For most of the Allies. They won, obviously, but even countries that got off 'lightly' tended to suffer a casualty rate in the range of tens of thousands, the majority with over 100,000 dead, the major ones with over one million dead, Soviet Union and China with over ten million dead, a grand total of approx 50 million (no one knows for sure). Then there was the massive amount of physical damage, the United States and Canada getting off practically scot-free because an Axis invasion of North America was logistically impossible thanks to oceans that would be impossible for an invasion force to cross either the Pacific or Atlantic without running afoul of Allied ships (especially in Japan's case, they would have to contend with submarines). Oh, and even as World War II ends and everyone is celebrating, the Iron Curtain descends and the world is plunged into an additional 40 years of the Cold War.
In the Eastern Bloc this was even more notable as they lost more people as a percentage of their populations than anywhere else. Poland and the western portion of the Soviet Union (Ukraine, Belarus, Lithuania) lost on average about 15% of their total populations. And then they were under the thumb of Stalin. The gulag was busy in the immediate post-war period.
And the bombing of Hiroshima and Nagasaki as well. While it may have ended the war and led to the creation of Godzilla in 1954, it came at the terrible and high cost of hundreds of thousands of innocent lives being lost. And while obviously both horrible acts of war, what could be even worse was what they heralded: An age of almost unprecedented international fear and weariness, when the complete destruction of life on Earth (or at least the vertebrate part) became a distinct possibility, instead of just a nihilistic fantasy.
World War I for the Allies as well. France lost over a million young men, mostly in battles on home soil, and became so terrified of another such conflict that the defeatism that crippled her during the Thirties and Forties set in. Britain's world empire was severely shaken, several colonial jewels gained their independence, and she went from being a creditor to a debtor nation. Italy lost 600,000 soldiers to gain trifling bits of land, fueling its resentment and hatred for the war-spoiled Western allies that would lead to the Duce. Serbia suddenly found herself going from a nonexistent nation to total control of the western Slavic peoples, and ruled them with an iron fist, creating deep-seated ethnic hatreds. Russia collapsed in civil war, the victors of which would rule with an iron fist. Greece, which participated in little actual fighting, went mad with glee at Turkey's supposed weakness at war's end, invading Anatolia and complicating political matters in the eastern Mediterranean for many years. The latecomer United States was shocked by the carnage into adopting a policy of isolation. Japan was perhaps the only Ally not to be horrifically scarred by the war, and their experiences in it led to the military takeover of the Japanese government and the road to war again.
The Winter War between the Soviet Union and Finland. Soviet Union gained ground to secure the city of Leningrad... but suffered over 126,000 dead in the effort, with hundreds of thousands more wounded, many of them maimed for life, and failed to occupy the whole of Finland. On the other hand, Finland preserved her independence... but lost 25,000 dead, and drifted in the direction of the Nazi Germany.
The Soviet Union broke up, dictatorships fell, and a tense nuclear situation was averted, but it left Slavic people with widespread poverty throughout the 90s and privatization left much of its successor state's wealth in the hands of oligarchs. Not to mention, ethnic tensions bubbled up to the surface and left us with 10 years of Yugoslav wars.
Some former Soviet countries, like Ukraine, have yet to recover their GDP as it was upon their independence. This is over 20 years after the fact. Moldova is the poorest country in Europe and its per capita GDP of about 1500 US dollars makes neighboring Romania seem wealthy.
Also, while the Cold War did put an end to one of the most oppressive and violent empires in history, it also left many third world nations across Asia, Latin America, and Africa scarred from the proxy wars the Soviet Union and the United States fought there.
Once war breaks out, the best possible ending is bittersweet... in a large scale. If it's imperialism and you're the empire, jolly good for you.
After any major disaster. ANY. New Orleans after Katrina, New York after September 11, 2001. Hiroshima and Nagasaki after the Bomb, the Gulf Coast after the Deepwater Horizon oil spill, etc. Yes, you may stop/survive the damage, but after large-scale disasters like that nothing goes back to the way it was. After 9/11, travel by air became such a hassle due to the atmosphere of paranoia that riding Amtrak is seen as a better option, even if its on-time performance is questionable.
The K-Pg. On the one hand, it cleared the way for mammals, and eventually ourselves. On the other, it wiped out the non-avian dinosaurs, not to mention pterosaurs, mosasaurs, ammonites, and many others.
Earlier, the Permian extinction. It opened the way for all lifeforms that survived, but eliminated nearly all synapsids, bizarre amphibians and many, many other living beings that would never have parallel forever.
In the context of Canadian Politics, NDP supporters, BQ critics, and perhaps even those who are neither might consider the more recent Canadian election bittersweet. Jack Layton's campaigning won over an increasing number of NDP votes in Canada, taking votes from many other parties, especially the BQ, and Jack Layton became official opposition leader... but died soon afterwards. Pushing the BQ downwards and the NDP to second-place was a huge change to Canadian politics, but the leading force for it only got to see a couple months' worth of the results.
The Battle of Trafalgar was this for Great Britain. Britain was safe from invasion, Bonaparte's Europe could be blockaded by the world's largest navy. But Horatio Nelson was dead, and a storm meant that barely anyone got paid prize money.
One of the most wrenchingly ironic examples of this is the 1993 World Trade Center bombing. It took forever for the towers and surrounding buildings to be evacuated. As such, new safety measures and procedures were implemented. Eight-and-a-half years later, following and using these new safety measures, the vast majority of people below the impact zone of the towers were able to escape from the buildings relatively quickly and mostly unharmed.
Longtime Pittsburgh politician Bob O'Connor had dedicated most of his adult life to becoming Mayor. He came close during a bruising primary election in 2001. He came back in 2005 to win the whole thing and seemed to be off to a great start and he had high popularity. Seven months into his term, however he finds he has incurable brain cancer and he dies after only 9 months on the job that he'd tried so hard to get.
Winning an auto race or championship during which another driver died, such as at the end of the 2011 Indycar season where Dan Wheldon died and Dario Franchitti, a dear friend of his, took the championship when the race was canceled.
NASCAR driver Michael Waltrip got one during the 2001 Daytona 500. He won his first race in his career, after 560+ tries, but a last-lap wreck killed car-owner Dale Earnhardt.
While Groundhog Day itself doesn't have one of these, the effect it had on Harold Ramis and Bill Murray and their longtime friendship does. Both had extremely different feelings as to where the film should go, and this tension combined with Murray having something of a Creator Breakdown due to the dissolving of his marriage at the time meant that once the film wrapped, the two of them never spoke again. They did end up reconciling... in 2014, shortly before Ramis died of vasculitis.