In Gundam AGE, Lord Ezelcant claims that this is the way the entire nation of Vagan feels; it's too painful to love others and have relationships when there's a very good chance that either you or those you care about will die young due to an incurable disease.
Mazinger Z: In the Shin Mazinger Zero spin-off, Humongous MechaFem Bot turned Robot Girl Minerva-X is locked into a Groundhog Peggy Sue loop where she sends to Kouji Kabuto back in time to save the world, he fails and she ends him back again. Until now she has failed 2,798 times into averting the End of the World as We Know It. She does as much as stating all of those times she hoped, and her hope was in vain. However, in the current timeline she is stuck in, she is seeing signs of maybe -maybe- things will finally be different this time around. So she feels a glimmer of hope... and she is afraid of being hopeful only for getting disappointed and heart-broken again.
A common interpretation of Anthy says that this trope is part of the reason she has such love-hate feelings towards Utena and the attempts to save her on Revolutionary Girl Utena.
In the beginning, Haruka of Kotoura-san was broken under the belief that her telepathic powers would doom any living being that she cares about. So Manabe got a lot of resistance to convincing her for the last quarter of episode 1 that she should try and make friends with him. This trope also underlies why she vanished temporarily at the end of episode 3, as Manabe, by the time already her boyfriend, was attacked and seriously injured by a plan of Hiyori's, his Childhood Friend-turned-Hopeless Suitor. She regressed to her previous thinking and decided to leave.
This is presumably the reason why most of the characters in Attack on Titan are content to just sit back behind the walls, or after Wall Maria is breached, to wait for humanity's doom, despite Eren yelling at them. Repeatedly.
In Berserk, the Skull Knight tells Guts that Casca may be cured of her insanity once and for all if Guts can get her to the land of Elfhelm. Guts is so happy over the possibility that he actually gives a real smile over the revelation. However, Guts is thrown into anxiety once again, not because he is afraid that Casca's condition won't be curable, but because the Skull Knights went on to cryptically tell Guts that being cured might not be what Casca truly wants, something that Guts is still trying to decipher as he and his party approach Elfhelm.
In one issue of Detective Comics, The Joker deliberately invokes this trope when he helps Batman save a child whose abduction the Joker himself orchestrated. If even the Joker doesn't always kill his victims, Batman will be forced to hold out hope in every case and will therefore suffer more for each future victim he fails to save.
In The Shawshank Redemption, Red is characterized this way, (the result of being an aging, cynical con who seems likely to spend the rest of his life in prison) and at one point when his best friend Andy is talking about the importance of hope Red responds by essentially saying that hope is usually just a case of Yank the Dog's Chain, especially in a Crapsack World like prison. The last lines of the movie are about Red starting to hope again.
Red: Let me tell you something my friend. Hope is a dangerous thing. Hope can drive a man insane. It's got no use on the inside, you better get used to that idea.
Part of the sadistic design of the Pit, the prison from The Dark Knight Rises — it gives its prisoners a small chance of (very dangerous) escape. "There is no despair without hope." This is also what inspires Bane's plans for Gotham: he plans to trap everyone in the city under the threat of nuclear annihilation, then convince the released criminals and poor majority to hold mass executions of the rich, powerful and corrupt to give them and everyone on the outside the impression that he is helping to straighten the crookedness of the city. Then, at the end of this all, he plans to detonate the nuke anyway as a message to the world that everyone in Gotham is too corrupt to be salvaged.
John Cleese's endlessly beleaguered character in Clockwise expresses this sentiment at one point: "It's not the despair, Laura. I can stand the despair, it's the hope!"
President Snow muses about this in the film adaptation of The Hunger Games, saying the Games are an effective way to control the Districts because each game tortures them with hope:
Snow: Hope — it is the only thing stronger than fear. A little hope is useful — too much is dangerous. A spark is fine... as long as it's contained.
In the famous scene in Jaws where Quint talks of the sinking of the USS Indianapolis, he says that the worst time was not being attacked by sharks, but when the survivors had been located and were waiting to be picked up, terrified that they might be picked off at the last moment.
