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Two words:

Trickster hero.

They're present in every mythology the world over.

Very true. David Mamet has written some of the best "conniving/cheating" films, for example The Spanish Prisoner and House of Games.

House of Games (spoiler alert) isn't your standard trickster story with "cheating and winning". At least not for everybody involved :)

Not to mention shows like American Greed!