Late into Carnage Necropolis, Misty discovers that the L-Ject she got has a chance of curing Ash of his infection. When she reaches him, though, he's too far gone to be healed, and the only thing she can do is kill him.
Winter War. After many of the cast have already been killed or suffered even worsefates, Grimmjow, Hanatarou, and Hisagi or rather, Kazeshini controlling his body discover the original Kurotsuchi Nemu alive in Mayuri's lab. She's in bad shape, but they hope Orihime can heal her. She explains otherwise: her zanpakutou has been severed and her soul is being drained into her clones... which would remain even if Orihime tried to reject the damage. She asks them to kill her, and after some hesitation, they do.
In the My Little Pony: Friendship Is Magic fan fic Discorded Ponies (the first part of the Pony POV Series), the Alternate UniverseBad Futureepilogue has Twilight Tragedy turn back into Twilight Sparkle after Traitor Dash couldn't bring herself to kill her best friend. Twilight was then about to embark on fixing everything, but then Discord appears and turns her into Twilight Tragedy again. Turns out she only becomes herself again when and if he feels like it...
There's another one near the end of the Generational Transitions arc: Star Catcher uses the Rainbow of Light to defeat Strife, and Pinkie saves Minty from being deleted from existence... only for Minty to die of blood loss anyway, and Strife to reveal that she's even more powerful than she let on.
The Dark World!Mane Six are Storming the Castle. They've beaten and redeemed Traitor Dash, killed the Valeyard (causing him to regenerate back into the Doctor), torn apart Discord's defensive line, and manage to convince the Castle to remain neutral in the coming conflict. Just when it seems everything is going their way and it looks like they'll save everyone, it's revealed Fluttershy's essentially dead (though in Pony Heaven) and Fluttercruel is merely using her body. Then during the showdown with Discord's remaining minions, it looks like the heroes have the upperhand, Rarity killing Fluttercruel and Spike gaining the upperhand on Rancor... then Angry Pie rips Twilight's Element out and leaves her to die of Rapid Aging.
Rarity, Apple Bloom, and Spike are escaping from the castle and planning to go to Shining Armor and Cadence for help in the hope that the latter can use her powers to return Twilight to normal after being possessed by her Queen persona. Trixie intercepts them, and while Apple Bloom and Spike escape, Rarity is recaptured. Meanwhile, Queen!Twilight has learned of their plans; by the time the heroes are reunited, she's gotten to Cadence and stripped her of her powers.
After Scootaloo goads Rainbow Dash into a race for the title of fastest pegasus, Dash pulls off a Sonic Rainboom and it appears she's going to win. Then Scootaloo pulls off a firey equivalent of the Rainboom and not only wins but drives Dash into the ground.
Applejack and Rarity are fighting their way through Queen!Twilight's forces, and it looks like they're going to win and escape, only to be confronted by the brainwashed Princess Luna.
Spike confronts Queen!Twilight in Fillydelphia, and for a moment his heartfelt pleas seem to be getting through to the real Twilight — then she punches him across the room.
Applejack finally confronts Queen!Twilight and overpowers her; it appears as though she's going to kill her and, at worst, give the story a Bittersweet Ending. Unfortunately, she can't bring herself to kill her best friend, giving Queen!Twilight the opportunity to beat her, and place her under a spell that leaves her in a state of perpetual fear.
During the Final Battle, the Elements of Harmony are used on Queen!Twilight and, combined with her inner light and own Element of Magic, force the darkness out of her, both freeing Twilight and evolving her element to armor... but then the darkness takes on a life of its own, which proceeds to kidnap Twilight and flee.
In chapter 14, the pegasi manage to retake Cloudsdale. Then Canterlot is attacked and besieged by the griffins.
In chapter 17, Canterlot is liberated and the griffins are driven out of Equestria. But by the end of the chapter Derpy reveals that Axe told her about Red Cyclone's new superweapon, Fortress Intimidation.
In chapter 19, Fortress Intimidation is destroyed, Red Cyclone dies and it seems the war is over. But as ponies and griffins alike celebrate, Firefly is struck down.
After Nightmare Moon announces herself and that Celestia is dead, Twilight receives a letter via Spike, which implies she's still alive. However, it turns out the letter was only supposed to be sent if Celestia died, which kills the mood.
Close Every Door has two. The first is when Russia realizes that America is insane and most likely is the one who kidnapped England. It's ruined when no one listens to him, thinking that he is just slandering America out of jealousy. The second is when a witness tells Canada that a man matching England's description was seen carried into a house in Virginia, leading the nations searching for him to scour the state. Unfortunately America realizes that they caught on, and moves England to another state.
Friendship Is Magic: The Adventures of Spike: The Equestrian military manages to start winning against the changelings, and the Mane Six reach the Elements of Harmony. Then changeling reinforcements show up, and the Elements of Harmony refuse to activate. (It's implied to be due to the others not trusting Twilight earlier.)
The Chaos Verse has a couple during the Final Battle. First, Discord and Fluttercruel seemingly defeat Nightmare Phobia, only for her to absorb the Shadows of Oblivion and go One-Winged Angel. Shortly after that, they and the Princesses destroy her second OWA form, only for it to turn out to be a puppet of her true form.
From The Blessed Disaster : "I had had my fill of life. Then one day a child came to our lives and made me see the wonder that was still in the world... She's dead now."
Twilight Revised has one near the end when Twilight breaks free of Nightmare Moon's control and shoots her right through the chest with a magic laser. and then Nightmare Moon wins anyway.
Discussed in Stardust chapter 20: Shen reprimands Lana for making Twilight think that Matt's romantically interested in her, saying that this kind of false hope will only make things worse once the truth comes out. Lana insists in retort that false hope is better than no hope.