Sarah Packard from The Hustler, who has been scorned and rejected so many times that she holds herself back when she starts falling for Eddie.
Then hope unlooked-for came so suddenly to Éomer's heart, and with it the bite of care and fear renewed,
At one point in Labyrinths of Echo, Sir Max remarks that the worst situation of all is not a complete hopelessness (because you have nothing to lose then, anyway) but one where there is only a tiny glimmer of hope, because you are paralyzed with fear of losing it, as well.
In Jane Austen's Persuasion, after realizing that Anne might still love him, Wentworth writes to her of his being in hope and pain.
I can listen no longer in silence. I must speak to you by such means as are within my reach. You pierce my soul. I am half agony, half hope.
In Angie Sage's Septimus Heap book Magyk, Boy 412 tallies up Good things about his situation and Bad ones—and is surprised by the Good things outnumbering the Bad for the first time in his life. But the Bad thing feels much worse because now he has something to lose.
In Poul Anderson's After Doomsday, the alien Ramri tries to calm Donnan as the plan to escape comes to fruition; he admits that he never understood why humans find hope more terrifying than despair.
Hope may be the thing that pulls you forward, may be the thing that keeps you going, but that it's dangerous, that it's painful and risky, that it's making a dare in the world and when has the world ever let us win a dare?
In The Dresden Files novel White Night, Marcone tells Harry that he cannot tell Demeter that her daughter is still alive but comatose because giving her hope again would essentially destroy her after what happened to her in the first place.
Les Misérables: Javert has lived all his life obeying the law, and he feels very strange when he let Jean Valjean go instead of arresting him:
All sorts of interrogation points flashed before his eyes. He put questions to himself, and made replies to himself, and his replies frightened him. He asked himself: "What has that convict done, that desperate fellow, whom I have pursued even to persecution, and who has had me under his foot, and who could have avenged himself, and who owed it both to his rancor and to his safety, in leaving me my life, in showing mercy upon me? His duty? No. Something more. And I in showing mercy upon him in my turn — What Have I Done? My duty? No. Something more. So there is something beyond duty?" Here he took fright; his balance became disjointed; one of the scales fell into the abyss, the other rose heavenward, and Javert was no less terrified by the one which was on high than by the one which was below.
Importantly, this means that Javert has a somewhat different problem than a lot of the other examples. Rather than being crushed in despair before, Javert is now forced to look at his actions without the leverage of duty and law, recognizing his good for what it is, and his crimes for what they are.
Exploited in The Art of War, where Sun Tzu encourages generals to always give their enemies a path to retreat. The reasoning behind this is that soldiers with no hope of escape will fight much harder. In essence, he says, No Hope Is Scarier—at least, from the attacker's point of view.
Bree Pym's initial reaction to the news of her great-grand aunts' actual existence at the end of Aunt Dimity Down Under is best summed up this way. She is a Broken Bird after years living with her abusive alcoholic father and recently losing her beloved grandfather, as well as feeling rejected by her mother (who had remarried and started another family after her own sufferings at Ed Pym's hands). She learns from the aunts' attorney that they have revised their will and she will inherit everything they own, including the trust fund set up by their black sheep brother nearly a century before. She is reluctant at first to go along with the idea, but Lori and Cameron convince her to go to England and meet Ruth and Louise.
During Galaxy of Fear, Tash Arranda meets a Jedi ghost who was killed by Darth Vader, who then burned the library he was guarding. In the time since, someone else has put up a new library, booby trapped to suck away Life Energy, and he can't warn anyone because he is Invisible to Normals. After years of this, the ghost is willing to help Tash a little when he thinks he can scare her away from the danger but backs down when she wants his help to put a stop to the whole scheme and is cornered. She does manage to talk him around.
Several characters note that the fear of hope can lead people to cling to despair in Lois McMaster Bujold's Vorkosigan Saga, especially if they have already embarked on a self-destructive course for vengeance.
