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Dr. Horrible's Sing-Along Blog: The titular Dr.Horrible is in love with Penny, but is to afraid to talk to her. When he finally does, she gets swept off her feet by his enemy. Then he learns that not only has Captain Hammer slept with her, but that he's only staying with her because Dr.Horrible wants her. Then, at the end he accidentally kills her. No wonder he seemed so depressed in the final song.
Such as the worst of them all, ''For All Time''. This series delights in dragging things downward every five minutes. D-Day fails, Stalinists take over most of Eurasia, nuclear weapons are used like hand grenades, and the USSR-PRC war kills over 600 million people. When Canada is sufficiently militaristic and paranoid to have its own H-bomb program and the 1980 US Presidential Election is between Jim Jones and Charles Manson, you know the world isn't doing so well.
Marble Hornets shows this quite well. Basic story is a guy named Jay (or possibly J) decides to help a friend, Alex Kralie, by watching types of a movie Alex was making but scrapped. Ok so far. J soon notices...let's just say odd things in the tapes. Kinda bad but not horrible. Next thing J knows, he's being stalked by the same thing Alex was stalked by, and being attacked by a mysterious masked man (who turns out to be his friend Tim). J decides to put this all behind him, but he receives a tape from someone in which he finds Alex has started a new life...only for the very thing chasing him to appear right at his house just because his girlfriend found a camera with a tape from the movie on it. J rushes to his friend's rescue, only to wake up in a strange town "with no memory of the past 7 months." Oh and also shortly after finding someone who has had similar things happening to her, she disappears and J is attacked by the Masked Man again, forcing him to flee his hotel. So pretty much J's entire life has been ruined just because he wanted to help a friend out. Friendship can kinda suck that way, can't it? Then he finds out his "friend" is a crazy murderer.
At least in To Boldly Flee he Ascended to a Higher Plane of Existence, saving reality in the process. But oh wait! Turns out his ascension trapped him in a kind of purgatory (the show Demo Reel) where he was stuck as a terrible film maker, who was also a former child actor whose mother committed suicide. And now he's back reviewing.
The SCP Foundation has strict orders to destroy SCP-523 if an end-of-the-world scenario occurs because the sole ability of 523 is to make everything worse — which would be bad enough on its own, but it's also proportional to how bad the situation was in the first place.
Basically every one of The Onion's Digital Studios Series ends up along this route:
Sex House: Starts as a parody of reality shows such as The Real World, very quickly turns into what some commenters referred to as a possible Hell scenario, locking them in the house and watching them slowly mentally and physically decay without food or outside interaction save for motivation to have them have sex while America watches, and ends as a parody of reality shows such asThe Real World.
Lake Dredge Appraisal: Starts as a parody of auction-type public television shows, and compiles troubles on the host until finally revealing a strange The Picture of Dorian Gray-style dredge of him, painted 600 years prior, and suggesting further injury to him.
Horrifying Planet: well, this nature show just stays bad, as its point is to declare nearly everything in nature to be a horrifying disaster. In the final episode the narrator suggests to purify Earth by pouring copious amounts of bleach on everything, as the planet is better off completely dead.
Onion Talks: A TED Talks parody, with two or more incarnations featuring Diabolus Ex Machina endings for no particular reason.
Porkin' Across America with Jim Haggerty: A traveling show where regular Today Now! host Jim Haggerty goes across America sampling pork dishes. This one rather quickly went south, with him putting the show above most of his family, setting divorce procedures in play from the first stop, as everyone else he knows outside of work leaves him or dies, and he suffers debilitating injury necessitating porcine transplants until he starts to become more pig than man. All in front of the cameras. Ends with a temporary revival of Today Now!, with Tracy and a new male host reporting on "The Human Pig". Also somewhat subverted in that Jim/The Human Pig turns out to be quite happy with his new life and family
The only current exception is Life Hacking with Drew Cleary, which is on hiatus or ended without anything going badly for the host, but which has already included an episode on how to kill yourself.
In Tribe Twelve Noah meets up with the Order, a cult that worships the Slender Man as a diety. After pissing them off and letting slip the names of his informents (the Dark Harvest guys who brought him there), the cult is about to kill him to ensure his silence. How could it get any worse? Slendy himself shows up.