World leaders who had chances to quit while they were ahead but kept going then lost everything?

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Hitler
Phillipe Petain

I would disagree with both: as soon as petain took office he had to accept he was the puppet of the occupiers, and the various attempts to turn Vichy into a refoundation of France come across as delusional; Hitler was always going to do what he did, and in fact his state relied on the continuous plunder of war.