In fact, it's often something of a surprise (and a relief) when most of the characters focused on in a two-episode arc manage to survive intact.
Bittersweet Ending: The genocide against Contractors has been defeated and some leaders of The Syndicate are dead or imprisoned. On the other hand, a lot of characters have died, and while it's theoretically good that Contractors are now revealed to the public, there is the obvious danger of what an evil Contractor could do. Finally, it seems plausible that there are still Syndicate leaders alive who could threaten the protagonists in the future.
Conspiracy Redemption: Turns out Evening Primrose was trying to prevent a genocide of all contractors that the group Hei had been working for was planning. Hei has a bit of a temper tantrum at the suggestion that Amber, who he hates for whatever happened between them in South America, may actually have the moral high ground.
Dark and Troubled Past: Good lord, Hei. Little sister ended up as a Contractor, had to become a Child Soldier assassin for The Syndicate to stay near her, thrown into the middle of a very ugly Phlebotinum War, apparently betrayed by his then-girlfriend, and the entire team he was working with either killed or vanished when most of South America blew up, including the aforementioned little sister. Every single thing we know about his past fits right into this category.
Huang and Yin too, for that matter.
Huang saw his best friend murdered in a very horrific way by his then-girlfriend, who turned out to be a Contractor had only gotten involved with him in the first place to get information. He was then forced to either join the Syndicate or have his memories erased.
Yin, already blind, had her father die in a plane crash. Shortly afterward, she discovered and assumed that her mother was having an affair and ran out of the house... straight into the path of an oncoming truck. Her mother pulled a Diving Save and died in the process, leaving a 10-year-old Kirsi orphaned and blaming herself when the Gates appeared and Mind Raped her into her current Emotionless Girl state.
Dead Star Walking: Chiaki seems like she will become a major character and/or love interest for Hei, but not only is she dead by the second episode, she isn't even the real Chiaki.
Dies Wide Open: Havock dies with her eyes open, and the final sign that Hei's attitude toward her has changed is that he closes them before going after those responsible.
Dying Moment of Awesome: Havoc, ready to die but not to use her power again; Wei, fighting Hei while knowing the outcome and helping him as the last action; Amber, Ret Gone-ing herself so that Hei can stop the Syndicate's plan without removing Japan from the map; and several Taking You with Me cases: Huang, November 11.
Evil Counterpart: Nick fits in having the same electric power as Hei and a similarly sensitive personality, but also possessing a Contractor's willingness to kill. Wei might also qualify, in that like Hei, he is Chinese, and seems to be the Contractor who most enjoys murder, in contrast to Hei, who is one of the more pacifistic.
Genocide Dilemma: Let PANDORA destroy Hell's Gate, killing every Contractor and Doll on the planet, or trigger the Tokyo Explosion and prevent them from ever trying it again, wiping out Japan in the process? Hei, naturally, finds another option.
Heel Face Turn: Considering who he had been working for up till that point, one might suspect that November 11 was still carrying out his job as a double agent when he switched over to Evening Primrose. This was intitially true, but when he finds out the actual truth about MI6's plans, really DOES turn.
Karma Houdini: Surprisingly subverted at the very end. Eric Nishijima is backstabbed by his boss, his boss is then exposed by Kirihara. However, season two shows that not everything is resolved with their Organization.
The Kid with the Leash: Subverted. It looks like Alice has Wei's leash, but he kills her with absolutely no provocation, remorse, or warning.
Kill Em All: Most of the principle and recurring characters die during the final four episodes, leaving Yin, Hei and Kirihara as some of the only survivors. Mao's body is still alive, but his human mind (which was stored on a database somewhere else) had the plug pulled, effectively killing him.
Mao's mind was recovered in season two.
Mad Scientist: Dr. Schrader. He's actually a nice and chatty guy, but thinks it's really great idea to indiscriminately eradicate some portion of humanity (thus cornering said people into trying Throw Away Country trick just to stop him) and bet the whole Earth (it's already all under Alien Sky undeniably connected to Gates and Contractors, remember?) on the validity of his theories. In a single experiment. Which is supposed to be non-repeatable even if successful. Why not, indeed?
