Arya's quest since the end of Season 1 to return to her family features a lot of Wacky Wayside Tribe and danger but ultimately ends in a Hope Spot at the Red Wedding and another at the Bloody Gate which ultimately convinces her to give up and leave Westeros.
After a whole season of building his own power and defending King's Landing, Tyrion faces a Bodyguard Betrayal. By the time he recovers, all his accomplishments and alliances have been lost or claimed by others, leaving him back where he started.
Tyrion tells one while awaiting his trial by combat. He describes in great detail his fascination with his simple-minded cousin crushing beetles, but the story peters out without any resolution. The implied meaning is that suffering happens for no greater reason than a simpleton smashing bugs.
In season six, Brienne and Podrick are sent to Riverrun in order to recruit the Blackfish's newly reformed Tully Army to aid Sansa and Jon's war against the Boltons. He refuses the call, Brienne and Podrick leave in failure, and the Blackfish is killed when the Freys and Lannisters retake Riverrun.
Played for Laughs a few times in Monty Python's Flying Circus. Notable is the Cheese Shop sketch, wherein a man enters a cheese shop and rattles off several kinds of cheese he wants to buy, only for the store owner to tell him at the end of the sketch that the shop, in fact, doesn't have any cheese at all. Another is the audio-only Book Shop sketch, wherein a bookstore owner gets increasingly frustrated and desperate to find a book that a customer will buy. The owner finally finds one the customer wants, but the customer doesn't have a way to pay for it. So the owner buys it for the customer... but the customer can't read.
Possibly the most famous episode is where The Colonel stops sketches for getting too silly, including the famous "Dead Parrot" sketch.
Law & Order frequently uses serious shaggy dog stories, where the suspect avoids being convicted only to be caught for another crime, dying unexpectedly (and sometimes spectacularly), or otherwise being punished by the forces of Fate. Also, frequently the controversial issue of the day which the defense attorney's scheme is hinged around ends up being irrelevant when a simple, personal motive appears in the last five minutes.
The Series/Whitechapel was built almost entirely on this trope, so much so that it became a Running Joke:
The show legitimately used this trope in Season 1 Episode 3, where The Killer escapes and is explicitly inferred to have committed suicide after failing to recreate all of the Jack the Ripper Killings, which makes all of the team's work to catch them essentially moot, and irks Commander Anderson, who claims that there will be another detective put on the fast-track, and it won't be DI Chandler. Due to his issues with stress and demonstrated by his pleased expression at the end of the episode, it can be assumed that this new peace is what Chandler really wanted all-along.
This happens again in S2:E3 when spoiler: Jimmy and Johnny Kray are assassinated after it is revealed that they are not related to the infamous British Gangsters after all, destroying their lives. This could, however, be considered a "Shoot the Shaggy Dog" story instead, due to the suicide of one of the characters who turned-out to be a mole.
This was Lampshaded in almost every episode thereafter,, where the detectives go to great and comical lengths to bring someone in alive, and almost always fail, or the criminal dies very shortly after being captured (S4 E2, the criminal dies of advanced Ergot poisoning, and S4 E6, where the cult are killed in an prison-transport crash).
A semi-supernatural "Satan-figure" is even introduced to further the darkly-comical quest for a live capture, who does such things as tamper with the environment that the detectives work in (by sabotaging the water mains and fuse boxes) and is directly responsible, through supernatural-seeming methods, for the deaths of each of the preceding criminals.
Finally, the production of Whitechapel itself could be considered a "Shaggy Dog Story," as the show gets half-way through its plot arc, and the "Satan-figure" built-up and identified, and was subsequently cancelled by ITV, before any final ending could be developed.
In A Christmas Carol, much of the story revolves around The Doctor mucking around with the timeline note (your mileage may vary as to whether this violates the spirit and premise of the show) in order to give Kazran a change of heart and save the day. It turns out Kazran hasn't the means to save the day, so an entirely different solution is substituted at the last minute.
