The dictionary definitions of pleasure are suitable ones. On the surface, pleasure is somewhat simple to define. Something which 'feels good' gives us pleasure. Something which is a delight to our senses, this too is pleasure.
But in examining pleasure, one can cut through those surface definitions, and find a more relevant, over-arcing one: Pleasure is the release of tension.
In all things pleasurable, we can find moments of tension preceeding them. Just as sunrise follows the night, so is it with pleasure and tension.
Let us examine, first, cinema and literature. In movies and books, it is the responsibility of the writer or the director to present us with a situation which creates tension, and then to resolve that tension, thus bringing pleasure to the reader or viewer.
We can look at any writer who is well-regarded today for examples of this. Shakespeare, for example, posterboy of English departments across the world, can give us many. In Hamlet, for instance, the buildup of tension is clear: the death of a King, sordid marriages, a brooding Prince, a mystery, the discovery of a murder. All of these elements together create a situation in which there is tension, uncertainty, fear. In the end, the situation is resolved with the death of almost all those involved. The end result may not be a happy one, but it is at the very least, a resolution.
The above example of tragedy is proof enough that we do not need things to be resolved happily for them to bring us pleasure.
The buildup of tension for it to be released in pleasure goes deeper than just in entertainment. This never-ending cycle of build-up and release can be seen in almost every aspect of human life. The tension of hunger builds until we release that tension by eating. This is why eating brings us pleasure.
The majority of this cycle however, is not as intimately connected as hunger and eating. For the most part, the build-up of tension in our lives is unrelated to how we burn off that tension. Stress and the like is accrued in our daily routines of work and whatnot, and since there really is no direct remedy to stress, we find other methods of burning it off. Movies, books, sex, drugs, etc. In essence, in order to burn off stress, we create a small pocket of tension-release. We are stressed, we watch a movie in which more stress (tension) is developed, and when the movie has finished, it (hopefully) has released all the tension it created, as well as a bit of the tension we had prior to watching it.
Effective tension relievers, therefore, are ones which release a great deal of tension, whereas ineffective ones are ones which actually increase your level of tension (that is, they generate more tension than they are able to burn off).
The problem with this whole system, however, is that nobody really is ever happy. Instead of our tension levels decreasing steadily over time, we allow them (and even create situations in which they are able) to increase.
My own personal beliefs are that in order to truly be happy, we must eliminate the desire for more pleasure from our lives, be happy with what we have, and not be attached to the endless cycle of buildup and release.