I just finished watching Rocky, the original, and I must say that it made me look different on games. I knew for quite a time that losing is at least as interesting as winning, but after watching this movie, I started to think about different kinds of victories.
There's of course the normal victory. The hero kills the dragon, the heroine conquers the land, the Balrog is dead, the devil has been stopped and no more red dragons will interfere with human affairs.
But there's also the other type of victory, or at least, one of the others. This is the dramatic victory (in contrast with the procedural of the first), the success over personal conflicts. Rocky lost the fight to Apollo, but he doesn't care, or agrees to a rematch. Rocky is only interested in one thing, Adrian. This is, at least to my belief, the more interesting win, the more interesting success. We strive to get a little bit of drama in the middle of everything, so why not in the end?
Another type of success, or of a victory or a win, is the one of getting a great story. In the Cohen Brother's movies, we know from the start that they gonna fail, yet we're still hoping for them, still enjoying the story, still... And Fiasco conveys it damn well, while opening to us a door to a different kind of games and of stories.
There's also the ending that we can see in Saving Private Ryan, where everyone dies at the end, but the goal is achieved. Wouldn't it be more dramatic if, in the last battle of the campaign, the characters will sacrifice themselves to save the world?
I can, of course, continue with this on and on, but I think that you've got the idea. It's important not only to start well, but to finish even better (I think), and giving the ending this amount of thinking and of going over it will surely benefit the game.
So, how about you? How do you finish your games?