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, 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.
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.
The first episode 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 of Blake's 7 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 worst, 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. Doctor and Parents sadly leaves her cell. The sad implication is that Buffy really is mad and we have spent 6 years of our life watching insane delusions.
Joss Whedon invoked Word of God on this one via the DVD commentary. He stated that the whole episode was open to interpretation, but also made a clear point of saying that he personally believed that the asylum scenes were hallucinations.
Given that the spin-off show, Angel, ran to 5 seasons, it is assumed to be a hallucination. Either that, or Angel is itself a spin-off of the hallucinations of Buffy in an asylum.
Criminal Minds has "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.
third season 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 episode "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 the war this episode centered around was started because of, is 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.
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 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).
"The Waters of Mars" ends with the Shaggy Dog shooting herself to avoid a paradox.
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.
Game of Thrones Has Ros, 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.
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.
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), Stan goes to the Lexx's bridge and destroys both planets anyway, 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.
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.
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.
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.
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 big deal 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).
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" was about an Ornithocheirus traveling halfway across the globe enduring various hardships in order to reach the mating grounds only to have it driven away and eventually dying from starvation and exhaustion, and it never got to mate a single time. This is particularly saddening because even if the Ornithocheirus had died after mating, it would have passed on its genes. Instead, its lineage dies with it.
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 the low-level boys. Everyone sufficiently high up is 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, Lieutenant Cedric Daniels and Rhonda Pearlman "fall on their swords", Mayor Tommy Carcetti and Commander William Rawls are both promoted when they don't deserve it, and the crooked newspaper reporter who ran with a story about a falsified serial killer is 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 when he stops 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.
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 was dead all along.
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.