Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: How It Should Have Ended
The Wizard of Oz: Dorothy returning to Kansas before she can journey down the yellow brick road leaves grim fates to the story's other heroes. The Scarecrow remains tied to a pole in the cornfield, and gets pecked by crows who he fails to scare. The Tin Man becomes rusted so stiff, he can not move or talk. The Cowardly Lion never finds self-confidence, and quivers at every sound the forest makes. The Wizard then creates Mood Whiplash as he tries in vain to cheer up the viewers.
Eh, don't be sad. I didn't really ever give them what they asked for in the first place!