Every ending in the Blacksad series is bitter sweet. Blacksad finds the missing girl, but her mother is now dead. In another album Blacksad stops nuclear proliferation but doing so loses him the woman he had come to love.
V for Vendetta: V and Evie have triumphed against the evil fascistic government. However, V is dead, chaos runs rampant throughout Britain, and it seems like the last bastion of civilization is crumbling.
Y: The Last Man ends in a Distant Finale where cloning has been perfected and the first twenty or so reliably immune men have recently been released into the 'wild', however Yorick Brown 1.0 himself does not fare quite so well. He finds out that the girlfriend he had rounded the globe tracking down was about to dump him when the fateful telephone call was cut off, eventually she shacks up with his sister. Then the woman that had been slowly falling in love with him, 355, gets shot dead at Alter's command in the hopes of securing an 'honorable' death in combat with the only available male. He begins the Distant Finale straitjacketed and locked in a hidden room in the French Presidental Palace by his own daughter after an apparent suicide attempt shortly before his eighty-sixth birthday... he claims he thought it would be ironic.
Though he does escape in the end, and is implied to be alive. His escape might also qualify as a Chekhov's Gun, as he is seen practicing a straitjacket escape in the first issue.
And it's not just Yorick whose life didn't exactly turn out perfect. He and Beth-Two spent years in a loveless marriage that held together solely for their daughter's sake. Ciba was essentially kidnapped to Russia at gunpoint by a woman she thought was her friend so her son could be forced into the role of national savior. And for all her efforts, Dr. Mann died before she could duplicate her father's method of human cloning.
The "Livewires" mini series ends with all but two members of the team of Ridiculously Human Robots damaged possibly beyond repair, the least damaged and most recently activated having saved the rest tries to take them to their original base for supplies only to discover the team blew it up before the start of the mini series.
The ending of Final Crisis sees Darkseid and Mandrakk defeated, and Superman using the Miracle Machine to restore space/time to its normal state. However despite Nix Uotan's claim that Superman wished for a happy ending with the M.M., that is not the case. Because the Machine could only be used once, the deaths of the Anti-Life enslaved people and both Batman and Martian Manhunter still happen. Superman could have helped out earlier, if only he had returned from the 30th century earlier.
Watchmen: Dan and Laurie are happily together and fighting crime and the looming threat of nuclear war has been eliminated, but Ozymandias killed millions of people, Rorschach is dead, and Dr. Manhattan just sort of... left.
The Sandman: "The King Of Dreams is dead. Long live the King Of Dreams."
We3: 3 doesn't survive the encounter with 4, but 1 and 2 are adopted by the homeless man who tried to help them earlier in the series.
Spider-Man: Noir: Eyes Without a Face ends with the Crime Master dead and Dr. Octavius being rejected by his idol Heinrich Himmler as a "deviant cripple." But Robbie Robertson has permanent brain damage from Octavius' experiments, Felicia Hardy has become a heavily scarred shut-in who never wants to see Peter again, and the Nazis have risen to power in Germany. Almost lampshaded by Peter near the end of the series, when he tells Mary Jane that his life is falling apart - and he thinks it's only going to get worse.
Sin City stories often end with the hero defeating and possibly even killing the Big Bad but at the cost of his life... one way or another. Wallace's story Hell and Back is perhaps the only 100% happy ending in the entire series.
The end of the DC event "Our Worlds at War" sees the world mourning the apparent deaths of Aquaman, Guy Gardner, Sgt. Rock, Hippolyta, with Superman himself mourning the destruction of his family farm and apparent death of the Kents along with the rest of the state of Kansas.
War of the Green Lanterns: The Green Lantern Corps is saved, the emotion entities are freed from Krona's control, the New Guardians are freed from the Book of the Black, and Sinestro is a Green Lantern again. However, thanks to Hal Jordan's actions, the Guardians of the Universe find him too dangerous and has him dishonorably discharged from the Corps. The story ends with Hal back on Earth in the middle of nowhere, muttering, "This isn't how it's supposed to end."
