During the first season, Teri Bauer is kidnapped by a man she believes is a close family friend while looking for her daughter. She gets rescued several hours later by her husband, and then learns at a hospital that she's carrying Jack's child. When she gets put into a safehouse with her daughter, she's forced to run after an assassin kills all of the security protecting her - an act which culminates in her and her daughter being run off the road, and her believing her daughter died. Teri goes wandering around for hours (while suffering from amnesia) until she finds an ex-boyfriend she was with when she was separated from Jack, and they are eventually rescued. Near the end of the day, she even gets to reunite with her daughter (who isn't dead). Yet, in spite of all this, Teri is unceremoniously killed after snooping around CTU and discovering what Nina Myers had done over the course of the day, making her entire character arc pointless.
At the very least, Teri was a Character As Plot Device. She was killed off to demonstrate that the writers were not afraid to kill off any character, no matter how attached other characters or how much time the audience had invested in their adventures. They followed through on that, killing off, among others, George Mason in season 2, Ryan Chappelle in season 3, David Palmer, Michelle Dessler, Edgar Stiles, and Tony Almeida (but he got better) in season 5, Curtis Manning in season 6, Bill Buchanan in season 7 and Renee Walker in season 8. Being close to Jack Bauer or in charge of CTU greatly increased a character's likelihood of death in 24, but not as much as being a terrorist.
In season 4, after 12 hours of character development with President John Keeler and his son onboard Air Force One, it's hit with a missile and shot down over the Nevada Desert. The son dies, John is last seen in critical condition, and neither of them are ever mentioned again.
An extremely cruel case occurs through the fourth and fifth seasons. One of the most notable character arcs for season four involved Tony Almeida reclaiming his life and finding personal redemption after the events of the previous season which saw him forced to make a Sadistic Choice that ultimately cost him everything, and he achieves it by the end and ultimately gets back together with his wife Michelle. Then at the very beginning of season five, Michelle is almost immediately killed off, causing Tony to cross the Despair Event Horizon that lasts through the remainder of his character's run on the show.
Season 5 had Jack trying to get a recording that implicated Charles Logan as the Big Bad of the season. After several episodes of him going through hell trying to get it, he finally manages to recover the thing. And then it winds up getting destroyed by a back-stabbing jerk at CTU. And to top it all off, the guy who destroys it goes on to be a Karma Houdini.
In another season 5 example, Jack rescues Evelyn Martin and her daughter from that season's Dragon, only for them to be killed a short while later.
By the end of the eighth season, most of the supporting (and even main) characters are screwed out of anything resembling a victory. While Jack gets a Bittersweet Ending by exposing the conspiracy (albeit, at the cost of having to flee the country and leave his friends and family behind), President Taylor is so ashamed of her part in the day's events that she decides to resign when it becomes clear that everything she did (including trying to forge a fraudulent peace) was unbefitting of a leader. President Omar Hassan is still dead. Suvarov (if what Charles Logan did is anything to go by) will likely be pardoned by his successor, even though he was the one who orchestrated most of the events of the final season.
To top it off, Renee Walker, arguably Jack's last chance for love and happiness, is dead, and a post Season 8 scene reveals that Chole is arrested for helping Jack escape. Admittedly, she went willingly rather than betray Jack, but she is arrested all the same.
Action: In its original run, this short-lived 1999 comedy series ended with the scamming Hollywood-agent protagonist (Jay Mohr) suffering a sudden heart attack, after a day of unsuccessfully shooting his last-chance movie. He dies in an ambulance, after which his new gold Rolex is stolen by medical workers. (He's out of time, you see.) Had the next episode aired, he would've woken up and returned to work, but the show was taken off the air, resulting in a shockingly dark ending to a rather dark comedy series.
Angel: Wesley's arc in Season 3. He finds a prophecy that he believes states that Angel will kill his son. So he kidnaps Angel's son, but he gets attacked and his throat cut and nearly bleeds to death. Meanwhile, Angel's son is taken to a Hell dimension, Wesley barely survives, loses all his friends, and Angel tries to kill him in revenge. To top it all off, we find that the prophecy was false and Wesley's sacrifice was for nothing.
Are You Afraid of the Dark?: Many of the Downer Endings, examples include "Super Specs" (the Alternate Universe wins, and the protagonists are imprisoned in a crystal sphere), "Pinball Wizard" (doomed to repeat the game forever, i.e. "trapped in a grim cycle of reincarnation"), "Thirteenth Floor" (Karin goes through all that trouble to escape, only to find out she is one of the aliens and they were trying to rescue her), "The Dangerous Soup" (the demon is Not Quite Dead, and our heroes are once again Locked in a Freezer with it), and "The Chameleons" (Sharon sprays the real Janice, who is then permanently chameleonized, and executed shortly after). That is the point, since the Framing Device for each episode is a campfire scary story. They're not supposed to have happy endings.