Used extensively in Anne Bishop's Emphera series. A large portion of the second book is devoted to the main character puzzling over why places of darkness always have a sliver of light in them. Then ir's brutally exploited when Belladonna decides to use this trope to torture the World Eater relentlessly.
In Cameron Dokey's The World Above, when they meet the outlaws, Steel sees something of Gen and demands more light. Robin demands to know what he's afraid of; Steel says he has abandoned fear but is now troubled by hope. (Gen closely resembles her mother, the long vanished Duchess.)
In The Master Mind of Mars, Ulysses tries urge hope of regaining her body on Valla Dia. She rejects it; she can be happy in an old woman's body without hope, but hoping, she would always be unhappy.
The residents of the Fortress of the Damned in Of Fear and Faith believe in this and they at first refuse to try and escape from the fortress when the party offers to help them. This being the Stray Dogs though, they don't give up that easily.
Live Action TV
How I Met Your Mother had Ted admit that he wasn't into that "Fall in love" feeling again. He had lost a certain amount of faith and was losing more every day and he resorted to scientifically figuring out what the right woman was instead of following his heart. This was after he witnessed most of his friends getting into marriages, having babies and progressing in their lives.
One episode of Criminal Minds has a bit where the brother of a disappeared girl is angry with the agents for telling his mother that her daughter might still be alive, because even though grief is terrible, you can get past it and move on, but hope keeps you paralyzed.
Season 1 of Prison Break has shades of this, as death row inmate Lincoln Burrows (initially) repeatedly tells his would-be saviours that he's accepted his fate. Giving him false hope of release/escape is, to him, more cruel than letting him die.
Greek Mythology: Some versions of the myth of Pandora's Box have Hope as the last and worst of all the evils in the box, since it causes people to live in suffering where they would otherwise give up and end their pain.
In the latter setting, the Imperium discourages people from becoming too hopeful because of the aforementioned Chaos God. However, braveryinthefaceofextremeadversity is encouraged, even if the situation is hopeless.
In Legacy of Kain: Defiance, Kain ends the game by expressing this very sentiment: "The first, bitter, taste of that terrible illusion: hope."
In Mass Effect 2, if Shepard romances Thane, the scene before the Omega-4 Relay begins with him coming to see her and talking about how ashamed he is that he is no longer resigned to his inevitable death, because now he has someone to live for.
In Fate/stay night, this trope effectively kicks the "Heaven's Feel" scenario into gear. Having Shirou pay attention to Sakura means she begins wondering if it's possible they might end up together, even after she's consigned herself to her one-sided unrequited love. The ensuing Hope Is Scary moment allows Zouken to open her up to possession, something he had been unable to do earlier (or in the other two scenarios).
Hatoful Boyfriend: Holiday Star's final chapter has this showing with Ryouta. He's afraid that his best friend since childhood is growing apart from him, to the point where the stasis offered in the titular Holiday Star is very tempting. Yuuya comes to him, realizes that he's in love with that best friend, and outlines how change is inevitable. The future may mean growing apart from her, or living with and having a family with her. The future is always uncertain and painful but it must be lived, and this is very hard for Ryouta to accept.
Super Dangan Ronpa 2 features this as a major theme, in contrast to the more straightforward hope vs. despair struggle in the first game (especially since the second game largely serves as a Deconstruction of the first.)
In Worm, Weaver invokes this trope when talking to Phir Sē, a cynical old Indian supervillain who admits that he has lost his faith in humanity long ago, in order to convince him to give her a chance to salvage the defense against Behemoth long enough for Phir Sē to hit him with his Godzilla Threshold attack.
Phir Sē: You are asking me to have faith. Weaver:Let me go, Phir Sē. You said you have to stake something that matters on a gamble. Stake your doubt. Phir Sē: I do not understand this. My English— Weaver: It's not your English; what I'm saying doesn't make a lot of sense. But your doubt, your lack of faith, it's something safe. No disappointments, no fear things won't work out. Risk that. Risk losing that. I did, when I became a hero.
The Nostalgia Chick finds having emotions uncomfortable, and tries her best to push away anyone that would care and try to help her.