I feel criminal for responding to this, it being old and all, but I'd like to give my two cents on this. There's two things that could help you, the first being the story of Casey at the Bat, where he is the hero but he strikes out. I know that's a long shot, but everytime I think of evil winning, I think of that story and how it was the flaw in the so-called hero that caused the failure. Perhaps having the hero's own emotions, arrogance, or allies screw something up could cause a problem. The other alternative is to have the hero's victory come at a high price, maybe he exchanges his soul for a boost in power, or he becomes mortally wounded as a result, or the possibly cliche villain-possesses-hero-to-emerge-victorious-at-the-last-moment, kind of like a parasite of sorts. Think of what Myotismon did in Digimon, he took over someone else's body to rebuild his ambitions and body, all the while pulling the strings elsewhere, only you could have the hero being the shell. The second thing is the moment in the Batman comics when Bane broke Batman's back, that was an utter defeat, especially since Bane discovered his identity, the location of the Batcave, all kinds of things.