The Chinese short film Miss Daizi ends with the main character surviving suicide attempts in the state of depression in a future, landfilled Earth.
The Yellow Dwarf. The titular villain ends up murdering the hero, and the bereaved heroine dies of grief not long after.
Although it's gone through Disneyfication over the years, the original Little Red Riding Hood definitely falls under this: the little girl is devoured, rather messily, by the wolf, who gets off scott-free and wanders away. No brave hunter in this version, nope!
And this is literally the way Jin-Roh adapts the tale.
The original version of H. C. Anderson's The Little Mermaid. No happy ending for you.
While the title of the tale escapes me, there's a story about a princess who refuses to marry anyone who doesn't beat her at a three-day game of hide-and-seek. Anyone who challenges her but loses gets his head cut off. The protagonist wants to marry her, but isn't good at hiding. So he asks for the help of a djinn...then when he challenges the princess, on the first day the djinn turns into a fish and hides the man in his mouth. The princess doesn't find him. The second day, the djinn becomes a bird and hides the man under his wing; once again, the princess doesn't find him. On the third day, the djinn digs a hole under the princess's floorboards and hides the man there. The man listens to the princess magically search for him until the third day is nearly up, and is releived that he won't get beheaded...then the princess stomps her foot in tantrum and the floor breaks under her feet. She looks down the hole...
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.
The London Dungeon, an attraction near the London Bridge in the UK. Now before you comment with a very smart-assed "Well DUUUUH", just read. The whole idea is a haunted house with the theme of London's downer history. It even starts with you getting a picture of yourself on Death Row. You learn about the burning of London, a doctor who preserved living peoples' organs for vitality, Sweeney Todd, Jack The Ripper, etc. Another idea is capital punishment, and you, the visitor, being subject to it (the actors even throw in some humor to lighten it up a bit). The last part is a giant drop, symbolizing you hanging from the gallows. Of course, while it's all played for fun and for scares, it is simultaneously very bleak and depressing. Still fun, though!
Now one of a franchise - York and Edinburgh also have Dungeons.
Until MultiVac has its timeless moment to figure the answer to the Last Question. And (in a very creepy way, even for Isaac Asimov's works) says "Let there be light"
One famous cartoon (seen here◊) even managed to predict the start of the next war within one year.
The Versailles Treaty itself was arguably compromised by... compromise. US President Wilson wanted to be re-constructionist, French president wanted to be harsh and English Prime Minister Lloyd-George was in the middle. The treaty ended up being harsh enough to upset the Germans but not harsh enough to stop them from retalliating. No wonder Hitler used it for propaganda.
The treaty actually would have been enough to stop the Germans from retaliating if it was actually enforced better.
Everyone you will ever know, will ever love and will ever so much as be connected to will die at the end.
The fate of Anne Frank and the other Jews hiding in the Secret Annexe of her father's factory. The fact that they all were found out and taken to concentration camps just before the war died is so tragic it makes people want to cry. A play version makes this even worse: as the residents hear the Gestapo below, Anne is trying to comfort Peter and talks about the wonderful day outside and the beautiful sky. Not sure if it's in the real journal, but Anne Frank's story truly qualifies as a Downer Ending.
I would say it qualifies more as a borderline Bittersweet Ending, given that at least her father survived, meaning Miep's efforts weren't completely futile.
Sports. There are always losers, no matter how hard they worked. So sports are worse than others, such as when sportsmen die during the sport itself (such as the 1994 San Marino Grand Prix where both Roland Ratzenberger (who died on the Saturday) and Ayrton Senna crashed and died. Senna's death was made worse when it was revealed that he planned to wave Austrian flag when he won in memory of Ratzenberger (who was Austrian)).
In every FIFA World Cup, any team for a sincerely passionate soccer nation who gets eliminated (especially if they lose in a shameful way) will send its entire trusting nation into the abyss of grievance, given how much trust they have put to this very team that fails to bring home their glory. Also, just any soccer fan who supports this team will lose interest in the rest of the matches, too.
