In an issue of the Disney Adventures magazine, there's a Gamebook story that takes place during the voyage to Treasure Planet. The worst of three endings results in Flint's map being eaten by a space octopus, thereby putting the whole story of the movie to a grinding halt. Ouch.
A motion comic for the movie I Am Legend has an Indian girl hiding in a bunker with her family while the plague rages on outside. But her boyfriend is out there. Determined to save him, she sneaks out and finds him okay. When she returns however, the family will not let her back in, no matter how much she begs that she's not infected. Eventually the door opens, and she finds the entire family has been turned. She kills them all to put them out of their misery. However, the final shot of the short reveals that she, in fact, was infected, and she had killed her family while hallucinating that they had become monsters, due to the way that the infected see humans.
Johann's Tiger, the first issue in Garth Ennis' War Stories has one. After spending the majority of the issue trying to keep his crew alive so they can surrender to the Americans before he can commit suicide by the Soviets for his atrocities, the tank commander is thrown from his Tiger tank by his crew as they encounter a large group of Soviet heavy tanks. In the end, he's captured by the Americans, the only one of his crew left alive. In the end, he'll either be executed for his crimes, or have to spend the rest of his life living with what he did.
Planet Hulk seemingly ends on the happiest note possible for the Hulk; he's now a respected king of Sakaar, has a wife with child on the way, loyal Warbound friends, and has brought peace to his kingdom. Then the shuttle that brought him to the planet explodes, killing almost everyone except the Hulk and his Warbound. The Hulk can't have a happy ending or else his story is over, hence the sudden to lead in World War Hulk.
The last issue of Runaways volume 3 had Chase suddenly reunited with an inexplicably-resurrected Gert...only to get hit by a car mere seconds later. To provide an extra kick in the teeth, it wasn't even the real Gert.
Spider-Man/Doctor Octopus: Negative Exposure is a mini-series following Daily Bugle photographer Jeffrey Haight. While Jeff has had some success as a professional photojournalist, publishing a book of crime photos due to his connections in the police evidence locker (his girlfriend is a cop who works there) he has never met his true goal, landing a photo on the front page. He's obsessively jealous of Peter Parker, a "stringer" (slang for a freelance photographer, or amateur), because Peter always gets great and dramatic photos of Spider-Man on the front page out of what Jeff attributes to luck, while Jeff's careful planning and studious work never does the trick. (Jeff clearly can't put two-and-two together.) Eventually, after his goal becomes an obsessive rivalry against Peter, Doctor Octopus takes notice of Jeff's attempts to photograph him, and feigns interest in his work, arranging a prison interview. Jeff lets the flattery go to his head, and against his better judgment, is tricked by Ock into aiding in Ock's escape, Ock persuading him to convince his "contact" to let Jeff place a device on his impounded tentacles so he can remotely control them. (Jeff assumes Ock is giving him a chance at the photo shoot of a lifetime.) However, Ock kills several civilians when he escapes, and threatens to kill more as Spidey finds him; Jeff eventually has a Heel Realization, and uses his camera's flash to blind the villain, but after Ock is defeated, he's still arrested, his girlfriend dumps him, and his life and career are ruined. Here's the cruel twist: He convinces Spidey to submit the pictures he took, and he does make the front page, the picture getting there the one that went off when he flashed it in Ock's face. Then he realizes why it's such a good photo. It looks exactly like something Peter would have taken. As a final kicker, Ock is seen reading the story in his prison cell in the last scene. "Excellent!" he says, admiring the great photo of himself.
Star Wars Tales #17, "Dark Journey" is the story of a Jedi Master who ignored her orders to return to Coruscant at the start of the Clone Wars, having become embroiled in the pursuit of a Dark Jedi named Kardem, a serial killer who targets Twi'lek women and also murdered her secret lover. Eventually she comes face to face with Kardem and engages him in a lightsaber duel. As it transpires, she is the real killer, having caught her lover in the arms of a Twi'lek woman and murdered them both in a secret rage. She created the Kardem personality to reconcile her actions with her breach of the Jedi code, but it takes control whenever she encounters a female Twi'lek. The "Dark Jedi" she encounters is actually a Jedi knight dispatched by the council to bring her in. As soon as she kills him, she regains consciousness, assuming that Kardem has struck again and killed a Jedi knight, and resolves never to stop until the killer is brought to justice.
Tales of Telguuth, another 2000 AD comic, was also fond of this. While sometimes people who meet an untimely demise in the ending twists are punished for their wicked deeds, just as often these people aren't evil in any way and are simply victims of the dark world of Telguuth.
A war in space between humans and another alien species big enough to threaten the "destruction of all known space" is interrupted by an Cosmic Entity who holds a fight to the death between the military leaders of both species to determine which race is worthy enough to continue to survive. Humanity wins the fight to the death, and the Cosmic Entity then proceeds to destroy all humans, claiming that since humans have thus proven themselves to be the more aggressive and war-like race, the universe would be better off without them.
This happens in X-Men: Messiah Complex. The heroes have the baby, Cable is going into the future to raise her and hopefully save mutants one day, and suddenly Bishop gets up and shoots Cable in the head! But wait, he already started travelling through time, meaning the bullet passes through him and hits Professor X right in the head instead. The comic ends with Scott Summers saying the X-Men are dead. However, this ends up being a subversion in another series shortly after where we find out his body disappeared in the last panel because of one of the other mutants there and his life is saved.
for the movie I Am Legend has an Indian girl hiding in a bunker with her family while the plague rages on outside. But her boyfriend is out there. Determined to save him, she sneaks out and finds him okay. When she returns however, the family will not let her back in, no matter how much she begs that she's not infected. Eventually the door opens, and she finds the entire family has been turned. She kills them all to put them out of their misery. However, the final shot of the short reveals that she, in fact, was infected, and she had killed her family while hallucinating that they had become monsters, due to the way that the infected see humans.