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Yes, and one need look no further then the genera of the war film to find it. And here are a baker's dozen of films that more or less prove my point.
In "Bataan" and "Wake Island," who wins? Is it the Americans or those sneaky . . . with their Coke-bottle glasses and buck teeth. Two guesses?
And I doubt if many people think the Germans were the "good guys" in "A Bridge Too Far," or that the Mexicans are the "good guys" in the upcoming "The Alamo."
Of course, it depends upon what is your definition of a "Bad Guy," If your a believer in Southern Rights, then you might feel that the "Bad Guys" won in "Gettysburg," but lost in "Glory."
Of course, the "Bad Guys" can change from film to film. In "They Died with Their Boots On," the "Bad Guys" won, but in "Little Big Man," the "Bad Guys" lost, and both films were on the same subject, Custer's Last Stand.
Of course, there are those films that it is difficult to determine who is the "Bad Guy." In "Waterloo, " is it the French or the Allies, and in "Zulu Dawn," is it the whites or the blacks? If it is the French, then they lost, but, if it is the blacks, then they won.
And, of course, we are not the only ones to make films about the "Bad Guys" winning. The Australians make "Gallipoli," probably the greatest defeat suffered by the Australians in World War I. The British made "The Eagle Has Landed," where the Germans are the "Good Guys," and they still lose. And the French made "The Messenger," And Joan of Arc doesn't win in that one either.
The historical film is probably the next genera, where the "Bad Guy" wins. For example, in "Intolerance," the "Bad Guys" or intolerance wins in three of the four stories. Only in the modern story does tolerance win out.
More examples include: "Lady Jane," "Nicholas and Alexanderia," and "Swing Kids."
Otheriwise, these films have not been mentioned: "Rosemary's Baby," "Stephen King's Night Flyer," and "1984."
That is if there are any winners at all in the film. In "The Terror" w/ Boris Karloff and Jack Nicholson, the only one still alive at the end of the film is Nicholson. All the others have lost their lives.