Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Nightmare Fuel: Shakugan no Shana
Being devoured by a Tomogara results in you being replaced by a Torch. Bad enough that your remaining life is spent as a sort of cosmic scab meant to insulate the universe from your disappearance. What makes this Nightmare Fuel is that when the Torch burns out, not only do you die, but no one will ever remember that you existed at all. There's an episode that chronicles Yuuji trying to save a Torch; watching her run down and burn out is equal parts Tear Jerker and this trope. If memory serves, the episode even ends with "What have we been doing all day?" when she does vanish. Brrrr.
Margery Daw's Despair Event Horizon, made worse by the fact that she already has had a hard life lasting for centuries.