The ending of Mafia, the bad ending of Bioshock, the bad endings from True Crime: Streets of LA,

While I hate an ending where the bad guy wins, it's refreshing to see one time to time. It's like there are no happy endings.

In Dragon Age: Origins, you could be a real son of a bitch. I remember being surprised once by how far the game allowed me to go as an evil asshole who enjoyed killing.

Every Mario game. Bowser just wanna date Peach!

Ok, for real. I think I've never played a game like that, except GTA. Since nobody is good nor bad on that series.

That's the thing. Hero winning is so glorified nowadays that something else is impossible; but I like games that take things different for a change.

For example, in Metro: Last Light, "good" people win. But that game takes the evil ending of Metro: 2033 as canon, as opposed to the good, bright one.

Ya Origins and Jade Empire were Bioware's best in terms of extreme moral scale

Though fun as that may sound you have to realise that you were given the option to be an evil asshole, meaning you wer never evil from the beginning nor were you known for it =P.

That's what I'm getting at with games that give you the choice, it's more like a "what if you were an evil bastard (not canon and never is)" than "you are actually an evil bastard"

FFVI - Even though you kill him, he still won.

No. Playing as evil is cool

Playing an indie game isn't 

Especially since the indie game was super edgy as fuck that you could cut yourself with it's teenage edginess.

It's not really him being evil but more of a deranged psychopath with massive mental issues and religious tones thrown in, he's no Sauron.

There some new ones no one else has mention:

Dementium II
Fear 2 Project Origin
Resident Evil 4 {from Wesker's point of view}
Silent Hill: Shattered Memories {if you consider the psychiatrist just}