Who's Afraid of Virginia Woolf? features one of the best Big Nos of all time, when Martha cries out "Nooooooooo!" after George finally announces their fictional son is dead. Elizabeth Taylor in the film version makes a magnificent cry that has to be seen to be believed.
In The Phantom of the Opera, it is fairly common to hear one when the Phantom snaps during the "All I Ask of You" reprise. Depending on the actor, this can be a literal Big No, several small ones, and/or an inarticulate cry of rage.
In the sequel Love Never Dies, the Phantom has a Big No after Christine dies in his arms.
When Mimi dies of consumption at the end of La Bohème, her boyfriend Rodolfo rushes to her side sobbing and crying her name.
At the end of Rent, when it appears that Mimi is dying, Roger sings out a rather long "NOOOOOOOO!" to segue into "Your Eyes". Thus adding insult to injury.
Bill Francouer's Babes in Toyland gives the Big No to Barnaby and his henchmen, the villains of the show, shortly after their defeat sequence.
In the musical version of Ragtime, Coalhouse Walker does a ridiculous big NOOOOOOO! when he finds out Sarah died, followed by a nice long angry reprise.
Some versions of Miss Saigon actually go out on this trope, with Chris cradling Kim's corpse and letting out a great big "NOOOOOOOOOOOOO!" which continues for a few seconds after the curtain falls. Other versions thankfully replace this with an actual closing number.
In Spring Awakening some Melchiors have been known to pull out this trope in the graveyard upon finding Wendla's grave, and off-Broadway Melchior used to have one in the reformatory after learning that Wendla is pregnant.
In Rock of Ages during "We Built This City/Too Much Time on My Hands":
Hertz: We'll rid this city of rock and roll!
And Franz towards the end of "The Final Countdown."