In one episode Richard and Emily are drawn closer as they try to find the owner of a stray dog that had happened upon them, leading the audience to expect that the experience will lead them to end their separation. In the end, though, the dog's owner claims it and it's back to status quo. The only real revelation to come from the affair is the gender of the dog, which was not what they had thought — it was a very shaggy dog.
Also Jess's return in Season 6. He appears again having reformed himself, he and Rory clearly still have feelings for each other, they kiss and...she goes back to Jerk Ass Logan. Not a complete shaggy dog story as he was the catalyst for Rory fixing her life but the relationship between him and Rory (building since Season 2) goes nowhere.
New characters Nikki and Paolo from season three of Lost turned out to be one big Shaggy Dog Story; after an entire episode spent setting up their circumstances and motivations, they are killed off (horribly) before they can affect the plot in any way. This is mostly the viewers' fault, though- they'd been planned to be more important but nobody liked them so they were quickly written out.
Depending on who you talk to, the show has quite a few examples, up to and including the entire thing.
In an episode of Red Dwarf, Lister tells Rimmer a story that at first seems to be a serious example of why it is cruel to give machines personalities. He discusses a pair of artificially intelligent shoes that are discontented with their existence and try to escape it by stealing a car. They then accidentally drive it into a canal and "die". A priest, however, comforted the shoes owner by telling him that the shoes had gone to heaven. Turns out the entire lecture was just an excuse for Lister to deliver the Incredibly Lame Pun "Shoes have soles". Rimmer, however, doesn't get it.
Rimmer: What a sad story... wait a minute. How did they open the car door?
Also, the episode 'Queeg'. After endangering the crew, Holly is set to be replaced by the more efficient but completely domineering back-up computer Queeg. Hilarity Ensues. However, after losing a battle of wits and apparently being erased, Holly tells them it was all a prank. Every single event in the episode was made up.
On Babylon 5, the character of Talia Winters was set up for a big arc from the first season. Kosh copied her fears, she was granted telekinetic powers, and she was growing increasingly disillusioned with the Psi Corps. When the actress wanted to leave, they wrapped up the "implanted personality" arc in one episode where her only significant role was in the last 10 minute "big reveal". She was then Put on a Bus and was never heard from again, except for the implication she was killed off screen. This one's a big case of Real Life Writes the Plot: Talia's actor, Andrea Thompson, had recently divorced Jerry Doyle (who played another major character, Michael Garibaldi), and was being offered a much juicier gig on JAG. She dropped out, and Talia's arc (except for the relationship with Ivanova) was picked up by Lyta Alexander (who had been established in the Pilot Movie but hadn't joined up for the first season over some contract dispute).
CSI: Ending Happy features a dead guy who five other people attempt to murder in a single night, but it eventually turns out that he died accidentally due to a lawn chair collapsing. To elaborate, in one night, this one guy gets... stabbed in the calf with a syringe full of snake venom twice. Gets an anaphelatic shock due to coming into contact with shrimp, which he's allergic to - via oral sex. Gets a crossbow arrow shot through his neck, which - funnily enough - opened his airway from the previous anaphelactic shock. And finally falls into the pool, drowning... maybe. He might have already been dead when the chair collapsed and he fell into the water.
An example with a twist from The Torkelsons: One character is in a contest to spend time in Paris with a family. As would be expected, she loses. But it's how she loses that makes it a Shaggy Dog Story: She had the highest scores... but the French family wanted to have a boy spend time with them, and there was only one boy in the finals. Meaning the finals had been meaningless before they had even started (Which counts as a Crack Defeat as well).
The Two Ronnies' famous monologues by Ronnie Corbett in his chair. Ostensibly all about telling a single, usually only moderately funny joke, the real joy was in the meandering way he eventually got to the punchline over five minutes, wandering off on a variety of bizarre tangents in the process.
It's Always Sunny in Philadelphia: "America's Next Top Paddy's Billboard Model" is this from the perspective of the modeling contestants (especially the ones who had a threeway with Mac in order to win). The winning model's prize was supposed to be a place on the bar's new billboard, but it turns out that before the contest even began, Frank had already put the billboard up with himself on it.
