I'm the kind of guy that usally enjoys the bad guy in the movies a lot more than the good guy. I just find it easier to empathize with them, and they more often than not, more complex and interesting characters. But even without a solid or interesting bad guy, I do enjoy a lot of films with a non-happy ending. Perhaps it is my morbid personality, or just my depressive mood swings, but one of these days, I just wanna see somebody make a good movie in which the the world is not saved, the girl dies, the likeable hero is paralyzied, and the hated bad guy reigns triumphant. Like maybe a zombie movie, where only the jerk of the group survives, or a Bond-like spy flick in which the world actually ends because the hero is too late.
Yeah, if I ever became a fimmaker, audiences would just hate me. I would just love to make a movie in which the audience will enthusiastically root for the good guy, but then the baddie will prevail, without even a glimmer of hope at the end of the film.
Update: Oh yeah, I forgot. They did make that film. It's called 'Law Abiding Citizen'. Man, I hate that the bad guy won in that movie. Worst ending ever.