In "Confessions and Lamentations", an alien race is on the brink of extinction and several main protagonists try to prevent that. When the doctor finally combines Applied Phlebotinum and Techno Babble to a working cure he finds out the whole race already kicked the bucket with the exception of deep-ranging spaceships and remote colonies, which isn't much to go on. At least he managed to save the other species that was vulnerable to the disease, and stop it from mutating further. Also at least, this loaded an enormous Chekhov's Gun (which wasn't fired until the following season, in 'Matters of Honor'). The death of the Markabs' homeworld made their system's jumpgate dispensable, and thus available to be destroyed in the maneuver that enabled the first victory against the Shadows.
"Intersections in Real Time" has Sheridan captured by his government, tortured and messed around with by a professional so he would confess that his seditious acts were due to being alien influences. In one scene they brought in a Drazi prisoner who they beat into confessing his involvement, but Sheridan convinces him not to give in. He's dragged off screaming, but eventually, Sheridan gives his torturer a rousing speech about how every time he refuses to back down, he wins. He's dragged off for what appears to be execution, but it turns out that they were just giving him to another torturer who repeats the same tactics that his predecessor did. And the kicker? We see the Drazi prisoner alive and well, as well as in on it.
In "Believers", a young alien is brought to Dr. Franklin to be treated. It's explained to the parents that his condition can be treated with simple surgery. However, the alien's religion strictly forbids surgery, as they believe it will cause the soul to escape the body. Franklin spends the entire episode trying to research alternate treatments and/or convince the parents to allow him to perform the surgery. In the end, he says to hell with their beliefs and performs the surgery anyway. The parents are at first shocked, calling their son a soulless demon, but appear to acquiesce and take him away. At the last instant, Franklin realizes that they plan to destroy what they think is an empty husk, and rushes to their quarters, only to discover he's too late. Ironically, Science Marches On and only a few years after the episode was made techniques were developed that would make the cultural conflict moot today.
Banshee: The protagonist is doing a Dead Person Impersonation of Lucas Hood, the new sheriff of the town of Banshee who died on the day he arrived in tow when he tried to protect Sugar from two robbers. "Lucas" feels that he owed the dead man a debt of gratitude and when Jason Hood, the sheriffs estranged son, arrives in town he sees and opportunity to repay it. Jason used to work for some drug dealers and suspecting that they were planing to kill him, he took $60,000 of their money and fled. Now an extremely dangerous hitman is after him and the man impersonating his father is his last hope of getting out of the mess alive. "Lucas" goes to extraordinary lengths to protect Jason and succeeds in killing the hitman. Jason is about to leave for Canada with a new identity but the night before he goes out drinking and hooks up with Rebbecca, the niece of local crime kingpin Kai Proctor. Proctor wants to teach Rebbecca a lesson so he has Jason killed right in front of her and his body ground up.
In the new series, the mid season finale has the humans and the Cylons rebels in a Mexican Standoff with each side threatening to execute prisoners. It takes some work and some tough choices, but in the end, both sides agree to back down, set aside their differences, and to face the future...together. And together, they finally, finally find Earth, which cues the heartwarming music and the celebration montage. The ships enter the atmosphere of their new home after years of searching and finally... they find out that Earth is a radioactive wasteland with the thirteenth tribe nowhere in sight. Cue a Panview of all the main and secondary characters standing and wandering around in shock, no doubt wondering "What the frak do we do now?"
The impact of this was much negated in the finale when the writers pulled Earth 2.0 - our Earth - out of nowhere, meaning they had a sort of happy ending after all. Only sort of, as since we are described as their descendents it means the history and culture of the Kobolians and Cylons was completely lost, including the lessons they had suffered horrendously for, and that humanity is still being judged as likely to repeat the same mistakes they spent several apocalypses and years of hopeless suffering overcoming by 'angels' who jerk us around and manipulate us to this day.
In Big Brother UK 2008, Mohamed was constantly nominated and receiving nominations, yet manages to escape every time. Throughout the entire season, he was also spat on by another houseguest. To his surprise, it looks like he'll have a shot at winning the game and making it to the final week, only for a double elimination to come before the finale... and Mohamed is the first one out.
In Big Brother Canada 1, Talla. She tries very hard constantly to win competitions, but never does either due to an Epic Fail or being outplayed. Every time, she keeps saying she knows she'll get it this time, but is evicted in fourth place by Emmett.
