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While not about tabletop games, the last half of this essay by Shamus Young talks about second-act losses that don't frustrate players. (Start at "Saren Fight.")
Villainy and Heroism, I find in most cases of story-telling, offers a different subject of "victory."
A lot of story-telling makes the Villains "victorious" over the Heroes in the first encounter that they come across, with the Heroes being defeated (but usually not killed or otherwise unable to ever fight back). At this point, the Villains have "won," in that whatever the Heroes tried to do to stop them, failed, and so the Villains can carry on their Evil scheme.
However, when it comes to actually completing their Evil scheme, the Heroes are on the up-and-up, usually by getting stronger, discovering a critical weakness of the Villain, or can seriously put a stop to the Villain's Evil scheme (which likewise results in the Heroes being victorious).
In essence, it's a matter of "Victorious Now" versus "Victorious Then" when it comes to Villains (the former) and Heroes (the latter). Villains usually win out first because the Heroes either aren't prepared, aren't strong enough, or simply lack the inspiration to better their own abilities (in the event a stronger Villain would show up). Once the Heroes have been beaten (again, not killed), they usually find a way to get stronger (that they previously did not desire or configure they would need), and when they acquire that something, they usually proceed to fight the Villains again (who assume the Heroes are no longer a threat because they beat them before), and defeat them then and there.
Logically speaking, if Villains and Heroes were simply "Characters" (i.e. good and evil are subjective to personal values, such as is the case with a lot of very good, recent stories like the new Daredevil series), and they had the same aspects (accomplish their goals, get stronger to stop those who would try to interfere, etc.), then whoever was on the up and up before, always would be on the up and up. In fact, the only reason one character would be better than another character in-between battles, in this light, would be if they managed to reach their goals and strengths at a better and faster rate than the others, which may or may not be plausible, especially if we assuming that achieving certain subjects is universally linear (and not quadratic or separate scaling).
The problem I have with typical story-telling is that it gives Villains the ideal of incompetence; they get one or two victories, and all of a sudden feel like they don't ever have to get better. That's simply bad Villain direction. Unless the character itself is normally some gullible, gloating person/thing, then I don't see why they should be stupid enough to let a victory or two go to their head and assume that they're invincible and nothing can stop them.
A true villain not only knows of his strength, but of its weaknesses, and those who could exploit them. He would do everything in his power to prevent such weaknesses from being exploited, he would always find ways to grow stronger, and most importantly, he would never assume that he was simply "strong enough," because somewhere out there, there may very well be someone or something that is even more powerful than he.
/endrant
It depends on the form of villain.
In the case of the serial episodic villain, due to a requirement for the status quo, they must be defeated every time, and thus never get to celebrate a victory.
In the case of the long standing villain that needs to be overthrown, then they have an empire or kingdom under their control already. They already won, and are in a process of continuing to win, all the heroes are attempting to accomplish is to bring an end to the winning. The heroes might get the last laugh, but the villain gets far more laughs overall!
This is to say nothing about scenarios where the villain is more popular than the heroes...
Thank you, you got my inspiration! <3
They never win the day. Sometimes i pity the evil.
But wait! there´s an easy fix to this.
Just open your campaigns value settings, find the idealism/cynicism slider and yank that to full cynicism. Then you´ll have your noble adventures reduced to amoral mercenaries in no time!
After all who needs villains when the heroes are are quoting Yuri Orlov from Lord of War...
They never win the day. Sometimes i pity the evil.
Hell's Vengeance is for you. And in many games, the player characters aren't any more saintly than the villains.
