This is a very interesting prompt. I don't know any show like that though. I'll look forward to reading everyone's answer.
If the question was "where the protagonist loses everything in the end", I may be able to name a show or two.

Do anti-heroes like Vincenzo count?

I know Stranger 1&2, Life, Blood Free, Grid had the antagonists winning substantially. But I equally appreciated that it wasn't only the people, sometimes the antagonists was the system and the people who utilize its flaws for their benefits.

Another antagonist winning I recall is Fly Dragon. This one had me quite emotional cause sometimes, I didn't even know what to feel about the episodal antagonists. Those people were unapologetic about their actions and they stuck to their guns, and won.

Another antagonist winning... I'll give it to the underdog On The Verge of Insanity. Very realistic take on the cutthroat corporate world. Yes, they got out of it. But, they essentially lost the fight with the company board. To our joy, they came together to found a saner work environment and it became successful.

The latest one is Uncle Samsik. I'm so sad he died without tasting pizza. I don't know which part of the victory the antagonists had hurt: that Samsik died, or that he died before tasting pizza. I don't know if the An Ki-chul counts as an antagonist but I was so angry when his doings were revealed.

Memories of Alhambra: The killing game won 😏 cc:@sicarius

This is a tough one. After all, these are K-dramas and, when they end poorly, it's usually because of poor writing rather than "surprise topsy-turvy endings" in which the antagonist wins. So, most of these are going to be judgment calls, I bet, rather than clear-cut cases.

That said, the prompt is careful--we are talking about antagonists not "villains."

I think there's a case to be made that every time a tsundere male lead doesn't quiiite make it into the audience's good graces, it could be considered a time when the antagonist wins. For me, this was true for SURE with Miss Night and Day. Gye Ji-un never came close to redeeming himself for me after his horrible workplace behavior towards Miss Day (Im Sun), and he also never really convinced me of any authentic affection for Miss Night (Lee Mi-jin) either. And yet, there he was, talking about how he deserved love, walking off into the sunset right there at the end.

A second way to construe the prompt is to focus on the times when the "antagonist" isn't necessarily a human but instead a supernatural force. In this case the most obvious example of when the antagonist "wins" is directed at Kim Shin in Goblin.

And, finally, if hated tropes/plot devices also count as "supernatural forces" who can serve as antagonists, then the prime example would of course be when noble idiocy killed Seon Woo-hyeol in HeartBeat.

I realized thinking about this that despite my love for more serious shows which often have sad endings, I can't think of many where the antagonists unquestionably "won". There are shows like Nokdu Flower, where the Japanese clearly win in the short term, but the show's ending points towards a future where that will no longer be the case. The only show I can think of where the antagonists' triumphs made me want to flip a table was Conspiracy in the Court, and that wasn't because they succeeded - it was because they succeeded not due to their superior planning or intellect but because their folks could run faster than the protagonists.

If the antagonist is the writer, there will be some that comes to mind and I do want to flip tables.

But in the story itself, none comes to mind right now.

My Country : Even if we knew about History, it hit hard.

Every drama about Japanese occupation? In Mr Sunshine, for example, the end was very bitter.

In Moving, I didn't really feel like the protagonists won... They were manipulated during their whole life.

My Country? The antagonist did win, but at what price?

No Gain No Love: The antagonist wins

The company: number one spot in the industry with one trillion in revenue
The FL: profits from her ideas in his company and invests in her startup
The ML: kicks him out of his company and sends him abroad
The secretary: never transfers him despite his promise and calls him a traitor for quitting to pursue his career
The girl: never breaks up with her or forced to be separated
The screen time
The spin-off