The first episode WThe Way Back" has the one lawyer on the planet who actually cares about the truth investigate Blake's frame job and get painfully close to unravelling the whole thing, when government guards simply gun him and his girlfriend down. It was a deliberate attempt to frame the entire series by demonstrating the spirit-crushing government's resolve, and it worked brilliantly.
The last episode "Blake" was an even bigger Shoot The Shaggy Dog moment, what with its Kill 'em All ending.
Hell, the whole of Season 4 (the last season) was spent shooting shaggy dogs. They barely accomplish anything except survival — and fail that in the final episode. All the episodes are dedicated to tearing them apart — everyone around them dies, they lose important people, Avon's grip on sanity gradually weakens...
Breaking Bad: Mike's big character arc during the fifth season of Breaking Bad ends this way. His two defining plot elements is that he's putting money to the side for his granddaughter and he is protecting his men who is locked up from Walt. When he gets implicated by the DEA, the Government takes all the money he had saved for his granddaughter. To make matters worse, Walt shoots him when he refuses to give the names of his locked up associates. Walt then tells him he can just as easily get the names from Lydia anyway.
The sixth season runs on this trope, most particularly in the storylines ending with Xander leaving Anya at the altar and Tara's death.
Even more particularly, the Nerds drug Buffy, she has a hallucination that she is in an insane asylum being treated for her delusions that she lives in Sunnydale, she is The Chosen One, she has The Power of Friendship and she fights supernatural monsters. Throughout the episode, we assume that the Sunnydale scenes are real within the context of the story and the asylum scenes are hallucinations. Near the end, Buffy is about to kill her "imaginary" friends, but the potion wears off Just in Time. The finale is back in the asylum. Mad!Buffy has had a relapse. The doctor and her parents sadly leave her cell. The sad implication is that Buffy really is mad and we have spent 6 years of our life watching insane delusions.
"JJ", the episode. Although the episode is better remembered as Jennifer "JJ" Jareau's last as the team's media liaison, the main story follows the team interrogating two suspects regarding the whereabouts of a girl who went missing out to sea after meeting the pair. Although the team manages to reveal the pair as rapists, the interrogation fails to reveal where the girl was taken- at the end, the Coast Guard, who was already looking for the girl, finds her hanging on to a raft, rendering the entire interrogative exercise pointless.
The Season 4 two-part finale, "To Hell"/"And Back." The villains managed to kill almost ninety people before being detected, the Big Bad is killed in cold blood by the brother of one of his victims after overhearing that the villain would likely get off in court since his mentally disabled brother did all the direct killings, the brother in question is mercilessly gunned down by SWAT for charging at them with a knife, even as the FBI beg the SWAT officers not to do it, and the guy who shot the Big Bad goes to prison despite the fact that he was just trying to do good. The FBI manage to save a grand total of one person, and the ending narration notes she'll likely be traumatized for the rest of her days.
In the season 3 Season Finale of Continuum Kiera and Liber 8 have an Enemy Mine situation in which they engage in a complex caper to replace the ruthless New Timeline Alec with his original self, to prevent the Bad Future where Kellog is in charge. At the very end, it turns out Kellog has already taken steps to remove Alec from power, so it doesn't make any difference which of them is in play, as soldiers from the Bad Future arrive in the present...
In the BBC mockumentary The Day Britain Stopped, Britain as a whole undergoes a transport paralysis with massive gridlocks across the country in 20 December 2003 (which was set in the future at the time of airing). Motorists were stranded for hours and some even had to stay at emergency shelters overnight. One of the families who were on their way to Heathrow Airport finally had enough, and walked the remaining 2-3 kilometres to Heathrow Airport just to that they could get their plane for their vacation. Meanwhile, the air traffic control just outside of Heathrow Airport suffered from lack of staff members due to them being stranded. One of the operators, having done shifts for at least 8 hours, made an error (probably in fatigue), which resulted in two plane colliding into each other and crashing into a residential district in London. At least 80+ people died, including the very family who had to walk along the motorway to Heathrow.
The third series finale manages to do this with the entire future of the human race (long story short: It's doomed... and then things got worse). This occurring two episodes after it was described as "indomitable", thus rendering said episode spectacularly moot. To really rub salt in the wound, the events that caused this are explicitly not covered by the Reset Button that later follows.
In the original series story "The Caves of Androzani"", while the Doctor manages to save Peri, the rest of Androzani Major and Minor go completely to hell because of a chain of events that was started by the Doctor simply being there and ended with every main character dying pointlessly. The entirety of these places were so riddled with corruption that it just took one thing to make everything collapse. Particular examples of this hopelessness include Stotz killing the rest of his crew and Sharaz Jek, moments after getting the revenge that he'd started the whole war that the plot centered around over, getting shot in the back.
