Se7en and Arlington Road are the two obvious ones to me.
SPOILERS about the movie HEAT:
Kind of a different twist, cause Pacino isn't really a "bad guy", but I was definitely rooting for De Niro and get pissed at the end of Heat every time I watch it. No way Hannah gets the drop on McCauley like that. Didn't necessarily want De Niro to kill Pacino, just thought he should have gotten away.
I mean, he left the girl. That was his rule. Don't have anything in your life you can't leave behind the moment the heat gets too close. He left her. That should have been his sacrifice. And Pacino going all super detective and knowing that the car in the alley was his is just too lame IMO.
One of my favorite movies, but that ending never works for me. Image: http://cinephilefix.files.wordpress.com/2011/03/table.jpg?w=570