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- The Chinese short film Miss Daizi ends with the main character surviving suicide attempts in the state of depression in a future, landfilled Earth.
- Qin's Moon ends nearly all of their seasons with one.
- The OVA, Birdsong in Hollow Valley ends with Ink Crow dying from his wounds protecting White Phoenix and Nong Yu from Ji Wuye and helping them escape from his palace. However, Nong Yu, who poisoned herself, reveals to White Phoenix that there was never an antidote, causing her to die as well. White Phoenix, all alone, gets approached by Crimson Snake and Wei Zhuang, only to be told that he can only blame himself for being unable to do anything to prevent his friends's deaths.
- The Yellow Dwarf. The titular villain ends up murdering the hero, and the bereaved heroine dies of grief not long after.
- The Ram (also known as The Wonderful Sheep), by Madame d'Aulnoy (who also wrote The Yellow Dwarf). The titular ram, who has previously declared that losing his beloved princess, Merveilleuse, would cost him his life, waits for her in town, but is forbidden from entering the palace. Merveilleuse told her father that the ram was actually a prince, but she was so excited in telling him that she lost track of time. The ram waits such a long time that by the time Merveilleuse sees him, he has died, leaving Merveilleuse with a broken heart.
- Some retellings have Merveilleuse die as well.
- Babes in the Wood is usually known as a pantomime in which the two titular children, having been abandoned in the woods by their wicked uncle, are rescued by either fairies or by friends of Robin Hood. The original ballad has a more realistic version of the fate of two young children abandoned in the wild wood: they both starve to death.
- Frau Trude by the Brothers Grimm. The titular witch turns the protagonist into a block of wood and throws her into the fire.
- The Poor Boy in the Grave. The protagonist is killed, and his abusive master and his wife lose their home.
- The Maiden and the Beast, a Portuguese version of Beauty and the Beast. It ends with the beast dying, the heroine dying soon afterwards, and her sisters being reduced to poverty.
- 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 scot-free and wanders away. No brave hunter in this version, nope!
- The original version of Hans Christian Andersen's The Little Mermaid. No happy ending for you.
- Many other of Andersen's works do not end well. The Little Match Girl ends with a girl freezing to death, and the princess in The Swineherd does not learn her lesson and is rejected by the prince.
- The Slavic fairy tale The Three Treasures of the Giants sets up a happy ending where Jack, the hero, receives a magic table, cornet, and bag from giants, marries a princess, and becomes a wise king. However, the story continues, and Jack's descendants grow proud and neglect the king's treasures. One king thrusts the treasures into a cellar. Years later, the king's grandson searches for the treasures to defend himself from an invading army. He finds the treasures, but all the magic has faded from them due to neglect.
- The Romanian fairy tale The Death of the Sun-Hero ends with its protagonist having his tongue ripped out by a crab and dying soon afterwards.
- Many fairy tales from sub-Saharan Africa feature sad endings. A prime example is The Rover of the Plain, where a husband loses his wife and fortune due to her laziness and neglect of her buffalo, and the husband feeling humiliated for not obeying his parents.
- Anguillette by Henriette-Julie de Murat. Hebe, the heroine, is warned by the fairy Anguillette that her love life may be fatal. She falls in love with a prince named Atimir, who later falls in love with her sister Ilerie. Hebe marries another prince, while Atimir marries Ilerie, but Hebe and Atimir still pine for each other, despite Anguillette's warnings that Hebe must never see Atimir again. Eventually, Atimir duels with Hebe's husband. Atimir dies, and when Hebe sees the lifeless bodies, she commits suicide. Hebe's husband turns out to have survived the duel.
- The Palace of Revenge, also by Murat. The protagonist, Imis, and her lover Philax are shut up in the Palace of Revenge by the evil spirit Pagan because Imis had rejected him in favor of Philax. Imis and Philax eventually find a way out, but have grown so sick of each other that they do not marry. (A rare fairy tale example of a sad ending where the protagonists do not die.)
