Moral Order and Happiness in Fiction

Imagine this change to Macbeth: Macbeth kills King Duncan and some other inconvenient people, he feels briefly anxious and guilty, and then he gets over it.  Macduff finds out, comes after Macbeth, and Macduff and his family are killed.  Macbeth lives happily ever after.  In a final soliloquy, perhaps, Macbeth expresses satisfaction with his decision to kill Duncan and with how his life has gone.

What would the message of such a play be?

It's hard to imagine Shakespeare writing such a play.  Even if in real life evil sometimes prospers and the perpetrators feel no regret, in fiction evil cannot in the end prosper -- not unless the work is a very dark one.  (Woody Allen's Crimes and Misdemeanors comes to mind.)  In reality, I think, evil sometimes prospers and sometimes fails, but somehow this nuanced attitude is difficult to bring across in any but the most subtle fiction.  We are, perhaps, prepared from early childhood to expect fictional wrongdoers to suffer by the end, so when they don't, it's jarring enough to suggest that the writer embraces a dark vision of the world.

Similarly, when the protagonist makes a difficult moral choice and then suffers as a result, we read the work as suggesting that the protagonist made the wrong choice.  But why is that?  In real life, sometimes we make the right choice and suffer.  Here I think of the Spielberg film Saving Private Ryan.  The platoon captures a German soldier and after much debate decides to set him free out of mercy rather than execute him.  Later that same German solider returns to kill one of the group that freed him.  The audience, I think, is invited to conclude that setting him free had therefore been the wrong decision.  Watching the film, it's hard to avoid feeling that!  But might it instead have been the right decision that happened to have a bad consequence?

Here's what I'd like to see -- what I can't recall ever seeing (though I welcome suggestions! [update Jun. 14: in light of further suggestions and reflection, I think I overstated this point yesterday]) -- a work of fiction in which the protagonist makes the morally right decision, and suffers in consequence with neither an outward triumph in the end nor even a secret inner victory of the soul, no sweet comfort in knowing that the right choice was made.  I want a work that advises us: Be a good guy and lose.  Even if evil triumphs, even if the wicked thrive and the upright protagonist collapses in misery, even if the protagonist would have been much happier choosing evil, still he or she was right to have chosen the moral path.

Or is it just a fact about fiction that prudiential triumph -- the final happiness of the protagonist -- will inevitably be understood as a kind of endorsement of the character's choices?

Update June 16:
This is one of those posts I would reorganize from scratch if I could. First: I think I overstate the conclusion somewhat.  And second: I don't think I was sufficiently clear about what the conclusion was, even in my own head. Of course there are a number of works in which a morally upright protagonist loses, without even a secret inner victory, and the morally vile opponent thrives without even secret inner suffering. What I think is challenging -- not impossible! -- is to portray that in a way that is neither (a.) some sort of critique of conventional morality, or (b.) dark enough to constitute some sort of critique of what might be thought of as the mainstream moralistic picture of the world. Such an outcome shouldn't have to be dark, one might think. Sometimes good guys lose and bad guys thrive in in a relatively upbeat understanding of the real world (anything short of pollyannaish), so it should be possible to portray it in fiction without committing to it as typical.  But maybe the darkness flows from the symbolic function of fiction as presenting the moral order, or lack of it, within the fiction as somehow representative of how things generally are...?

(The Book of Job is an interesting case, as pointed out in one comment.)