, but i actually thought the sequel wasn't too bad)