This could pretty much sum up much of the Fifth Doctor's career. He had a tendency to not save the day. And then there's "Earthshock", which ends with him failing to save the life of his companion, Adric.
This goes back even to "Logopolis", his predecessor's final story (and the first in which he appears) where a significant proportion of the entire universe is destroyed by entropy. Although insignificant on the scale of such an unbelievably cataclysmic event, the region destroyed includes the Traken Union, thereby almost immediately rendering all the events, people (with the sole exception of the Doctor's companion, Nyssa) and struggles in The Keeper of Traken (the previous connected story) dramatically null, void and pointless. (The fact that this is only obvious when you stop and consider it suggests that this was a side-effect rather than dramatic intent on the part of the writers).
In Earthshock, Adric attempts to solve three logic codes in order to deactivate an override device which the Cybermen have incorporated into a space freighter which they have hijacked and set on a collision course with Earth. With only two codes solved and time rapidly running out, those on board the freighter prepare to evacuate, but Adric runs back on board at the last second to continue working on the third code. However, just as he has solved the code and is starting to key it in, a lone Cyberman destroys the computer, leaving Adric powerless to stop the collision; he dies in the resulting explosion. To make matters worse, the freighter is meant to collide with Earth; it is the "meteorite" which wiped out the dinosaurs, but Adric isn't to know that.
Dollhouse: The penultimate episode of season two. The gang shows up at Rossum HQ, blows up the supposed doomsday device...only for the end of the world to be going strong ten years later.
Dragons: A Fantasy Made Real: The first part of the Speculative Documentary follows a prehistoric dragon who lost his mother to a T-Rex before he could learn how to fly or breathe fire, but he eventually defeated all odds that he not only survived but ended up with his own territory and mate. But then the K-T Event happens and the entire species of the prehistoric dragon went extinct.
Many fans felt that the Ronnie/Danielle storyline was an example: Danielle is Ronnie's long-lost daughter, Ronnie doesn't know, complications go on for months until Ronnie finds out, and just as they're about to finally embrace as mother and daughter ...Danielle is hit by a car and dies.
Arguably the same could apply to most soap opera deaths. Another example from Eastenders involves Sharon and Dennis, who spend years fighting for their happy ending. Then, on New Year's Eve, after Sharon finds out she's pregnant with their first child (after believing it was medically impossible for her to get pregnant) Dennis is stabbed to death in the street.
Subverted in the First Season. At first, it initially seems like this trope as Ned Stark spends the entire season trying to investigate the murder of his predecessor and expose the treachery of the Lannisters, only to be ignominiously executed by them. Subverted in that his execution causes major repercussions throughout the entire kingdom, and plunges everyone into war, so his efforts did have a lot of impact on the story. However, somewhat played straight in both the book and television series in that his efforts to discover and protect Robert's bastards leads absolutely nowhere.
Ros's entire arc, a character who does not exist in book canon. For the majority of the first two seasons, she is a prostitute who exists primarily for the show's infamous "sexposition", although she has a distinct personality. At the end of season 2 and in season 3, she begins navigating the political world as a spy, and doing quite well for herself. She then has a bridge dropped on her to prove that you don't mess with Littlefinger, and to prove his point about how if you climb too high, you fall. Hard.
The entire Northern Rebellion led by Robb Stark and Co. becomes this after the Red Wedding. The initial quest of getting justice for Ned Stark and reclaiming Arya and Sansa fails horribly, and Robb, Catelyn, and many loyal retainers and friends die at the hands of the Freys and Boltons, who succeed to gain their former holdings and titles, making the Starks political non-entities in Westeros.
Jaime Lannister's quest to retrieve his niece/daughter from Dorne; After spending most of the season traveling to Dorne and infiltrating the city, in the finale of Season 5, they're sailing home, only for Myrcella to succumb to poisoning in his arms. This makes the whole story arc both tragic and pointless.
Stannis Baratheon´s story deserves a mention here, especially at the end, when he allows Melisandre to burn his daughter, Shireen, to death as a sacrifice for helping him defeat the Boltons. it doesn´t work, as he loses a large part of his soldiers, horrified by the act, which makes his forces being outnumbered in the battle in Winterfell. At the end, he is wounded and finished by Brienne, with all his hopes lost. As a conclusion, Stannis loses his chance to obtain the Iron Throne, and the entire Baratheon family dissapears from Westeros, as his wife commits suicide
Rickon and Osha spend two seasons trying to reach the Umbers, assuming they'll find safety with the Stark loyalist. Unbeknownst to them, the Greatjon has died and his son is far less loyal; therefore, the second they finally reach the Umbers they are betrayed to the Boltons which ultimately led to his, Osha and Shaggydog's deaths.
