Dr Horrible
I didn't know exactly how Dr Horrible would end the first time I saw it, but since I had been reading the spoilers on fandom_lounge and various LJs when it first aired, I remembered enough to know that it ended badly.
Also, it's Joss Whedon. Heartbreaker endings are kind of his specialty. (According to tvtropes, "Jossed", which usually means having your fanfic or pet theory rendered completely irrelevant by canon, has an alternate meaning in Australia - there, it means the sudden heartbreaker ending. Like I said - his specialty. For further evidence, see the end of Serenity.)
I do hope they get to do a sequel to it at some point. Both Neil Patrick Harris and Nathan Fillion are on network shows, after all, and Dollhouse is network, too - hopefully they're on close enough to the same shooting schedule that they'll have a nice block of time off! And I think Felicia Day's still doing her web series, so hopefully she could work some time in. (Not sure what capacity they'd use her in, since Penny is nominally dead, but I have heard in rumors that if they do a sequel, she would be in it. Many options, after all - clones, robots, ghosts, magical healing, etc etc.)
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In other news, 3.5 hours left! Clock is running down!