It really depends on what u mean won, war is usually to achieve a political purpose, through the military form. So, do u want to talk about military success or political success.
For example, the China Franch war of 19th century, Both China and the Franch consider they won, why? Because in term of the military, China actually won, the Franch lost every military engagement against China and its invasion force were collapsing, despite French government continue to send reinforcement. But by the 2nd year of the war, the then dictator Cixi who ruled China holding the Emperor as a puppet, fear the Generals that command the war, who are loyal to the Emperor (because all of Cixi's Generals are useless) would undermine her power, so, sign a treaty to give the Franch all they want, which is to give France, Vietnam, so despite getting their ass kick, France successfully achieve their political aim (Even the General in command of the France army in this war, died)
The Korean war is frequently considered as a victory for the US, because although they failed the aim of retaking North Korea from the Communist, the US succeed in its original aim of securing South Korea, WW1 and WW2 is consider a total victory, because, despite mass casualty and not winning all military engagement, they achieve the political aim of getting Germany and Japan to surrender. Cold War is considered a war that US won because Russia's Communist dictatorship gov did collapse, which is what the US want, despite the US and Russian troops never officially engage in battle and the US play no part in the collapse of the Russia Communist dictatorship, knowing it is just a matter of time till it collapse and the US only need to quartine the USSR, till it collapses itself. The modern Afghan and Iraq war is consider both as a victory and failure, because it have been 15 years and we are still not yet able to secure Afghanistan and Iraq from Taliban and now, ISIS is spreading to Syria and things are now more complex with Russia bombing the Kurdish militia, which US is training to fight ISIS. Politically it is a complete mess, but militarily, we have a lot of success, US and UN forces, never lost a single military engagement in Iraq and Afghanistan, due to our better train and better equip troops and due to our better armor, casualty rate is kept under 10%, which is very low.