The villain always loses, right? Actually... no. Sometimes the villain surprises us all and is victorious, even if only in the short term. However, usually when a villain wins, he has to put a tremendous effort in to do so and sacrifices a great deal, so much so that both he and the viewers may well be asking if it was worth it, resulting in a Pyrrhic Victory. Often this takes one of two forms: either it has taken so much effort, (and underhanded tactics) to win that it has left the good guys as the moral victors with a better legacy, or in order to accomplish their goal the villain has had to sacrifice the thing they cared for most and/or humanized them to the audience.