The Good Guys Always Win
Sure, there might be stumbles along the way. It may take a Hero's Journey or two to Earn Your Happy Ending. Evil might score a few victories first, and maybe even almost win in the Darkest Hour before Good can save the day at the last minute. In the end, however, there's never any doubt that the forces of good will prevail. Even in video games that allow you to play as the bad guys, the minute the sequel comes out, expect it to make the "good" ending the only canon one.
It doesn't matter how big the Big Bad is or how puny The Hero is—not only can the Kid Hero foil the Galactic Conqueror, despite how improbable it logically ought to be, but the audience expects it, and will be sincerely shocked if he doesn't.
This trope is so omnipresent, especially in works with Black and White Morality, that attempts to subvert it can easily lead to Like You Would Really Do It, and any work with a Downer Ending where The Bad Guy Wins automatically catapults itself to the cynical end of the Sliding Scale of Idealism vs. Cynicism.
Side effects of this trope may include Plot Armor, Invincible Incompetent, and Underdogs Never Lose. Compare Happy Ending and Happily Ever After, which are closely related, and Invincible Hero, where not only does the good guy win in the end, but he also wins in every intermediate step. Contrast The Bad Guy Wins. The villainous counterpart to this trope is You Can't Thwart Stage One—the good guy's victories always come at the end, and the bad guy's victories always come in the middle.
Please do not list examples on this page. After all, there is a reason for the "Always" in the trope name. (Plus, we'd be here forever.)