Older Than Feudalism: The Trojan War eventually ends, and beautiful princess Helen survives. So does Odysseus (though his trip home is an interesting story). But just about everybody else is dead, a lot of women and children were sacrificed or enslaved, and a great city is in ruins. And it's not clear the gods involved even managed to settle their dispute.
Versions of Odysseus's story also have a Bittersweet Ending that verges on a full-on Downer Ending - Odysseus and Penelope get back together, he gets to see Telemachus - and then has to take an oar to a people who have never heard of the sea in order to appease Poseidon. Cue another ten year round trip to Russia and back.
The Bible is packed with Bittersweet Endings from start to finish. Humanity gains knowledge, but loses paradise. The Israelites are freed from slavery, but at the cost of thousands of Egyptian lives. Moses serves long and well as a prophet, but dies before reaching the Promised Land (indeed, he's not even allowed in, for striking a rock to bring forth water, rather than speaking to it as God commanded). The Jews build a magnificent temple, which is subsequently wrecked when the country is conquered... twice.Jesus preaches and wins many followers, but then he gets painfully executed. He comes back, but a month later goes back home (subverted with him promising to return someday). People start off happy, they sin, they get punished, they reconcile, they get redeemed, rinse and repeat, with the eventual death of nearly every character. (Well, it all happened thousands of years ago, what did you expect?)
Averted for those who do go to heaven.
IF there is a heaven. if not, then all that service to God would have been all for nothing, making death a Downer Ending. Although you would not know that it was all for nothing as you would be dead.
Ragnarök, the Grand Finale of Norse Mythology. The Norse gods die in battle, the warriors of Ásgarđr die to a man this time for good, and the conflict kills nearly every living thing in the world. The "nearly" is what keeps the ending bittersweet. Two people manage to survive, and another power arises to restore the world. And the Norse gods destroyed their opponents, the frost giants, fire giants, Loki, etc., they're all gone, thus ensuring that they won't be around to cause any problems this time.
But the younger gods do survive, and we also have Baldur returning from the dead along with his wife and his brother.