The final issue of the 2009-2011 Batgirl series ends with a montage of stories that the writer had planned to tell, including a team-up between Batgirl and her friend Cassandra Cain (whose absence had been a frequent criticism of the book) and a sword-and-sorcery adventure with Supergirl and Miss Martian. Despite the deliberately sad What Could Have Been montage, the book ends with Batgirl noting that the story would never end as long as the fans continued to remember it.
Joann Sfar and Emmanuel Gilbert's book The Professors Daughter: Ihmotep and Lillian get married and have three children, but Lillian's father is killed and wrapped in bandages, placed as a part of the Museum's Egyptology exhibit.
In All Fall Down, Siphon dies and no-one gets their powers back. However, a flash-forward shows that the heroes and villains do eventually move on and find closure.
The short-lived X-Men spinoff comic District X has such an ending. It features the POV character, Officer Ismael Oetega, managing to rebuilt his shattered family life; however, this comes at the cost of his daughter's life and the mutant gifts of almost everyone in Mutant Town. Also, a recurring character stayed in one place too long and turned into a tree.
In Joss Whedon's run on Astonishing X-Men, the X-Men managed to save the world from a large bullet that was sent by the citizens of the Breakworld, but Kitty Pryde ends up being stuck in the bullet after phasing it to make it pass through the Earth and ends up spiraling out towards space. The second to last panels had Colossus looking up at the sky in sadness.
The ending of Bone is quite bittersweet. The Lord of Locusts is destroyed, King Dok and Briar are killed, Thorn becomes queen, the Valley is at peace, and Fone Bone makes peace with the two Stupid Rat Creatures. But Lucius is dead, Fone Bone and Thorn will probably never see each other again, and the Bone cousins have to leave the valley forever. The last scene has the Bone cousins and Bartelby heading out into the desert together, planning to return to Boneville...
Transformers: Wings of Honor: The ending of the second Arc is actually happier than the first.Deathsaurus is defeated and driven back, the traitorous Combaticons are locked away and the autobots succeed. However, so many have died at this point including Ricochet, one of the comic relief characters. In the end, Rumbler is killed in the final battle, and Sprocket, the resident Cloudcuckoolander, continues to talk to him as if he was alive. The Hero, Dion is shot along with The Captain Magnum, both are near death, when they go into operation, one dies, and the other emerges as Ultra Magnus. The Autobots all agree to leave or go into stasis, taking their war away into the Generation one series.
My Little Pony Micro Series #3: Rarity is of course upset at high society paying attention to her hippie friends and ignoring her, but she consoles herself at least her new friends are happy and have given her a lifetime supply of their product in gratitude of her help while Twilight points out that her own fashion show was a big success itself with a slew of new commissions for her business.
Kingdom Come: The heroes have all made peace with each other, done away with secret identities, regained the world's love and trust, and last but not least, Superman and Wonder Woman are married and having a child. However many of the heroes were killed during the climax by a nuclear explosion.
Transformers: More than Meets the Eye: The Shadowplay arc was a flashback arc dedicated to bringing Rung out of a coma by trying to get him to remember. It has Optimus (then Orion), Ratchet, Windcharger, Skids and one of the few good Senators all coming together to stop a malicious plot by the senate to kill a bunch of innocents and frame the, then innocent, worker's party. It succeeds, they retrieve the bomb, and save everyone. However they can't find any evidence connecting the senate to the bomb spree, the Senator is taken away, and Optimus befriends Zeta, who would grow up to be another tyrant. The arc concludes with Rung waking up in the present while the senator had the titular Shadowplay performed on him turning him into the emotionless Mad Scientist Shockwave who's schemes would come to threaten the whole of the planet.
The Dragon Age tie-in Until We Sleep ends with Aurelian Titus defeated and Alistair finally meeting his long-lost father Maric. Unfortunately, Maric is only being kept alive by an ancient magical artifact and Alistair destroys it in order to release his father. Alistair then returns home to rule Ferelden as an unhappy king. Isabela, scarred by her imprisonment at the hands of the qunari, is shown leaving her life as a pirate.