It helps that his reaction to Hei interfering in an attempt to destroy the Gate, leaving The Syndicate's plan shot to hell, is absolute glee that he got something so cool to study the results of.
Magical Defibrillator: Literally, but as such not quite an example of the trope. Bertha stopped Hei's heart briefly, only to quickly learn that this isn't the most effective way of taking down someone who can generate enough electricity to immediately start it again.
The Man Behind the Man: Kirihara's boss (of the Contractor-hunting police) is also the boss of The Syndicate, which has been planning a genocide of the Contractors from the very beginning.
No Plans, No Prototype, No Backup: Subverted. The Mad Scientist thinks that his plan has been stopped because Amber and company blew up his particle accelerator, but it turns out his bosses had made a backup copy. He compliments them for doing this and not letting him know.
One Last Smoke: Subverted twice. November decides that since he's dying, for once he doesn't have to smoke, and later, Hei stops Huang from having a cigarette when he says goodbye before the latter's Dying Moment of Awesome.
Reality Warper: In a way Amber's power, as she can alter time, as well as Hei's/Bai's which involves altering matter on a quantum level.
Reset Button: Played for laughs in the OVA. After circumstances conspire to reveal Hei's identity and Saitou confesses his Bodyguard Crush, Mao promptly charges in with a tube of something that turned out to be an experimental allergy medicine created by the chemical department of the Gate research group that had the bizarre side-effect of erasing the memories of non-contractors. This neatly prevents any of this from effecting much of anything.
Retcon: During the climactic sequence, when a smattering of characters from all throughout the series meet with Hei in a vaguely afterlife-like realm, two faces stick out like sore thumbs on account of not being, well, dead. Granted, Mao's presence is somewhat excusable: he only resurfaces in season 2 thanks to a backup copy of his consciousness. So, one "version" of him did die, making his presence among the dead permissible if you squint. The other character, however, is a clear case of retconning: Amagiri, who seemed to have been burned to death, but reappears in the Gaiden, scarred and injured but quite alive. We can only assume he was originally meant to have died, therefore allowing him to appear among the others in the season 1 finale; the Gaiden offers no explanation to Hand Wave this.
Technically Amagiri can be considered dead in the scene because all the Contractors would have died when the Gate got destroyed before Amber turned back time again.
Also, in the scenes leading to the Gate being destroyed, Amagiri is shown to have been burned to death by Mai...but then Amber rewinds time and leaves Amagiri a clue to prevent his death. Which he does by shooting Mai before she can kill him.
Retirony: Huang talks about how he wants to move to the countryside and fish all day and Hei tells him to stop smoking or else he will shorten his life; Huang dies soon afterward in a Dying Moment of Awesome. However, if you pay attention, he had already been shot during that conversation, although whether Hei realized this is debatable.
Secret Stab Wound: Huang has a probably-fatal bullet wound throughout his entire appearance in the Grand Finale, which is only hinted at until after he's already dropped off the rest of the gang at the Gate.
Super Empowering: The Mad Scientist mentions offhand in the last episode that Hei could grant normal humans Contractor powers. His reaction when he learns this is likely to be interesting, to say the least.
Take A Third Option: Hei at the end, deciding not to go through with Amber's plan and turn all of Japan into his own personal Instrumentality-esque god-mode playground or to let the UN, PANDORA, and the Syndicate destroy the Gate and kill all the Contractors on the planet. Instead, he destroys the anti-Gate beam by altering the quantum structure of the particles inside it, making it unusable for its intended purpose but very good for blowing a large hole in both the wall and The Masquerade.
That Man Is Dead: "The man you knew as Li no longer exists." This doesn't stop her from calling him that every time she sees him afterward, though.
The Unmasqued World: Hei (very intentionally) blew The Masquerade at the end of the first season. His former bosses were not pleased, and he's been dodging assassins and bounty hunters on and off since.
Xanatos Roulette: Amber plans for Wei to be killed by Hei. If Wei didn't dramatically die up against the Gate's wall, or if he was electrocuted, our heroes would never have gotten inside. But then, she can see the future...