The Dornish storyline becomes this in retrospective in Season 7. Way back in Season 4, Oberyn Martell dies while dueling the Lannister chapion Gregor Clegane to avenge his sister and her children. His paramour Ellaria becomes so consumed with hatred that in order to trigger a war with she has several innocents killed (including Oberyn's own family because they refuse to have anymore deaths being caused by revenge) and throws her lot with Daenerys Targaryen. All of this leads to Oberyn's daughters dying one by one, Ellaria being thrown inside a prison and forced to endure A Fate Worse Than Death, meanwhile the Lannisters are still standing, Clegane is alive and stronger than ever and they failed to help Daenerys in any way.
In an episode of The Golden Girls, Rose is telling Dorothy one of her 'St Olaf' stories. As the story goes on, it becomes clear that the characters in the story are very similar to the backstory of Dorothy and her ex-husband Stan. Just when the woman's story seems to be approaching a relevant point, Rose ends it by saying "Skylab fell on her".
Heroes: DL's death. We found out he was dead in the first episode of S2, for god's sake, but they spent about half of Four Months Ago following him around to show us how. Was it from the bullet wound received in the S1 finale? Nope. Did he die a heroic death rescuing a little girl? No chance. He was killed by some psycho-moron who thought it'd be a great idea to shoot someone in broad daylight in front of hundreds of witnesses for the crime of cockblocking him - that is to say, asking him to pretty please let go of his wife, they're going home now. WTF? Oh, and did I mention the murderer hasn't been mentioned since?
Home and Away: The story of Jack Holden. After a long series of breakups remarriages and other crises with his soul mate Martha, he abruptly gets shot dead, right when she's only just recovering from her battle with breast cancer and the loss of her baby. Not only that, but he gets shot by a fellow cop who he has been following, believing to be corrupt. Angelo accidentally shoots him, thinking he's the crooked developer come to kill him. The kicker is that a few months later Angelo has been cleared of murder charges and is now a series regular.
Homicide: Life on the Street: Quite a few episodes, but most especially the Adena Watson case (which is the basis for almost the entire first season) and, indeed, Tim Bayliss's entire character arc.
The series finale of How I Met Your Mother. The mother's been dead the whole time, having died of cancer, and the 9 years worth of stories was just a very convoluted way for Ted to ask his kids if it's okay if he marries Aunt Robin (who, by the way, had divorced Barney a whole one episode after their wedding that took up the entirety of the last season).
The Killing: Bullet's plotline in Season 3. She starts the season as a homeless teen, then suffers through a Trauma Conga Line throughout the season, losing her only friend to a serial killer, being cruelly rejected by the girl she has feelings for, and being attacked and raped at knifepoint. Then, at the end of the season, she is murdered by the very same serial killer for trying to bring info about him to the police.
Also all of season 6. In the end it turns out most of the established relationships are shams and Shane and Jenny's relationship is done in with Jenny's murder.
Law & Order: All of them, but especially SVU - loves this trope. The more anvilicious they can make it, the better. Usually happens to their Victim of the Week, but bonus points if it wreaks further havoc on the detectives or resident DA.
In the second season, the crew jumps into the Light Zone and inadvertently gives a crippled being named Mantrid the ability to self-replicate and produce millions of copies of his robotic arms (which end up assimilating entire races and planets). The crew has adventures on different planets throughout most of the season (which are then immediately eaten by Mantrid's robot arms, rendering all the development of the supporting characters pointless). By the end of the second season, the crew is forced to destroy Mantrid, but its too late - the Light Zone is destroyed (caused by all of Mantrid's drones collapsing the universe into itself by all congregating at a single spot) and the Lexx is spit back out into the Dark Zone. By the end, the only thing that's changed is that an entire universe of people and planets have been destroyed, as well as several main characters (including Lyekka and the original Zev).
The third season also does this. The crew wakes up after being in cryostasis, only to discover that the ship is low on food and must eat to survive. They come across two planets, Fire and Water, and decide to forego destroying the planets so Lexx can eat. 13 episodes later, after risking their lives many times over (with one main character, Stan, dying and then being resurrected), Xev goes to the Lexx's bridge and destroys Fire, which causes Prince to possess Lexx and blow up Water, rendering the entire season's plot pointless.
For that matter, most individual episodes of Lexx consist of the crew meeting a bunch of weird people who will all be dead by the end of the episode.
Louie: Near the beginning of the third season, Louie goes on a date with a parody of a Manic Pixie Dream Girl (She spontaneously climbs up long flights of stairs, she convinces Louie to try on a dress, and she claims her name is "Tape Recorder.") Louie is unnerved at first, but grows attached to her by the end of the date, and spends most of the season searching for her. In the season finale, Louie is feeling extra-lonely when suddenly, by chance, he runs into the girl again on a bus. In the VERY NEXT SECOND, she falls over and dies. In the second after THAT, the New Year kicks in and everybody around Louie starts embracing and kissing each other.
