Ragnarök, the Grand Finale of Norse Mythology. The Norse gods die in battle, the warriors of Ásgarðr 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.
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.
Other versions have Odysseus' son by Circe, Telegonus, arrived on Ithaca, because his mother sent him to find Odysseus, but didn't know it was Ithaca. He and his men began raiding the island, and Odysseus and his son Telemachus went to stop them. In a struggle between the groups, Telegonus killed Odysseus with a stingray tipped spear. Eventually they figured out their mistake, and Telegonus brings Odysseus' body, Telemachus, and Penelope to Aeaea. On the island, after burying Odysseus' body, Circe made all four of them immortal, she married Telemachus, and Telegonus married Penelope.