A two-episode arc of Power Rangers RPM focuses on Tenaya 7 trying to steal a rare diamond to power up her Monster of the Week, which she claims will ensure easy victory for Venjix. Even though she does steal the diamond, the Rangers destroy the monster in their Megazords within 10 seconds without breaking a sweat.
A summoner spends the entire episode working on a spell that would bring back a very powerful Big Bad from earlier seasons, the Source. It succeeds, but then Piper hits the summoner with her power three times and both the summoner and the summoned Source are vanquished. In less than two minutes.
In the 1st season, there was an episode in which they meet their male counterparts, supposedly as powerful as they are, only evil. They died in the last 30 seconds of the episode.
An episode of Seinfeld details Kramer's quest to return a pair of pants. However he falls on the way, ruining the pants (which he had worn). Elaine later asks what Kramer was planning to wear back after he returned the pants, but as a Cloud Cuckoolander, he doesn't understand the question.
NCIS's episode "SWAK" has a character contract a variation of Yersina pestis (bubonic plague). They spend the entire episode running around trying to find who did it and why, so they can get a cure, only to eventually find out that there is no cure. However, one wasn't needed; it had a suicide gene, and killed itself off anyway, so what they were doing in the meantime… treating the symptoms... was actually the only treatment necessary. To make matters even worse, the whole affair happened because a mother wanted NCIS to reopen her daughter's rape case, only for the daughter to admit at the end that she made up the whole story.
The Joey-Rachel relationship in Friends. There's a few episodes centering around Rachel secretly having feelings for Joey. The cliffhanger of Season 9 has Joey and Rachel kissing. In the first two episodes of Season 10, there's some serious drama about how Ross will feel about the whole thing. And the episode after that... they decide they're better off as friends. The fact that they even went out at all is only mentioned once in the rest of the season. Partially Real Life Writes the Plot as the final season was six episodes less than the others due to Jennifer Aniston's condition of returning only with a shorter season in order to pursue her film career.
Charlie's little sub plot in Season One of Heroes. Hiro witnesses her die brutally, so he goes back in time six months to prevent the whole thing. Several months take place as the two of them fall in love. When Hiro tries to tell her that she will die, she tells him that she has a blood clot in her brain and will die shortly anyway. Oops. Waste of six good months.
It's also not that much of a Shaggy Dog story if you read the novel Saving Charlie, where the relationship is developed further. Also, Hiro's "accidental" teleports keep carrying him back to the task of saving Claire Bennett and Charlie eventually calls him on the fact that Hiro is neglecting his destiny just to spend time with her. That doesn't stop the two of them from losing their virginity to one another on the night before Charlie is supposed to die though.
Of course that wonderful story was tossed in the garbage and this really DID become a Shaggy Dog story as of Volume 5 when Hiro went back to save Charlie and was successful. He somehow managed to get his past self to go back in time to fall in love with Charlie, get Past Ando to hang around until Past Hiro gets back AND talked Past Sylar into using his powers to cure Charlie's blood clot (Don't Ask)... only to have Charlie get "lost in time" by this Volume's Big Bad! And when Hiro meets Charlie again in the present, she's old and asks Hiro not to go back in time, because she's built a family during 65 years and doesn't want to lose that. Doubleyoo. Tee. Eff.
The search for a virus that occupies much of the first third of Season 3 of 24. The virus was a decoy. Also, Jack's jailbreak was all part of a sting operation against the Salazars.
On one episode of Taxi, Ascended Extra Jeff gets fired when he gets blamed for Louie's theft. Alex eventually guilts Louie into confessing to the boss... except the boss doesn't believe his confession, and yet is so impressed by Louie's "sacrifice" that he re-hires Jeff.
The Scrubs episode "My Princess". Dr. Cox tells his son a story about a patient from that day, but as a fairy tale. The patient is referred to as a maiden who is being attacked by a monster who cannot be killed, and the entire episode is about JD and Elliot's search for a cure for her. At the end, Cox tells his son when asked that the "maiden" lived happily ever after - only to walk out and strongly hint to his wife that in reality the girl died.
