Can this please happen?

Your username really fits.

Horror movies often end with the bad guy winning, right?

Megamind is the closest you'll get

One word: Watchmen. I know not everyone enjoys this movie, but it's pretty much the only one I can think of where the villain, not only wins, but takes over the world.
Unless you count 1984 ^^

As posted by freeza, hahahaha

Star wars Revenge of the Sith

Star wars prequels

Dr Horrible's sing along blog? It's not a full length movie only about 45min, but it is from the point of view of the bad guy. It's like megamind.

I am writing a book that's similar to this. The main character goes on a journey to train and become powerful, but the villain is unknowingly strong. Peace returns to the land as the war is stopped.

http://onepunchman.wikia.com/wiki/Garou

Kim possible movie

If you count Anti-Heroes, Deadpool might work. Other than that maybe Ywach Bach from Bleach, though as crap as it was.

megamind?

It's about to happen in real life.

Dr. Horrible's Sing-Along Blog! (legally available on the internet)

Infinity wars thanos