A hero with a tragic backstory taking down a villain and saving their city or the world.
I mean is there one where the hero actually loses?(not counting the latest Avengers since its a two parter)
Maybe one where there is no villain?
Actually there are a few where the ending you would not call a win. Batman Begins I believe with the Joker. In other words, there are a few where there are casualties and losses but a Superhero movie usually will have the hero winning because then they wouldn't be a hero. If the Hero losses all the time then he would be considered a loser.
A superhero movie can only be as good as the actual villain. The villian on the other hand doesn't have to be cookie cutter and can be complex depending on development. That also goes for the Hero as well. There are some really good complex stories within the Hero genre, not all of them have come to the movie screen because most super hero movies are made to make people feel good. Look for more complexities when you look at the Hero TV shows where things can be fleshed out better.