The episode "Move Along Home" has several main cast members struggling to escape from an incredibly lifelike game — only to eventually fail, and end up back in reality with no consequence except that Quark doesn't get to keep a bunch of gems he would have won from the aliens of the week. Said aliens are rather surprised at their relief to still be alive; after all, "It was only a game!"
Another example is the popular Bottle Episode "Duet". The whole episode is spent confronting the Cardassian war criminal Gul Dar He'el for his brutal actions during the Cardassian occupation of Bajor. Throughout the episode, Kira figures out that the Caradassian in custody is, in fact, Aamin Marritza, a humble file clerk trying to pose as Dar He'el to get Cardassia to own up to its actions. At the end of the episode, Kira releases Marritza, telling him that Cardassia needs people like him if it's going to reform, and the episode is all set to end on a happy note. Marritza is promptly stabbed to death by a Bajoran, who states that he only killed Aamin because he was a Cardassian.
Both plots in "iSpaceOut". Carly gets Space Madness and the trio lose the chance to go into space, whilst the mute freaky little girl that spooked Spencer just leaves without talking or any explanation about who she is or where she came from, except that Carly could see her ruling out the previous ideas of a hallucination or vision from Spencer.
"'iBust A Thief" spends an episode on the plot of a stolen laptop. In the end the so called 'thief' of the laptop didn't steal it (wrong colour, and Sam wrote the serial number incorrectly). The end is Sam finding her laptop in a pizza box in the fridge.
Victorious: The "Flour Bomber" plot in "Robbie Sells Rex" ends in an anti-climatic reveal that the bomber is some random kid from another school who was doing it because he was bored. He gets caught, everyone walks away after finding out.
In-universe example: A throwaway joke in one episode has Hawkeye verbally constructing a fantasy for BJ involving the latter (in a smoking jacket with a zipper down the back) and Lana Turner (in a pink angora sweater with a zipper down the back).
Hawkeye: She throws her arms around you, but you push her away!
BJ: ...I pu-I push her away? For what?
Hawkeye: Your smoking jacket is covered in angora lint. In a fit of pique, she leaves.
BJ: ...That's it?! The end?!
Hawkeye: That's it.
BJ: But what about the zippers down the back?
Hawkeye: They didn't catch on.
In the episode "For Want Of A Boot", Hawkeye goes through an elaborate Chain of Deals to acquire a new pair of boots. At the end of the episode, the entire chain collapses like a series dominoes, making it so all of Hawkeye and Trapper's efforts were for nothing.
Another, later episode is about a Chain of Deals, this one about Radar trying to get tomato juice for Colonel Potter after hearing he loves it so much. This time, Radar succeeds, but again, it's all for nothing, because when he finally gets it, Potter remembers that although he loves it, he's allergic to it.
In another episode, after being sick of having the same thing at the mess tent every night, Hawkeye goes through a long, complicated process simply to have spare ribs delivered from a certain place in the States, and finally gets them, only for wounded to arrive just as he and the others are about to eat them.
Whose Line Is It Anyway? did this in one of their Improbable Missions. Ryan and Colin had to wash the Emir of Groovefunkistan's burnoose. They had to go through all sorts of things—climbing the outside of the hotel using Ryan's hair, dealing with a bomb on the faucet of the bathtub, the cat being wet, and so on. Colin had a spare burnoose the whole time.
In general, a Game Show contestant hitting a Whammy in a Golden Snitch or All or Nothing situation tends to result in this trope. However, a couple shows deserve special mention because they're set up to make this happen so often, it has to be an intentional budget-saver:
The British show Golden Balls consists of nearly an hour of bluffing and random money distribution to determine the size of the pot and to eliminate 2 of the 4 contestants. At the end, the two contestants left each have to decide whether to share or steal the prize fund. The rules Full explanation If both share, they split the pot 50/50. If one steals and one shares, the one who steals gets the entire pot. If both steal, the pot is lost and both leave empty-handed. give zero incentive whatsoever to share, and if both players opt to steal (the only Nash equilibrium in the decision table), then nobody wins a single quid, and the entire hour was moot.
