I have the feeling The Lovely Bones would qualify, but it's been too long since I read it and I haven't seen the movie, so I'd rather not add an entry. What I remember is that it's about a girl who gets horribly killed (in the book, it's a combination of rape, torture and finally painful murder) who comes back as a ghost to observe her family. Her family searches for her body and some hint as to who killed her, eventually coming to suspect their neighbor (who is, in fact, the guilty party). Her father and sister spend the majority of the book unsuccessfully trying to find proof of the man's guilt, nearly getting themselves killed, ruining their family's name, _finally_ find evidence that the man is guilty — and he skips town and is never caught. Then he falls off a cliff and dies, as an afterthought. They never find the girl's body, and eventually she stops paying any attention to them anyway. The one argument to the book's pointlessness is that everyone develops various relationships, so they at least have something to show for their efforts.

Another pair of quasi-qualifiers would be Piers Anthony's books "Mute" and the entire "Mode" series. Both of them have nearly the exact same ending: "Well, despite all our efforts, the evil emperor has established absolute dominion over all universes, but the point is moot because I can finally confess my love for my companion!"

City of Glass is a prime example of this. —>http://en.wikipedia.org/wiki/City_of_Glass_(Paul_Auster_book)

The whole plot is being set up, it makes it appear, our main character is being thrown into what appears to be a detective case, and after going through several hundreds of pages, with our main character snooping around, trying to help his client, it turns out that his client simply left the city, and is nowhere to be found.