- Joliette by Jeanne-Marie Leprince de Beaumont. The protagonist, Joliette, has a penchant for gossiping and tattling. Eventually, her gossiping gets her in serious trouble when a gentleman overhears her gossiping to his wife that her husband told her that the man was dishonorable. The man later proceeds to kill Joliette's husband. Upon seeing her husband's dead body and realizing what a horrible mistake she made, Joliette impales herself on the sword that killed him. Joliette's mother dies right afterwards.
- Judar and His Brethren, a story from the Arabian Nights. Judar is poisoned by his brothers after he becomes sultan.
- 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...
- Big Finish Doctor Who story "Lucie Miller/To the Death" has one of the biggest Downer Endings in Doctor Who, surpassing all the New Who endings. Tamsin is killed senselessly by the Daleks, upsetting the Monk. Alex and Lucy die defeating the Daleks, and by the end the Doctor is left broken.
- To make matters worse, and crossing into Live-Action TV, "The Night of the Doctor" short that serves as the sendoff for the Eighth Doctor confirms that the audios are canon in the context of the TV show. As it turns out, the Eighth Doctor hit the Despair Event Horizon afterward when his choice not to fight in the Time War and instead try to save lives didn't do much good. When he was fatally wounded and urged by the Sisterhood of Karn not to give up on his own life for the sake of the universe, he chose to give up his ideals instead, regenerating into the warrior responsible for the genocide of both the Daleks and his own people that brought the war to an end. The subsequent Doctors refuse to acknowledge this incarnation for centuries afterward, until the events of "The Day of the Doctor" allow for a happier outcome to the Time War — which still doesn't make up for the Eighth Doctor's miserable descent into despair.
- Another spectacular example from Big Finish, "The Holy Terror," concludes with the Doctor and Frobisher unable to save anyone. Frobisher's attempts to teach free will to the people of the Castle end with The Child massacring them - the entire population of the world dying horrible while begging Frobisher for a miracle he can't provide. Though the Doctor manages to discover the truth behind the Castle and stop Eugene from carrying on the same cycle of murder and forgetting he's been stuck in for the last few thousand years, he can't free him from his Self-Inflicted Hell: unwilling to spend another cycle in the prison dimension but unable to forgive himself, Eugene allows the Child to kill him. In the end, the Doctor and Frobisher are the only survivors of the entire story, and both of them are horribly traumatized by what they've encountered.
- "Project Lazarus" has the rare distinction of having two downer endings: the Sixth Doctor's part in the story ends with the Doctor barely escaping the Forge alive, his attempts to cure Cassie having been All for Nothing; Cassie herself has been murdered by Nimrod, leaving her son an orphan; finally, Evelyn is deeply shaken and not at all happy at the Doctor's attempts to bounce back from the disaster. Worse still, it's also revealed that Evelyn is actually suffering from a serious heart condition - one of the reasons why she decided to travel the universe in the first place - and might not be around much longer. Meanwhile, the Seventh Doctor's story ends with the Forge in ruins and the Huldran able to escape... but Nimrod is still alive and setting up a new base in London, the clone of Six died in despair with the rest of his brothers, and the few sympathetic base personnel were either murdered by Nimrod or died saving the Doctor. Seven, needless to say, is left shell-shocked by this incident and decides that it's time to return home...
- 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.
- Warhammer has the aptly named "The End Times" series, which each book the heroes take a progressive beating, and it starts out with Chaos forces overrunning almost everyone and the Lizardmen pulling a "Screw this we're outta here". The final book in the series, Archaon, apparently pulls an Apocalypse How on the setting, destroying the very universe itself at the behest of the Chaos Gods.
- 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, "Scars of Mirrodin" ends with Mirrodin losing and Phyrexia's rebirth, "Khans of Tarkir" actually ends up with Tarkir a worse place after Sarkhan's temporal meddling leads to the clans being conquered by dragons instead of exterminating them, and "Theros" ends with Elspeth's needless death at the hands of Heliod.
- The board game Defictionalization of Jumanji can have this happen in some playings. Each time a player lands on a space, the rest of the players have a limited amount of time to use their "rescue die" to save the player from the game's hazard they drew, otherwise said hazard manages to escape into the real world. Failure to do this ten times results in an automatic loss for all players.