Unhappy Ending

Cue the Villain's evil laugh.

When no matter how hard the Hero fights in the Big Fight against the Villain, they still end up defeated. If present, the other good guys are horrified, the Hero's Love is distraught, and it's possible that the world ends because the Hero failed to protect it. This is usually where the story ends unless we get to see what happens after the Villain becomes a Successful Villain, which we hardly ever do unless an Unhappy Ending is really Sequel Bait for a new installment to the franchise.