It’s not often that the villain wins in the end—unless it’s the second part of a trilogy, and you need to set up the third part so that our heroes are fighting back from the brink of defeat… a la Star Wars’ second (fifth) installment The Empire Strikes Back. See, ending your story with a conclusion where the villain wins usually doesn’t provide a satisfying story structure—unless things have been leading there the entire time, and that’s the point the story is trying to prove.
[SPOILERS: No Country for Old Men & Se7en]
