4. Diablo (series)
Blizzard likes to make the player feel like they’ve won, even when they often haven’t. The whole Diablo series is perhaps the best example of bad guys winning the overall war, while the good guys snatch pyrrhic victories at the end of each game. In the original Diablo, for example, the hero sacrifices himself to try and trap Diablo in a soulstone forever; to stop him over-running the world. However, Diablo 2 quickly reveals that this is a futile move.
Why? Because Diablo merely possesses the hero and carries on with his demonic business. Things seem to go well in Diablo 2 too. The heroes defeat Diablo in Hell, and destroy the soulstones belonging to Diablo and Mephisto. However, in the epilogue Marius gives Baal’s soulstone back to... er, Baal himself, who promptly kills Marius and sets his prison cell alight. And guess what? Diablo returns in Diablo 3, so it turns out that he still hasn’t been properly defeated. Meanwhile, demons are flooding through portals left, right, and centre. Which is bad, right? Yup.