Another British show, The Million Pound Drop, and its American spin-off Million Dollar Money Drop, after taking most of an hour with plenty of Padding to go through about 7-10 questions, require players to answer a final question (which they cannot opt out of) to win anything at all. The final question is multiple choice with two answers to choose from; if the players pick the correct one, they keep their winnings, and if they pick the incorrect one, they lose all their winnings at the very last second and they leave with zilch. The final question is always an Unexpectedly Obscure Answer which may as well be a coin flip, leading to many teams taking a considerable sum of money into the final question only to lose it.
Also from Britain was the very short-lived (canned after 4 episodes) Shafted, which ended with the two winners facing the same Prisoner's Dilemma as Golden Balls, mentioned above.
Take It All on NBC also ended with a "Prize Fight", which was the same old Prisoner's Dilemma.
The Price Is Right: An unintended example happened in this unique pricing game, which paired a studio contestant with a viewer who was playing at home (via a telephone hookup). The objective of the game was for the at-home player to give a price (from a list of seven) to the studio contestant, and for the studio contestant to pair it up with what he/she thought was the correct product; this process would repeat three times, before cash awards were announced, with up to $15,000 available to be split. Giving the name of a product would cause that contestant to lose a turn. More than once, teams have lost one turn before realizing the mistake and then the other two turns played as normal … but the Shaggy Dog was in the audience the day a home viewer – who likely did not grasp the concept of the game – gave the name of the product on all three turns, leaving the hapless in-studio contestant with no money. The usual buildup was wasted on an irritated home viewer's inability to understand the game.
Dollhouse: It's amazing just how unimportant Alpha ends up being.
In an episode of Father Ted, Dougal asks Ted if he's ever seen a ghost. Ted starts telling a story of how he was staying at his great-aunt's spooky old house in the middle of nowhere, and was staying in a bedroom where a heartbroken girl had allegedly hung herself many years before. He describes how the room was icy cold, lit by a single candle, and then suddenly he heard a creak.
The season one finale "Come On," ended with Ted coming back to his apartment and finding Marshall, engagement ring in hand, as Lily had broken up with him to go to an "art fellowship" in San Diego. Since it was a Foregone Conclusion that the two would end up together, Lily's art fellowship thing petered out for no particular reason. Why needlessly make Marshall angst for six episodes?
The Barney/Robin romance also falls prey to this. After an entire season of Barney pining silently over Robin after a Love Epiphany, involving a lot of Character Development for both of them, they finally get together... and break up seven episodes later over almost nothing, to allow Barney to revert back to his whorish ways and Robin to revert back to her commitment-fearing, career-driven lifestyle.
This actually gets revisited/resolved in later seasons as it's revealed that Barney and Robin end up getting married. Meanwhile, both of them undergo much character development, growing up and becoming less commitment-phobic. And then after three sof build up from the reveal in Season 6 that Barney was getting married to finding out in the season 7 finale that it was Robin the whole of Season 8 bringing them together and having Season 9 focus on just their wedding weekend and how far they have come and are going to make it work, they get divorced 3 years later. Not three seasons later; right after we're done with the wedding, the series finale has them divorced. Barney goes back to his man whore ways until he has a daughter. The mother who we have been waiting to meet all this time? She's dead, and Ted hooks up with Robin.
Pretty much every girl that Ted falls in love with and hooks up with. Particularly Robin. We know right from the first episode that Robin is not the mother but a large part of Season 1 and 2 and in a few other seasons is dedicated to Ted pining over Robin, Robin pining over Ted, getting together and breaking up, thinking of restarting their relationship, having a non-strings attached relationship and then deciding they are Better as Friends.
In-Universe, there's an episode where Marshall, Lily and Barney spend the entire time trying to guess which Canadian celebrity invited Robin over to look at which collectible and propositioned her to engage in which sex act. At the end, she finally tells them. They probably would have been more impressed if they had known who The Frozen Snowshoe was, what Harvey's trays were or how one performs an Old King Clancy. And then, the audience is shown that Robin was being an Unreliable Narrator anyway.
