Actually the Persians eventually won that war.
I seem to recall the Persians getting kicked out of Greece not once but twice.
Yes, the Persians won at Thermopylae, which was the second major Persian invasion; wherein Xerxes brought over his 2.7 million men. But that was a battle, not the war.
The simultaneous naval battle at Artemisium was a stalemate. Xerxes went on to sack the deserted city of Athens; the inhabitants of which had fled to Salamis. The ensuing naval battle at Salamis was a shattering defeat for the Persians; Xerxes began retreating. What was left of the Persian army was finally defeated in detail at Plataea.
Sounds like a Persian loss to me. What war did the Persians actually win against the Greeks, again?