I just watched Mr. Frost for the first time – somehow I missed this 1990 gem with Jeff Goldblum, who I love, and had to track it down on Youtube. Partway through it occurred to me that it was probably a GU story (which it is, although I’m only considering it an Honorable Mention since it’s missing a lot of the finer details).
Mr. Frost is clearly the adversary, a man who may or may not be the devil himself. He volunteers a confession to some brutal murders but then immediately falls silent, and is eventually put in a mental asylum, where he meets Dr. Sarah Day. Frost will only speak to Day, and tells her that he plans to goad her into killing him. She treats him like a mental patient, obviously, even though the detective who arrested him (her companion in this sense) keeps warning her that Frost is truly evil.
After several displays of his power, Day is gradually convinced that Frost is indeed the devil and that she must murder him to save others. But when she does, it appears to open the door in turn for her to become possessed by the devil. While she “wins” in the sense of defeating the adversary, she ultimately loses – like some other thriller/horror GU stories, such as The Dark, In Dreams and Don’t Be Afraid of the Dark.