In this Infinite Canvashere. When Roy takes a huge fall after fighting Big Bad Xykon in the sky. Roy tries one thing after another, desperately trying to stop the fall or at least reduce fall damage, only to run out of options. Then he realizes he has a talisman that can summon an ally who can fly. Only his realization comes just a little too late. Alas... it was too strong to be easily broken anyways, because mundane humans can't inherently cast lightning.
Soon after that, there is another Hope Spot, when it appears that Soon is almost victorious against Xykon. Soon even figures out that Redcloak is carrying Xykon's phylactery and plans to have it destroyed. However, the fallen Paladin Miko Miyazaki does exactly the wrong thing and destroys the gate that allows Soon's soul to stay in this world. Xykon and Redcloak are able to escape, Soon is unable to pursue, and Miko herself pays the ultimate price.
The Resistance manage to get Xykon's phylactery and return to their base, only to find Redcloak got there and killed everyone. The Resistance then tries to hold Redcloak off while two of their number escape with the phylactery, only for one of them to turn out to be a polymorphed spy, who leads the other into a trap and takes the phylactery himself.
Redcloak and Right-Eye get one in Start of Darkness. They'd just had a fun adventure together which finally convinced Redcloak to settle down with his brother and his family. And then Xykon returns after three years of absence with An Offer You Can't Refuse.
Xykon: I was pretty sure there were only two types of goblins within a 20 mile radius. Those that worked for me and those who's internal organs are distressingly... external. [Showing Right-Eye's wife and children in the background] Which type are you Right-Eye?
In the Empire of Blood Arc, Durkon is turned into a vampire and enslaved by Malack. While he initially seems to be set free when Nale kills Malack, a later strip reveals that he is the High Priest to Hel while the original personality is caught in an And I Must Scream.
Nana's Everyday Life has a lot of these in its short, heartbreaking run. One of them lasts a very long time.
Repeatedly during the Sturmhalten arc in Girl Genius. Wishing to avoid the notice of a prince who previously stole one of two valuable machines from them, the circus Agatha's traveling with uses Jägers as an excuse to bypass his city? This irregularity is enough to warrant a report to the nefarious prince, who requests a command performance. The circus is unmolested, and the show goes smoothly? It turns out that the prince is part of a secret society bent on using a particular girl to resurrect a Sealed Evil in a Can, a device in the theater surprises the prince by showing that Agatha IS that girl, and Agatha ends up being carted off. The prince is killed by his own daughter Anevka at the last second? Anevka killed him only so that she could do something else nefarious with Agatha. Agatha is saved from being tortured to death by Anevka's brother Tarvek? Agatha happens to run into some other prisoners of Anevka's just as she's about to escape? Who reveal that Agatha is the daughter of The Other and overwrite Agatha's mind. After managing to temporarily overcome The Other, Agatha and Tarvek are about to use a signal device they built to spoil the villains' plans and call for rescue? Tarvek betrays Agatha and reactivates her Enemy Within.
In Looking for Group, Cale is leading an army to reinforce the Northlands allaince, several comics show them getting closer an closer ending in a dramatic pose complete with ralying battle cry as they are about to swarm over the last hill and reach the ensieged Bloodrage camp. Next page they come over the hill only to find out they were to late and the entire area has been destoryed and the attacking Legarna forces are long gone, leaving only the charred bones of the fallen behind.
The trolls were this close to claiming the reward for beating SGRUB before he emerges from the other session, destroys the portal to the kids' universe, and kills all of their dream selves.
Earlier, Davesprite and Bro join forces in battle and seem to have an upper hand against him. And then the fourth prototyping happens and they get curbstomped.
Similarly Grimdark Rose and Godtier John face him... John gets instantly killed, Rose lasts longer but goes down too.
Vriska flies off to fight him too, but he follows her trail and kills everybody else first. Subverted in being an alternate timeline.
The Handmaid gets a particularly brutal one. After years of imprisonment, she finally manages to escape from her foster father - only to run into the demon he was grooming her to serve.
Doc Scratch gets one too, in a remote Magnificent Bastard manner: with his help, Dave and Rose accomplish their plan to destroy the Green Sun... Except the whole plan was built on a Half Truth from him and instead they create it in the first place.
In Act 6 Act 5, the Alpha Kids get several of these. After coming down from the effects of a brainwashing drug/magical artifact of doom, the kids are nursing a hangover on their Quest Crypts. While getting ready to kill themselves in order to become more powerful and prepare themselves for the battle ahead, they start to talk about their relationship problems and seem almost ready to start over with each other. Then Caliborn, through Lil' Cal, possesses Alpha Jack to gouge out his eyes, saw off his leg, grab a magical crowbar and channel the powers of Lord English, the Big Bad. He and the evil queen the Condesce proceed to blow up the moons of Prospit and Derse. However, the kids successfully ascend to the God Tiers in another Hope Spot... only to be attacked by the Condesce and Alpha Jack. Then, the god-powered Jade, having just arrived in the session, warps Jack away and it seems for a second that everything is going to be okay... until the Condesce brainwashes her and she warps Dirk away too, brainwashes Jane, and Jade and Jane take Roxy and Jake directly to the Condesce.
Sluggy Freelance: Riff learns Zoë is on life support; he's not too hopeful, but the audience is. After two years, he finds her - braindead, alongside a recording of his alternate self explaining that he's been here before, and he needs to let go. Then he poisons all his comrades to go back in time to save her, only to be told by the same alternate Riff that the rules of time travel are such that he'll just go back to the timeline in which she's dead. Then subverted when it turns out he was aware of that, and his story of preventing her death was cover for his method of really saving her. He went back to that time to infect her with 4U City medical nanites before she came to the city, so they'd have a mental template to restore her to and she wouldn't be a vegetable. It works.
In Our Little Adventure Julie refuses to accept Pauline's death and tries to get her Raised at a temple believing that the deceased's earlier refusal of Raising was due to blood loss addling the deceased's thinking. Everyone else in the party knows it's not going to work, and indeed it doesn't.
The Meek gives two in rapid succession. First, General Ripper Luca is talked out of possibly setting off a new round of hostilities between his country and the nation of Caris by his wife Phe. As Luca says "Only for you would I do this thing." 10 comics Later Phe is assassinated and Luca's TreacherousSpirit Advisor pushes him towards war. Second, Luca goes to the two Carisi ambassadors and tells them he will not presume them guilty until he does a full investigation. One of them, who has been highly distraught, runs over and hugs him, and Luca promptly melts her face off with flame powers that had only been subtly hinted at.