Lost: Danielle Rousseau. She spends 16 years on the island, alone, trying to get her daughter back and thinking of little else. Then, she finally meets her...and they spend about a week together before they're both killed.
The episode The Hunter's Heart is a version of this. Gwen discovers valuable information, and runs day and night from troops out to kill her, gets turned into a deer and shot by a hunter (her former boyfriend's new girlfriend, although she doesn't know it), and nearly bleeds to death. Finally her best friend Merlin finds her and agrees to take the message to King Arthur... who checks out the evidence, and because he's currently mad at Merlin he goes on a pseudo-investigation and then ignore him.
Merlin gets his own in the episode The Disir. First, the eponymous Disir give a prophecy to Arthur, who ignores it until Merlin convinces him to investigate. Arthur ignores Merlin's advice to leave the weapons in the cave, and Mordred is injured. The Disir give Arthur a choice: either allow magic into Camelot or let Mordred die. Merlin, who knows Mordred is destined to kill Arthur, spends most of the episode in conflict over whether or not to let Mordred die and save Arthur, or whether to convince Arthur to bring back magic. He finally advises Arthur to let Mordred die and keep his magic hidden... and it turns out that the Disir have healed Mordred as punishment.
Mortal Kombat: Conquest: The ending was very much one of these. The show ends with Shao Kahn getting fed up with the situation and sending his minions to kill everyone Had the series not been inexplicably cancelled, however, this would have been reversed.
Nova dramatized a real-life example in "Bombing Hitler's Supergun". Joe Kennedy Jr. (John F. Kennedy's older brother) attempts to fly a remote-controlled bomb (a plane packed with high explosives) into the Wave Motion Gun to destroy it, but an electrical fault in the arming system causes the plane to explode in midair before he can bail out of it as planned. Allied troops reach the London Cannon site a month later to discover that an earlier British bombing attack had already destroyed the target.
Looked to be this to the Power Rangers franchise, as it was to be the final season and started with 99% of Earth being nuked to a barren wasteland, leaving every previous season ultimately futile (although it was ambiguously an Alternate Continuity). This was reversed later when the franchise continued with Power Rangers Samurai, as an RPM/Samurai teamup firmly established RPM as an Alternate Universe that didn't affect any other season.
RPM is Hamtaro compared to Amit Bhaumik's original proposal for what eventually became Ninja Storm. They knew Saban was going to lose the license after Wild Force flopped, and evidently Bhaumik wanted to send with his Hurricaneger adaptation a "Screw you, it's over" message to any parties interested in buying it. The plot would involve a split between the veteran Rangers after Zordon's death, with half, led by Tommy Oliver, wanting to spread the Power to as many people as possible, and the other half, led by Phantom Ranger, feeling the Power should be kept to those who already have it. This would already be pretty traumatic to a kid following the franchise, but as the season proceeded, it would see the Rangers getting more and more selfish, losing sight of their purpose of protecting people, until the tensions finally climax in a massive battle between the equally-massive Zord fleets of each side... and when the dust settles, it would be revealed that the planet Earth was caught in the crossfire and left completely and utterly devastated. Yes, that's right, the Rangers themselves destroy the world. Then the series (and franchise) would end. And it would all be completely in-continuity. Sweet dreams, kids....
Sam spends the entire series improving the lives of everyone he leaps into, even giving up a chance to go home to save his best friend's marriage, but Word of God (literally, it's just white text on a black screen) says he never got to go back to his own time.
According to Al the Bartender, this is because Sam himself subconsciously doesn't want to go home. Of course, things may have been different, if only someone told Sam that he was married.
Red Dwarf: The war between the Cat peoples. They fought a brutal war over whether the hats were red or blue. Lister reveals they were supposed to be green.
Revolution: The first half of season one centers on the attempts by Charlie and her uncle Miles to rescue Charlie's brother Danny from the Monroe Militia. They finally rescue him in the mid-season finale but in the very next episode Danny finally does something heroic and is killed.
Terminator: The Sarah Connor Chronicles: You could say this about Derek Reese. After a near season of not being allowed to do anything and being sidelined by Sarah all the time, he ends up pointlessly dead for his time traveling troubles. Only to show up a few minutes later after John travels to the future...so this is a Subverted Trope by time travel.
The episode "My Lunch" or rather, the one where Doctor Cox has a breakdown, JD keeps meeting with a former patient who he keeps brushing off for lunch dates because she's so annoying ... and she kills herself. However, she was a donor, and her organs are used for three terminally ill patients of Doctor Cox. However, it turns out she had rabies and all of them die from the disease. All of his time and effort, never mind the patients', and so many lives lost for something that could have been easily prevented.
