Neon Genesis Evangelion, with its focus on adolescence and pathology, broadly hints at this trope more than once. In particular, the Mind Screw collage in End of Evangelion includes a shot of Shinji screaming while the word "SEX" flashes across his face.
It's difficult to tell whether Speed Grapher is anti-sex or just anti-fetish, but it's definitely anti-something. How healthy a relationship is tends to be inversely proportional to how sexual it is, and all but one sexual fetish in the series either requires killing or mutilating people, or leads to killing or mutilating people (sometimes for no apparent reason, as when the tattoo fetishist kills the girl he's dating.)
Not to mention that sex was linked to Griffith's downfall when he has sex with Princess Charlotte after Guts departed from the Hawks. The scene was not particularly romantic...
Need we remind of Femto's infamous rape scene of Casca which is played out as THE epically gruesome point in a scene where all of her comrades' deaths are, while still portrayed horribly, still far from emphasized to that extent. Also, the rape causes her to promptly Go Mad from the Revelation afterwards, transforming her mind into that of an infant.
Averted thus far twice: Guts and Casca's first time is portrayed as the only bright spot in their lives up to that point (and that's with Guts almost strangling Casca due to rape flashbacks), and most of the prostitutes in the refugee camp during the Tower Arc are shown in a positive light (save for Nina, who is classed under the pagan worshipers mentioned above). One of the lesser themes is that sex, while not inherently bad, is far too easy to turn to bad ends.
Played straight in The Wicker Man (the original, not the newer version), in that the straight-laced Christian officer is shocked at the depraved sex and immorality surrounding him on the island, believing that they were evil heathens - and he was proven right.
In some cruel irony, his chastity was part of the reason why Lord Summerisle chose him to be sacrificed. If he hadn't resisted Willow's seductions earlier in the film, he might have escaped his fate.
In Dracula, being bitten is interpreted as a metaphor for sex (although Van Helsing himself actually laughs at seeing donating blood as a metaphor for sex). When Dracula bites the unconscious Lucy and forces Mina to drink his blood (both against their will), it's evil. When Lucy's fiancÚ, 2 admirers, and Van Helsing give her blood, it's redemptive. Jonathan and Mina are married and sleeping together, which is not portrayed as evil any more than Lucy's excitement at becoming engaged to Arthur. In this context, rape is evil, but mutual, passionate love is portrayed as necessary, healthy, and beautiful, which is quite an impressive distinction for a Victorian novel to make.
It might surprise some people, but this trope is averted in The Bible. Sex is to be used within marriage, and there are whole chapters devoted to it, e.g., not going with "strange women" (harlots), with reasons given, but there's also a whole book (The Song of Songs aka The Song of Solomon) devoted to sex and romance ("her breasts shall satisfy thee always"), and there's even bits in the New Testament about not "depriving" your mate of sex, except by mutual agreement for a short time.
Also, the very first command God gives to Adam and Eve is, "Be fruitful and multiply," and his first command to Noah, after the The Great Flood, is, "Be fruitful and increase in number and fill the earth."
The Party in 1984 preaches that sex is like a minor and disgusting operation, all as part of an attempt to corrupt the sex drive.
Keira in "Scourge the Heretic" is a psychotic zealot assassin raised in a Sex Is Evil Redemptionist society that believes killing sinners is righteous and everyone has done something. Unfortunately for her faith, she is also a teenage girl. Hilarity Ensues.
In Atlas Shrugged, former movie actress Kay Ludlow complains about this trope applying to her roles:
"Whatever quality of human greatness I have the talent to portray—that was the quality the outer world sought to degrade. They let me play nothing but symbols of depravity, nothing but harlots, dissipation-chasers and home-wreckers, always to be beaten at the end by the little girl next door, personifying the virtue of mediocrity."
Asher in Someone Else's War doesn't even want to see it suggested that people are having sex.
One significant exception is Lady Heather, a dominatrix who is consistently portrayed as a mentally balanced and sympathetic character. She even develops a friendship and possibly has a brief romantic relationship with Grissom. Later she nearly kills the man who murdered her daughter, but this is not really related to her sexuality.
This would seem to be the 'moral' being raised in American Gothic, unsurprising for a show where the Big Bad is essentially Satan, known for using lust as his primary weapon. Not only does Selena spread her legs at the drop of a hat for Buck (or to corrupt Ben, or Dr. Peele, or...), but Buck himself seduces Gail into a cringing Distressed Damsel, it was his rape of Mrs. Temple that started everything, and even Merlyn's desire for a normal life (complete with a love interest) almost costs an innocent baby its life and leads her to suicide and a return as an avenging angel. Oh, and when Buck corrupts the wife of a hospital orderly with a magic mirror, what's the first thing she does? Turn on the seductive charm.
