Unusual Endings: Sometimes the Bad Guys Win
I recently listened to an audio book of a thriller from a fairly mainstream author. This was one of his earlier works from around 2003, when he wasn't as well known as he is now. What surprised in this book, is that while protagonists were very likeable and typical underdogs, in the last chapter of the book they lost. And they lose really badly. The ending of the book is basically the bad guys enjoying the spoils.
Now I do get that the author was trying to make a point about the larger society issues highlighted in this book but I still felt bad for the characters. Nevertheless, the book accomplished the goal of the author - it stuck in my mind.
Lesson: not all stories end well, just like in real life.