Executive Veto: There's one type of story that will never be published in the 616 Continuity: a story where Frank Castle kills an innocent by accident, gets full of angst, and retires. Many authors wrote drafts for several variants of this plot twist, they are all archived and have never been published. Non-616 continuities however do have this story, such as in Ultimate Marvel where during the Death of Spider-Man arc, there was a mini-civil war between different factions of the Ultimates, Ultimate Punisher siding with Fury's team battles Captain America's team and in the course of that Frank Castle shoots at Steve Rogers but Spider-Man takes the bullet and a horrified Frank Castle immediately drops his weapons and cries out to be arrested or shot because he shot a child. The wound that Peter suffers played a part in weakening him before Norman Osborn and the Ultimate Six attack Spider-Man and in the course of which battle Ultimate Peter Parker dies though he does get better in later issues.
This almost happens in the MAX continuity, before he realizes the girl wasn't shot with a bullet from his gun, the drug runners had killed her and set up her corpse where he'd be sure to find her.
This plot was also the basis for the plot of Punisher: War Zone where Frank, during a raid to get to the future Jigsaw, shoots and kills an undercover FBI agent and doesn't realize the truth until he discovers a wire on the corpse.
Follow the Leader: Almost single-handedly kick-started the Darker and Edgier trend of the late 80s and on through the 90s, and remains one of the few such series/characters to have retained his popularity and effectiveness after it died out (though Lord knows he's had his share of Dork Ages).
His first ongoing series, The Punisher, Vol. 2, ran for 108 issues and had seven annuals. Its only available in the black and white softcover Essentials collections, and those only have the first 40 issues and the first 3 annuals. Want the rest? Gotta wait and hope they continue the line. Oh, and some of the volumes are out of print.
His second ongoing series, The Punisher War Journal, ran for 80 issues. There is a single trade paperback collecting the series and it only has the first eight issues. There are also two out of print trades, one collecting the first three and the second collecting the next two, showing his first meeting with Wolverine.
His third ongoing series, The Punisher War Zone, ran for 41 issues and had two annuals. There are three trades collecting it but issues 7-25 and 37-41 and the annuals remain uncollected.
His fourth ongoing series, simply titled Punisher, ran for 18 issues. It is not collected in any format.
His fifth ongoing series, The Punisher, ran for 37 issues. It was written by Garth Ennis very successful and popular. It was collected in trade paperbacks, save for issues 8-12 which weren't written by Ennis. The paperbacks are out of print. It was released in hardcovers but the hardcover line is incomplete with no sign of Marvel continuing. The hardcovers that do exist are also out of print. Finally, it was collected in one massive omnibus, which also collected the Welcome Back, Frank storyline. This is also out of print. As a final kicker, an issue included within the omnibus is The Punisher Kills the Marvel Universe. This is a very collectible issue and was collected in a trade paperback with Welcome Back, Frank. Welcome Back, Frank has gotten a new trade edition. Kills the Marvel Universe is not included.
The non-MAX Ennis issues are now being republished in a series of TPBs as part of a general twentieth-anniversary repackaging of the Marvel Knights sub-imprint, including Kills the Marvel Universe in the first volume.
Old Shame: According to Garth Ennis's introduction to the first of the Complete Collection TPBs of his MAX run, he now views the Marvel Knights Punisher series in this light, believing that it was too comedic and had too much superhero-related content.