He didnt die according to the creator, so its an ok end.
Neon genesis evangelion?
if you seen the movie, pretty much everyone dies, and HE IS STILL FUCKING DEPRESSED!
Elfen lied, manga, Nyu dies, is shot by kouta, she never got to tell him that she loved him, but 10 years later, he finds a letter where her dog was buried, thus making it a bittersweet ending.
Trigun(he didn't kill his brother and wolfwood is still dead)
Death note, Light is killed by ryuk, and they dont use the death note eraser to bring him back to life.