Joseph Bede reluctantly steps into the shoes of the drug baron he worked for (who's just been killed) in order to do One Last Job so he can get out of the drugs game and devote his life (and the money) to caring for his dearly beloved Alzheimer's-ridden wife. He sets up the deal, but his carefully-laid plan goes wrong. By risking his life in a game of Xanatos Speed Chess he manages to put it right. Finally the deal is concluded, and Bede prepares to end the game once and for all by getting ready for an attempt on his life which he knows is coming. Just then his wife attempts suicide, is compulsorily taken into care and tells him to forget her and move on. Unable to face this, Bede gives up and just lets his killer get on with it.
Also, in the other main plot thread, policeman Jonah Gabriel follows the long and complex trail leading from the initial murder investigation to a huge conspiracy involving senior police officers and drug traffickers, in the process overcoming his amnesia and unravelling the strange events he had forgotten (not to mention almost getting killed). Finally, having learned everything, he goes to confront the Big Bad. Knowing that this man is one of the most dangerous killers in human history, he brings along his most trusted subordinate, a skilled markswoman, to keep her gun trained on the villain and shoot him if Gabriel gives a signal. Then she shoots Gabriel instead - it turns out she was in on the conspiracy all the time.
Stargate SG-1: The episode "Ethon". After the SGC cruiser Prometheus is destroyed during an attempt to bring down an Ori-designed, Rand-launched Kill Sat over the planet Tegalus, the surviving crew make contact with the Rands' enemies the Caledonians. SG-1 manages to broker a cease-fire that lasts long enough to get the crew to the stargate, with the understanding that the Rands would give the Caledonians the stargate so they could leave the planet. The talks break down after the crew leaves and a nuclear war ensues.
Star Trek: Voyager: One episode, "Course: Oblivion", has the crew discovering that they — along with Voyager itself — are in fact clones of the real crew and ship, having been brought into existence in an earlier episode, and now they're falling apart. They spend the episode dying one by one and unsuccessfully trying not to die, until the whole thing finally falls apart, kilometers from the real Voyager, which is totally unaware of what has happened. Arguably the most depressing part comes when, desperate not to have their existence be in vain, they create a log of their exploits and launch it into space, where it gets destroyed seconds later.
The whole third season. Sam tries so hard to save Dean from eternal torment and gets increasingly unhinged, Dean more or less gets over his suicidal nature and tries hard himself because he's terrified, they both bring the crazy, clingy panic in spades and in the end, none of it means anything because Dean's dead and gone to hell anyway. (Though he was later resurrected by heavenly forces).
Taken further by the season 5 episode "Abandon All Hope...". After retrieving the one weapon that can kill Lucifer and stop him from raising Death the Fourth Horseman, and Ellen and Jo Harvelle's heroic sacrifice to give Sam and Dean the chance to do this, it turns out that Lucifer is immune after he gets back up again with a sore head. Lucifer kills everyone in the town and raises the Pale Rider, Team Free Will is forced to flee, and Ellen and Jo have died for nothing (and they don't come back).
Timeless: "Karma Chameleon" has Wyatt reveal that he's decided to go back and prevent the murder of his wife Jessica by preventing the murderer's parents from conceiving him. His plan involves having Rufus take him back and wooing the mother so that she doesn't hook up with the father. (The murderer was conceived in a one-night stand.) However, that plan falls apart when the mother finds out he was deliberately seeking her out. He's then forced to kidnap the father during the one-night stand and keep him apart from the mother. During this, a scuffle occurs and the father is accidentally killed. Bothered by the guilt of what he's done, Wyatt returns to the present wondering how he's going to face Jessica after what he's done. Upon returning, he's apprehended by the project's security for using the time machine unauthorized, but Jessica is still dead. And this time, they have no idea who killed her.
Anna's century long attempt to free her mother ended with her mother being killed a couple weeks after she was finally released. Then she went into town to save her boyfriend from a vampire attack, but the town council already knew about the attack, and she ended up being killed by the same defenses that meant he hadn't been in danger in the first place. Then her boyfriend drank the vial of blood she gave him in an attempt to turn into a vampire, but it didn't work.
All Damon's efforts to rescue the Femme Fatale were nothing but just a waste of time as she even wasn't there.
So the the main cast plans for half the season on how to avoid loosing anyone in the ritual. People die, hard things are done to come up with plan, they acquire all the mcguffins they can to make sure the Big Bad dies and collect a huge amount of allies for the end fight. The conclusion? The ritual still happens, Elena still (sort of) dies, the Big Bad still triumphs, a lot of cast members die, their best asset Elijah betrays them and the whole ritual ends with a double-funeral on the good guys side and everyone heart-broken and devastated.
