To sometimes turn around and see what's behind us is one of the most natural instincts in the world. And it goes for what you literally have behind you as well as what you have behind you in a more metaphorical sense. But sometimes, you just mustn't.
For this trope to come into effect, turning back must be forbidden and/or have very bad consequences.
In drama, this is primarily a symbolic metaphor involving issues of trust and angst. However, it can also be a matter of You Do NOT Want to Know.
To avoid the whole What Do You Mean, It's Not Symbolic? debate, purely practical examples (such as being chased by a Medusa) are not excluded from this trope. This extends to video games that use it as a particularly brutal way of enforcing Ratchet Scrolling: Turning back kills you instantly.
Can lead to Curiosity Killed the Cast. Has nothing to do with Don't Look Down: "Back" is where you are coming from, not merely a direction opposite to where your head is facing. Also unrelated to Unflinching Walk, where you Don't Look Back at the explosion happening behind you simply because it looks cooler. Contrast with Look Behind You.
Sometimes also qualifies in fiction as an example of Schmuck Bait, as being told not to do something only increases the temptation to do so.
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Bleach anime episode 168. While Division 3 is fleeing a Restrictive Current in the Precipice World, Lieutenant Izuru Kira tells his men "Don't look back". He doesn't want them to be distracted by the pursuing threat.
At the end of Spirited Away by Hayao Miyazaki, Chihiro is forbidden to look back as she is journeying out of the spirit world. She nearly does, but conquers that temptation.
Fullmetal Alchemist: Ed and Al burn down their house as a reminder to never turn back until they can get back to normal. Ed even keeps the date etched into his pocket watch. Hoenheim later challenges Ed on the symbolism, making him feel like a child. Generally not something you wanna do.
In JoJo's Bizarre Adventure, Rohan and Koichi are trapped in a looping neighborhood until they can learn the story of Reimi Sugimoto so that they can solve her murder (itself inspired by similar stories to this trope). Once she has explained all this, she guides them to the exit, but gives them the warning that if they look back in escaping this haunted alley, the resident ghosts will drag them to their death. She walks behind them to be sure of when they are out of the alley, and instructs them to close their eyes, as the dimension can play tricks on them. Using her guidance, they make it farther out than anyone ever has before. However, the dimension also takes advantage of her guidance, and simulates a rush of feeling suggesting they have passed the entrance, then fakes her voice instructing them that it's okay to open their eyes. They do, and Koichi looks back. Fortunately, before he can get dragged to his death, Rohan quickly activates his Stand ability, Heaven's Door, to edit Koichi's memory and vision to make it incapable for him to look, thus saving him until they can actually emerge.
Invoked in Judge Dredd, during the "Apocalypse War" Story Arc, Mega-City One is ravaged by the Soviet city-state East-Meg One to the point where a massive throng of civilians (in the comic, said to be "an estimated 27 million people") are at one point seen making an exodus. One child being carried by his father looks back and says, "Bye-bye city," while his father responds, "Don't Look Back, boy! You might catch something!" Later, the freak weather conditions caused by the destruction of Weather Control creates hurricane conditions, which sweeps up the escaping refugees and "unceremoniously deposits them back in the city from which they fled."
In I Can't Believe it's not the Justice League, the Superbuddies are in Hell and meet their long-deceased friend and teammate Ice. Eventually it comes to pass that the group is simply allowed to leave, and they can even take Ice with them - as long as none of them look back to make sure she's still there. Ice was Fire's best friend and the only person Guy Gardner ever truly loved - it was torture to not look. Ice says something just as they reach the end of the tunnel, and the two instinctively look back, causing her to disappear.
In The Phantom Menace, Anakin's mother gives him the strength to leave Tatooine by telling him not to look back at her.
In The Italian Job, Charlie Crocker fears that his girlfriend's involvement in the heist is putting her at unacceptable risk, so he buys her a plane ticket back to England. He tells her to walk straight to the plane, "Look neither to the right nor to the left," to avoid attracting attention. She, of course, turns around and shouts "Bye, Charlie!" the entire way to the plane. Nothing bad comes of this.
Franco: First rule of Italian driving: whats-a behind me [breaks off rear-view mirror and throws it away] is not important!
In The Bible story of Sodom and Gomorrah, Lot and his family live in a city full of sinners. God allows them to escape while He destroys the city. However, they are told not to turn back. Lot's wife, however, does it anyway, and she is then turned into salt.
The Last Unicorn: When running from a freed harpy in Mommy Fortuna's Midnight Carnival, the Unicorn instructs Schmendrick not to run (you should never run from anything immortal, as it attracts their attention) and not to look back as it tears Mommy's thug to shreds.
Ardneh's last message to Prince Duncan and his army at the end of The Empire of the East is not to look back as they retreat, leaving Ardneh to die. This was probably the most practical version of this advice ever given in fiction, in that the reason Ardneh did not want them looking back was that he planned for there to be a very bright light at the moment of his death, and he didn't want them to hurt their eyes.
One of the endings of the Choose Your Own Adventure book The Mystery of Chimney Rock has you leaving the haunted house after being told by a ghostly creature never to look back at the house. Of course if you don't like that ending, you can choose to look back one last time anyway, the resulting page of which simply has a bloodcurdling scream down the page followed by a THUNK.
Orpheus of Greek Mythology wanted his dead wife back, so he visited Hades (after moving Charon and making Cerberus fall asleep with his incredible music playing). Hades agreed on the condition that Orpheus does not look back until the couple are back in the living world. Sadly, Orpheus turned to look JUST as they were almost out of the Underworld, because he wanted to be sure that his wife was really behind him.
Worse than that, some versions say he looked back AFTER he was out of Hades, but before she was (she was behind him after all).
Invoked (as the main back-cover slogan) in White Wolf's Orpheus.
The Boyfriend's Death. When the girl is told to get out of the car by the police they tell her to not look back. She does, and sees either (a) the body of her boyfriend hanging down from a tree limb and scraping the roof with its fingers or (b) the madman who killed her boyfriend sitting on top of the roof and tapping it with her boyfriend's head.
In Corpse Party PC 98, even if you manage to escape Heavenly Host, you still have to traverse a corridor of light between worlds. Turning around or looking back leads to a very quick demise, and the evil spirits infesting the school will try and trick you into doing so.
In Doodle Jump, the platforms stop existing as soon as they fall out of view. Thus, if you try to jump down to get a power-up you missed then there is nothing to land on - you will fall to your death.
The game Don't Look Back (Let's Played by Deceased Crab here) is a retelling of the Orpheus myth and, in the return trip, has that as a gameplay mechanic: facing the wrong way will cause Eurydice to dissolve and necessitate the player to replay that screen from the beginning.
In Sluggy Freelance Gwynn spent a long time possessed by the demon K'z'k. There would be occasional scenes during this period set in Gwynn's "inner universe" where she could be seen trudging determinedly along a road with K'z'k's avatar badgering and cajoling and trying to trick her into looking at what was following her. Gwynn steadfastly refused until K'z'k started using her body to kill her friends, showing her the events as they were unfolding and taunting her with her powerlessness to stop them. Finally, in desperation and with no other ideas, Gwynn turned around.
The Simpsons: when Homer became head of Sanitation and ruined the environment, after the town packs up an moves away we see a Crying Indian. Another Native American then comes up to the one who cried at the single piece of litter and says "Do yourself a favor. Don't turn around." The camera pans out over the landfill where Springfield used to be, to the sound of screaming, followed by "I told you not to turn around."
"Don't look back. Something might be gaining on you."