Come to think of it there were a lot of movies with sad endings in the 80's and 90's.
Die Hard: The story about Hans Gruber. A charming, international bandit who's life work is spoiled by a corrupt off duty cop.. At the end he died hard. He’s the title character.
ET: Those terrorist kids help the alien escape foiling the millitary and putting the entire nation's security at risk. I believe this was a warning to parents to keep a better eye on their children but still it was a sad movie.
The only movie I can really think of from back then where the hero actually wins in the end is the first Rocky. Apollo Creed ends up beating the dirty Italian through hard work and heart but it's close.
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