Downer Ending

From Accct Wiki

1. A finale to a movie, a TV series, a video game, or some other form of media that ends things in a way that varies from sad to tragic. These tend to be rare, as there is overwhelming pressure to tie loose ends up in a "happy" way. Sometimes done as a way to assure that the show, once canceled, cannot be revived later (similar to the Grand Finale), but sometimes leaves the show on a cliffhanger.
2. A similarly low-key or unhappy ending to an episode of a normally "happy" series. Also rare, due to the same reasons as above. Sometimes used in an attempt to get Emmy nominations, or to at least surprise the viewer. When the series finale of an otherwise "happy" series is one of these, it's a Cerebus Ending.

Sometimes, a downer ending can conclude the character arcs in a very satisfying way, despite being dark. Other times, it can be overused to the point it feels like a Mandatory Twist Ending. If it comes out of nowhere or is the result of an Ass Pull, then it may be the result of the writers summoning Diabolus Ex Machina. If enough people consider it fundamentally unjust, it may acquire the Discontinuity and Snicket Warning Labels. 

Examples

• Kingdom Hearts: 358/2 Days is about Roxas, you can tell by him that none of these protagonists are going to get a happy ending.
• Niether Volumes One or Three end too well, but it all gets resolved by the Time the Doctor Wakes up for Kingdom Hearts: 358/3 Days