The Terminator films to me are the story of how Skynet is winning. Consider:
In the first movie, the T-800 is Skynet's last ditch effort.
In T2, Skynet fights on and manages to send back a more advanced model.
In T3, Skynet sends back a much more advanced model (with weapons) and kills several John Connor lieutenants in the past while killing JC himself in the future. The postponing of Judgment day into the modern era gives Skynet vast capabilities it has never had before.
T4 shows us that even though the resistance scores the odd tactical victory, advanced Terminators are everywhere and the war will go on for another 20 years.
Skynet is winning! Everything the hero characters do in every movie only makes it worse.