Joss Whedon did this so much in the early seasons of Buffy the Vampire Slayer, in the fourth season he made an episode that was all about subverting it: "Where the Wild Things Are" was dedicated to exploring a haunted house that punished people for sexual activity.
What's weird is that he expressly says in interviews and the DVD commentaries that he created the character Buffy to subvert this (well, the trope of the blonde girl always being killed off in horror films, but he considers the death = punishment for having sex is a part of that trope).
Angel frequently had this trope, to the point in one episode in the first season Cordelia was searching for a lesson to learn from the experience and eventually settled on "sex is bad", one which Angel immediately agreed with.
Margaret Cho fell victim to this trope while filming her sitcom All-American Girl. The series was based on her life, and Cho wrote in her autobiography how the producers would make her character refuse any and all sexual advances, even situations where she herself would have consented.
House had a lot of episodes, especially in the first two seasons where the Disease of the Week was tied in some way to sex, often outside of marriage (affair, unmarried couple, etc), or thought to be at some point in the episode. This culminated in a second season episode called, naturally enough, Sex Kills.
This seemed to be part of the general theme of Robin Hood. There are only two people that definitely had sex on the show: Guy of Gisborne with a serving maid, and one half of an Abel And Cain pair of brothers (naturally, the evil one). But apart from that, both Robin and Marian were portrayed as being sexually attracted to the Gisborne siblings: Guy and Isabella. They are both punished severely for their "lust".
Marian is eventually murdered by Guy in death scene that is deliberately filled with sexual symbolism, and which creator Dominic Mingella calls "the consummation of Guy and Marian." After Marian's death, Robin finds himself in a Love Triangle with Isabella and Kate, who embody the Madonna/Whore stereotype. Isabella sucks on strawberries, carries money in her garter, wears seductive red dresses, and has escaped an abusive marriage. Kate is a peasant virgin with a crush on Robin who instinctively distrusts Isabella. Naturally, Isabella turns out to be evil, revealed after she tries and fails to lure Robin away from his calling as a hero to the people. She eventually murders him. Lesson: if you're sexually attracted to someone, they will kill you.
Vaal forbade love and sex to his primitive subjects in "The Apple" episode on T.O.S..
In Warhammer 40,000, sexual activity of any sort feeds the Chaos god Slaanesh, (though excess of anything will as well) which is the Cosmic Horror manifestation of desire, lust, and similar emotions. Eldar have to be very cautious during reproduction, or Slaanesh is liable to rip their souls from their bodies...
Baldur's Gate II allows you to romance party members. Sex with them has an even split on negative consequences. The final dialogue for Jaheira's takes place between you and her the morning after, and the only one where coupling appears before the end of the relationship at all is with Viconia, an evil character. Meanwhile, if you sleep with Aerie, it breaks the romance. The expansion allows (literally) Good People To Have Good Sex, plus you can convert Viconia from The Dark Side and impregnate Aerie.
Surprisingly, this seems to be the moral of Sexy Losers, though it's a bit more complex than most instances of this trope. The characters who engage in sex aren't (usually) evil at heart, but as they become obsessed with getting more and more sex, they become less and less interested in who they're having sex with, treating others only as tools (or more accurately, blow-up dolls.) In one case, it's been openly stated that a character will die alone and unloved unless he can learn how to actually love people and not just lust after them.
This meets Fetish Fuel in some stories on The Erotic Mind Control Story Archive, with a rather populous sub-genre of stories where the sexual act is the method of a corrupting, controlling force. Also found if you poke around its host/ sister site asstr.org (NSFW) in the stories of Stephen Gray and others. The application of the trope in the stories ranges from cheesy bordering on parody (intentional or not) to downright Nightmare Fuel — which may be just your thing.
The South Park episode "Good Times with Weapons" left Butters with a shuriken stuck in his eye, but none of the adults (except arguably Butters' parents) cared they were more concerned with Cartman's naked walk across the stage at an auction that most of the town was watching. Stan hit the nail on the head: "Parents don't give a crap about violence when there's sex stuff to worry about."
Family Guy: "If you have sex, you're automatically in Al Qaeda."