Well, it depends. The first part of Goethe's play 'Faust' actually ends with Mephistopheles dragging Faust away with him, after Gretchen gives herself over to God. Goethe continued the story 20 years later in Faust II, in which Faust does turn to goodness and is saved and enters heaven. So, I never liked Faust II though, it's more of a parabel about humanity than a personal tragedy. I was talking about Goethe's first play here. :)