This can apply for a lot of sports on some level - the passion for American college football and basketball and the quest for the national championship in those sports is very high. But yes, given the nationalism involved and the fact that the losers must wait four years to try again, the World Cup does take this Up to Eleven.
The collapse of Fabrice Muamba during the March 2012 football match due to a cardiac arrest. He simply collapsed on the pitch and after he was taken off the pitch the match was over. The audience was weeping and chanting his name. Fortunately, this one ended up being a Bittersweet Ending, as Muamba survived but was forced to retire because of the damage to his body.
The 2001 Daytona 500 is considered to be the most Downer Ending in all of NASCAR if not all of automotive racing. The number of people who can remember who won that race (Michael Waltrip) pales in comparison to the number who remember what happened in the very last lap of that race when legend Dale Earnhardt hit the wall. It didn't look like much at first, but it was revealed the crash caused a basilar skull fracture, killing him. The tragedy forced NASCAR to mandate better head and neck restraints to better control head motions during a crash.
What happened to the Native Americans. Hundreds or thousands of cultures that could have enriched the world as other cultures do, just... wiped out, with a few run down reservations remaining.
And the Australian Aboriginals.
The Mesozoic Era ended with all of the pterosaurs, large marine reptiles, and non-avian dinosaurs dead, leaving behind only a handful of Archosaurs otherwise known as Crocodilians and Birds. The greatest creatures that have ever lived, gone... On the other hand, it cleared the way for all further life, making it a possible Bittersweet Ending.
The island nation of Kiribati seems to be heading this way due to rising sea levels.
As with Maldives, Tuvalu, and other island nations.
British entertainer Jimmy Savile (host of such shows as Top of the Pops and Jim'll Fix It) was one of the most celebrated people of the country, and famous for his charity work. But in 2012, one year after his death, he was unmasked as a pedophile who had molested over 400 victims, often using his charitable deeds to gain access to them.
The life of Michael Jackson: In the mid-1980s, he was the most popular entertainer in the world. By his death in 2009, he squandered his fortune, was accused of molesting children multiple times (and tried once; found not guilty), hadn't had a blockbuster song or album in a decade, abused plastic surgery to the point of body horror, and became a prescription drug addict who died of an overdose of propofol just weeks before he was to start a farewell concert run. His three children are in the care of the Big Screwed-Up Family that messed up his life in the first place.
Both the single "You rock my world" and the album "Invincible" did well enough back in 2001, and that was within the last decade of his life. Nevertheless though, yep, this qualifies as a Downer Ending.
Though Vampire: The Masquerade ends with Gehenna, a vampire apocalypse, most of the potential Gehenna scenarios end on a suprisingly hopeful note. However, "The Crucible of God" scenario has three alternative endings, one of which is specifically intended for players who enjoy downers: "The Rest Is Silence" features the Antediluvians draining all life from the face of the planet in their respective quests for godhood; every single species on the planet is driven into extinction, leaving Earth completely barren and lifeless. The only survivors are the players, and now that humanity is dead as the rest of the world, they have nothing left to feed on except each other; from there, they either commit suicide via sunlight, or sink into Torpor for all eternity. For added misery points, the instructions suggest that this final decision should be made in the decaying remains of the Garden of Eden, the only safe haven from the Antediluvians' death-throes.
Warhammer 40,000: No matter how you look at it, the human race is screwed: The God Emperor's life support is failing, the Necrons are waking up, the Orks are everywhere, the Eldar are dying/being eaten by a God of Evil, Chaos can't be beaten as long as emotion still exists, and of course, the Tyranids will eat everything.
The storylines of some Magic: The Gathering sets and blocks have particularly nasty Downer Endings, since the next one will typically take place in an entirely different world anyway. In particular, while Rise of the Eldrazi's storyline is left unresolved, it's awfully hard to see how any non-Eldrazi life is going to survive and it's entirely possible the world of Zendikar itself is about to be destroyed. Several other storylines from much earlier in the game's history (Antiquities and Fallen Empires jump to mind) conclude with similar devastation, though on a "merely" continent-wide, rather than wordldwide, scale.