Anime where the main character dies and the antagonist's win

This is probably going to be impossible to find based on how little information I have. When I was a kid I remember watching the ending of this anime where the protagonist beaten to death and the enemy wins. Their are powers involved, like psychic fights. The main character and his allies seem to be fighting an all seeing organization that easily tracks them down. Then at the end, they arrive at this building in a car and his friend dies and he tries to fight in a rage and gets his ass handed to him and dies, leaving the bad guys at a win.

If anyone knows of an anime where any of this makes sense, please let me know.