The episode "Giant of the Skies" is about an ageing male Ornithocheirus flying halfway across the globe and enduring various hardships in order to reach the mating grounds, only to be driven away by younger males. Eventually, he dies from starvation and exhaustion, having used up all his energy in a futile attempt to attract a female. The corresponding chapter in the accompanying book ends by saying that his sons and daughters from previous mating seasons would have continued his line. However, the fact that Ornithocheirus eventually became extinct as a species still puts a dampener on this.
The mother Tyrannosaurus from "Death of a Dynasty". After a nest she built prior to the start of the episode fails, she mates again and lays a fresh clutch of eggs. However, nine out of the twelve eggs she lays fail to hatch and the weakest of the three baby T rexes that do hatch doesn't last long; it is suggested that its siblings turned on it and killed it. Shortly after, the mother is fatally injured by an Ankylosaurus's club-like tail and, the very next day, the meteorite impact which caused the KT Extinction kills her remaining offspring.
Walking with Dinosaurs and its spin-offs lived on this trope. Many episodes ended with all or most of the animals being wiped out by a natural disaster. Sometimes this was justified (showing the last days of the dinosaurs, for instance), but other times, it was just a random forest fire.
Although each season ends with successful convictions of drug dealers, it becomes progressively more and more clear with each season that the best the police can do is sweep up low and mid level operators. Everyone sufficiently high up is (almost) untouchable, and American social and political systems make effecting actual change impossible. In the final episode, Detective Jimmy McNulty has to resign from the force, Internal Reformist Cedric Daniels is forced to resign when he refuses to cooperate with the new Mayor's insistence to "fix the statistics", (to make it look as though crime is going down when it's actually going up) Mayor Tommy Carcetti and Commander William Rawls are both promoted when they don't deserve it, and the crooked newspaper reporter who falsified his stories (along with the bosses who enabled him) gets lauded. Most of the supporting characters also come to realize that they can't change the system, and will be shuffled into the background while a new generation of thugs and cops dominate Baltimore.
In spite of his Roaring Rampage of Revenge, Omar Little never gets the chance to kill Marlo Stanfield, nor does he make any significant impact on stopping the flow of Stanfield goods onto the Baltimore streets. He gets shot in the head by Kenard, a kid while he stopping at a convenience store to buy a pack of smokes. This was arguably deliberate on creator David Simon's part, as he wanted to show that being the most feared vigilante in the city doesn't mean much, and the character ultimately realizes how futile his struggle is in the scene prior to his death. When the show creator piles on the uselessness of the show's plot, he piles it on.
Conversely, Omar's plotline also affects Marlo Stanfield's. After a season of learning how to be a better criminal and getting away from common-thug tactics, Marlo's operation is efficiently dismantled by the efforts of McNulty and Lester, who figure out his coded signals with The Greek's operation and arrest the majority of his organization. The charges don't stick on him, but Marlo is forced to become a legitimate businessman. However, he soon learns that he's trapped in his own personal hell, that he can never go back to the life he once wanted, and his name means absolutely nothing on the streets. (Evidenced by the two men discussing the growing legend of Omar's death and not knowing who Marlo is.)
Frank Sobotka's subplot in Season 2 is a particularly cruel example. Throughout the season, all of his actions are driven by a desire to help the struggling workers at the ailing Baltimore Docks, where paychecks are light and work is scarce. His involvement with the Greek's smuggling organization comes to a head when his son Ziggy winds up in jail after killing the Greek's lieutenant George Glekas over a personal quarrel. The Greek agrees to help him beat the murder charge by convincing the sole surviving witness to change his story (allowing him to plead self-defense), but only in exchange for absolute loyalty. The problem? Frank already went to the FBI and agreed to testify against the Greek, and the Greek has a mole at the FBI who helpfully informs him of that fact. As soon as he shows up to parley with the Greek's men, they promptly kill him for his betrayal. And afterwards, it comes out that Ziggy already confessed to killing Glekas without provocation, and the police have a signed statement to that effect. There was never any chance of saving Ziggy, and Frank died for nothing. And after he dies, the stevedore's union immediately caves, and hundreds more dockworkers wind up on the streets as a set of luxury condominiums are built over the docks. Damn.
The plotline about Mulder's sister Samantha. After years searching for his sister, being told numerous times that she was alive and he would eventually be reunited with her if he just keep looking, and being tormented by her clones, he finds out she died only a few years after she disappeared.
The ending to the series. Mulder and Scully are fugitives, with Mulder carrying a death sentence, knowing that aliens will conquer the planet in 2012 and there is nothing they can do to stop it.