In one episode of The Walking Dead, the group, on Hershel's farm, must clear a well of a rather disgusting bloated zombie. Unable to shoot it because it's blood would infect the water supply, they are forced to perform a dangerous winch operation which almost costs Glenn his life. After noosing the zombie and taking great effort to pull him up and busting the water pump in the process, the zombie simply splits in half, sending it's guts into the water and infecting the supply anyway. The group are... annoyed to say the least.
The eighth season in Retro Game Master featured a segment called Xevious Observation Log, where they turned on its God Mode cheat, taped both buttons down, and left it to run 24/7 for as long as possible to see what happens. Eventually, the score counter overran and began showing glitchy characters. At the end of the season, they kept it running by putting the setup under a cardboard box labeled "Keep Out". However, two seasons (more than five months) later, they return to it and find it shut off, due to a blackout that happened in the interim. Worse, the blackout was announced in advance and no one thought to check the Xevious game before then.
The Nova episode "B-29: Frozen in Time" follows a team that spends months trying to repair and recover a B-29 Superfortress that made an emergency landing in Greenland in 1947. One guy actually dies working on it. They get it started and moving and... the damn thing catches fire and burns to the ground.
Used in-universe in and episode of Criminal Minds in which Reid, trapped in a room with a death row inmate intent on killing him, essentially tells him a long Shaggy Dog Story using medical and psychological terminology in order to explain the criminal's violent behavior. Reid manages to run out the clock and is let out of the room when the guards at the prison change shifts. As he's leaving the room, the criminal asks him if it was all true. "I don't know. Maybe."
Lampshaded in the SCTV sketch, "Bad Acting In Hollywood". The movie within the Show Within a Show, which is about a gangster on trial, ends with the announcement of the attack on Pearl Harbor. The D.A. states that he and the defendant will now be fighting on the same side.
In Season 6 of Castle, a few episodes revolve around Castle and Beckett getting what they need for their wedding (date, dress, venue, etc.), only for a number of random incidents occurring in the season finale to ruin them all, forcing them to use alternate plans. And then Castle disappears at the very end.
The whole first season of the Spanish series Los Protegidos ends up being a big example of this. The Big Bads of the season turn out to be good people who are also protecting a superpowered kid. And then they leave the series. The true Big Bads don't start appearing until Season Two.
In season five of Royal Pains, Evan runs for a seat on the town council in order to undo a new ordinance that would force HankMed to close down. After many trials and tribulations, he somehow manages to win the seat, only to give it up after Hank's season-long drug issues force him to sell HankMed.
In a comedy/variety show from the late '70s, a little girl with yarn pigtails is sitting at the dinner table, refusing to eat her vegetables. Her brother, sitting adjacent, eagerly and proudly eats his veggies. There is then a montage of clocks advancing and calendar dates drifting by. After 11 years, the little girl is dressed the same, and still sitting at the table with the uneaten vegetables, as her mother is seeing her brother off to the Senior Prom. There were at least 2 more time montages, one of which implied that a certain fast food chain sold hamburgers by the billions, trillions, and now zillions! At the end, the little girl has aged considerably (same costume!), as a lawyer is reading a will, The girl is bequeathed the house and $4 million — but ONLY if she eats her vegetables. As before, she says she can't eat them. The lawyer then asks her WHY she can't eat her vegetables. The girl politely points out that she doesn't have a fork.
An episode of Murder, She Wrote had Grady Fletcher staying at Jessica's home while she was out of the country, only for a murder in the home to pull him into the schemes of several competing treasure hunters who were seeking an extremely valuable ancient artifact that had somehow been gifted to Jessica years ago. Turns out that the murder was committed during a conventional burglar who knew nothing about the artifact. At the end, Grady is in the police station with the treasure hunters only to accidentally drop and destroy the priceless artifact... and then his wife notices that "MADE IN TAIWAN" was stamped at the bottom. However, town doctor Seth Hazlitt notices that a key fell out of the broken object, implying that a real treasure remained to be found. Once one of the treasure hunters suddenly swiped the key and ran off, and the other two chased after him, Seth revealed that the key was to his old fishing tackle box and that the trio would be kept busy for some time by it.