The Warhammer 40K fanfilm Damnatus ends with a powerful daemon getting unleashed upon Sancta Heroica, everyone on the team getting killed off, and the planet itself being destroyed via the Exterminatus order of Inquisitor Lessus. Par for the course for 40K.
Twilight Revised features one, made worse by the preceding Hope Spot. The Bad Guy Wins, and Twilight gets sealed in the sun with Celestia. Might possibly count as a Bittersweet Ending, since Celestia was the only pony Twilight ever loved, and it's implied that Twilight still loves her despite everything Nightmare Moon put her through.
While Earth and humanity go through a more Bittersweet Ending in The Conversion Bureau: Not Alone, Equestria definitely gets this type of ending when the story wraps up. Although the they're able to safely make it back to their home dimension in one piece, their military is nearly completely decimated thanks to the war against humanity, and in their hasty retreat, the princesses were forced to leave roughly three thousand Equestrian ponies plus eight hundred newfoals behind to an uncertain future on Earth. On top of that, the population is revealed to be losing their faith in Celestia and Luna, and the zebra and gryphon kingdoms are not very happy to hear about the princesses' Assimilation Plot. The story closes off with the gryphon queen writing a letter to Celestia stating that Celestia's Omniscient Morality License has been revoked and that she will "know accountability for the first time."
And as the sequel The Conversion Bureau: Conquer the Stars shows, things get even worse. First, all the other countries in Equis launch a massive economic embargo against Equestria, forcing the heavily import-dependent country to become self-sufficient for the first time in ages (and not doing very well at it), all the while dealing with scarcities of several different resources in the meantime. Some time later, negotiations were re-established for the next five years, during which things seemed like they'd be okay... only for, on the fifth Hearth's Warming Eve, all nations to declare war on Equestria simultaneously. The following campaign was so devastating to Equestrianote even Celestia herself plus an entire armada of their best soldiers were crushed by the invaders in front of the entire populace of Manehattan that the Princesses were forced to relocate to another planet. Said planet is a barely habitable freezing ice ball that's infested with dangerous monsters which are only kept away by the Barrier. And even then, the relocation was done by leaving several pieces of Equestria, like the entirety of Appleloosa and literally half of Hoofington, behind. By the time the USS Calvin discovers Equestria, the country is ravaged by civil war, extremely impoverished, has lost use of the Elements of Harmony, and a resistance movement is midway through a plan to "bring the Princess to her miserable knees".
From Kill la Kill AU, we have the ending to comic 41, which has Ryuuko sick and hospitalized, as her condition gets worse. To further caps this off, she wished to be the "sick one" instead of Satsuki, which ends as one would expect.
In the ongoing limited series titled Lex Luthor Triumphant Lois Lane gets an interview with Lex Luthor, 8 months after Superman vanished without a trace.
In the Naruto fanfiction the first half of canon New Blood written by J Falcon ends with konoha being taken over, sand destroyed and plenty of characters dead, turned traitors or their fates ambigious. So with a complete and total loss for the heroes.
Then it's seems to be getting better in the second half [It's not finished yet] but it still has plenty of beloved characters dying. Like Ryu who just died in one of the recent chapters, one of the most noble and unambigiously good characters [Despite working for Orochimaru]
A rare humorous example can be found in nearly everything written by Hans Von Hozel.
Shell Shock is less likely to make you sob than it is to make you scream while tears stream down your face. Fluttershy succumbs to the madness around her and kills an unarmed, defenseless, colt while he is desperately trying to escape being massacred by soldiers.
The Gorillaz fanfic Just Over the Stars has one that has shades of a Bittersweet Ending but really leans more towards a Downer Ending: 2D dies in his sleep, but he is with Murdoc, so he died happy. However, Noodle and Russell are implied to be dead or at least missing, and Murdoc actually kills himself at the end.
That Guy With The Glasses In Space has one of these, where, after The Nostalgia Critic travels back in time and it seems like he has prevented the beginning of the war from happening, Ask That Guy discovers the Critic's dead body, realizes that he's from the future, and muses on how it would be fun if he and Doctor Insano made everyone from the TGWTG site immortal so that they could fight each other for all eternity. At the very least, it leaves the reader a bit uncertain or worried about what happens after that.
In the Axis Powers Hetalia fandom, any story involving one of the nations falling in love with a human. These often cross with a Bittersweet Ending as after the human's inevitable death (be it natural causes or not) there is a time skip a-hundred-or-so years into the future, showing the nation remembering their lost love on their birthday or visiting their grave even after such a long time.
A somewhat in canon example is France and Joane of Ark. She literally died for him.
Reimu chooses to die with Yukari during the events of Touhou MAMA. However, it is also a Bittersweet Ending because Yukari died happy and seemed to be at peace, Reimu releasing her from her howling grief and insanity she had over her assumed infertility, and changed into butterflies of their perspective colors, red and purple.
The Star Trek: New Voyages episode has Chekhov afflicted with Rapid Aging which causes him to die at the end of the episode. The final scene after the closing credits, however, reveals that most of the episode may be All Just a Dream.
A particular brutal one in a fandom where most fan fics have happy endings occurs in the Randy Cunningham: 9th Grade Ninja fan fic Killer Chimps In Norrisville. It ends with OC Niall Warburton betraying his morals as a pacifist and kills a chimp to save the Ninja, after that he suffers a mental breakdown. For all intents and purposes, Niall was, and still is to some extent The Woobie. Considering there was actually a poll that decided whether or not Niall would live or die, it could have been worse. Also, this was Niall's introductory story.