All that is necessary for the triumph of evil is that good men do nothing.

- Edmund Burke 

I was just wondering games on which no matter what you do (or maybe, just because you do) evil, or the villain, ends up winning.

Everything is valid; an RPG where your evil character ends up controlling everyone or a game on which the ending dictates that evil guy win regardless of your efforts. It doesn't matter what are the conditions for "losing", as long as by the time the credits roll, the antagonist or villain has won the battle.

EDIT: it goes without saying, unless the game is too obvious (Like Overlord), please name the game and put a spoiler over the description on why the villain wins.

The Dark Side ending for Star Wars Knights Of The Republic i think does this

Evil ending of Infamous SS

ocarina of time in the adult timeline.

I guess the evil endings for infamous?

The villain doesn't win, but EVIL certainly does.

Shadow of the Colossus

the order 1886. well at least i think so. i haven't quite finished it yet but i just got done with the part where gallahad is leading the amazon best seller charts and it certainly looks like evil is going to win.

But everything gets fixed at the end. Evil triumphs for seven years, but not after the credits roll.

Legacy of Kain (PS1)

Mercenary Force (Gameboy)

Hunted: The Demon's Forge (if you're feeling thirsty.... Don't drink the sleg!)

Every Katamari game.