This is a Spoilered Rotten trope, that means that EVERY SINGLE EXAMPLE on this list is a spoiler by default and will be unmarked.
William Shakespeare was famously a fan of this, at least with his tragedies:
By the end of Hamlet, the only major character left alive is Horatio. Hamlet's Dad is dead before the curtain goes up in the first place, Polonius is murdered by Hamlet in a case of mistaken identity (though Hamlet's not too unhappy about that), which causes his daughter Ophelia to commit suicide. Rosencrantz and Guildenstern are executed offstage. The final scene then ends with a bloodbath that kills off Hamlet's mother, his uncle, Ophelia's brother Laertes and finally Hamlet himself.
Ingmar Bergman went one better on this in a famous 1990s staging of the play. Fortinbras and his army are portrayed as fascists playing heavy metal from boom boxes. When they break in at the end through the back wall, instead of listening to Horatio's explanation, Fortinbras has two of his men take Horatio offstage and shoot him, then finishes the play himself as a press conference.
King Lear is scarcely less bloody, featuring seven (eight if a given production kills off the Fool) deaths, and it's all but explicitly stated that the Earl of Kent exits at the end of the play to commit suicide, which leaves only Edgar and Albany alive.
Titus Andronicus, where the only major characters left alive when the play ends are Lucius, Marcus and Card-Carrying Villain Aaron. And Aaron's being taken off to his execution. Excluding him, the body count is at least thirteen (Titus and four of his children, Tamora and her three sons, Saturninus and Bassianus, a nurse and a clown) with nine of them being killed onstage.
Romeo and Juliet, anyone? Romeo, Juliet, Tybalt, Mercutio, Paris, Lady Montague...It's almost a trope in itself for a character not to realize this and say something like: "Oh, what a beautiful, heartwarming love story, just like Romeo and Juliet!"
Just about the only three members of the main cast who survive Othello are the bad guy (Iago), who probably will be executed soon, one now-crippled good guy (Cassio), and the ambassador Lodovico, but everyone else (Othello, Desdemona, Rodrigo, and Emilia) is deader than a doornail.
Even the history plays are not immune to rapidly climbing death tolls. Henry V kills Sir John Falstaff (who never appears on stage, but did appear in the prequel), The Earl of Cambridge, Lord Scrope of Masham, Sir Thomas Grey, Bardolph, Nim, The Duke of York, the Boy, Mistress Quickly, The High Constable of France, Lord Rambures, The Dauphin, and Lord Grandpre. That's just named cast and not one of them dies on stage.
Götterdämmerung, the final play in Richard Wagner's operatic cycle Der Ring des Nibelungen, culminates with Siegfried's death prompting Brünnhilde to make a Heroic Sacrifice that burns down Valhalla with all the gods inside.
If all the gods from Rheingold are considered to be in Valhalla then the Ring cycle manages to kill 29 out of 33 named characters. The only surviving characters at the end of Götterdämmerung are the three Rheinmaidens, and Alberich. Given that the whole 14 hours started off with these four characters (in the same location), this is rather appropriate.
Wagner started on the path of Everyone Dies early. His boyhood tragedy Leubald featured 24 deaths and by the last act he was having to bring characters back as ghosts.
In Sweeney Todd: The Demon Barber of Fleet Street, every single character except Toby, Anthony, and Johanna winds up dead. The original Broadway musical and Stephen Sondheim himself indicate that Anthony and Johanna do, in fact, survive, having burst onto the scene with the constable in tow (Sondheim has said that they are the only two characters to have a "happy" ending, relatively speaking). Toby, however, has gone completely and incurably insane.
In the Disney musical Aida, Aida and Radames are buried alive, Mereb is stabbed, Nehebka is presumably beaten to death, and the Pharaoh is poisoned. This leaves only three characters (Amneris, Aida's father, and Zoser) alive, with Zoser presumably executed soon after the musical's end.
Explicitly referred to in the Toxic Avenger musical, in which the eponymous monster considers doing this in the appropriately named song, "Everybody Dies." Averted when he changes his mind after one murder.
'Tis Pity She's a Whore ends with most of the main characters dead. Shakespeare was downright tame next to some of the major Jacobean playwrights.
Greek tragedies often killed off all or nearly all the main characters, leaving only one or two minor characters to carry on. Example: Antigone. Other times it was Everybody's Dead, Dave. And if they don't die? Well, the wounds they carry aren't usually just of the psychological variety. Case in point, Oedipus the King (or Rex, depending on the translator), who, after his mother/wife hangs herself, uses her cloak-pin to gouge out both of his eyes. When you get up and leave the theatre at the end of a Greek Tragedy? Expect to feel phenomenally relieved that it didn't happen to you.
Averted in the movie adaptation. Seymour and Audrey are Spared by the Adaptation. The original ending was filmed, but was replaced by the happy ending in which Seymour and Audrey get hitched and move to "somewhere that's green" after test audiences reacted negatively to the original ending. Not averted in the original 1960 film, though the plant doesn't take over the world.
All the characters of Le Père Noël est une ordure (Santa Claus is an asshole) die: one is shot half-way through the play, the others die at the end when the depressive upstairs neighbor who's been trying to get help all night finally gives up and blows up the whole building. The ending was changed for the big screen adaptation, which makes for funny conversation when someone who's only seen the play talks to someone who's only seen the movie.
P.D.Q. Bach's "half-act opera" The Stoned Guest kills off its four principal characters (in a production whose cast consists of four people and a dog) in a minute and a half: Donna Ribalda strangles Carmen Ghia to death. In revenge, Don Octave tries to stab Donna Ribalda, but she dodges and he is Hoist by His Own Petard. Il Commandatoreador draws a pistol and fells Donna Ribalda in one shot, but he then succumbs to an overdose of alcohol. Then, due to Executive Meddling, all four have an Unexplained Recovery so they can sing the happy finale.
Urinetown ends with the rebels, led by the villain's daughter avenging the death of the Protagonist and throwing the Big Bad off a building. Unfortunately, it turns out the "evil" measures the villain had taken to ensure water conservation really were the only sensible choice. Everyone, save for the secretary Mr. McQueen who moves to the Amazon, dies slowly of dehydration whilst singing a gospel of how the only water they need is inside them.
Henrik Ibsen ends the play Brand with a Cataclysm Climax, i.e. an avalanche. This avalanche is described as "filling the entire valley" — effectively killing off the entire cast. Ibsen played this horribly straight!
Hamburg University Theatre has a play (official description hints Lord of the Flies meets Lost) that discusses the trope in the title: "Dark Sides — Everyone Dies".
Finale is a musical about how people react to the sudden revelation that the world is ending in a week.
Being a musical set 150+ years ago, Hamilton kills off most of its characters in the final two songs. Aside from the characters who died within the timespan of the show (Laurens in "Tomorrow There'll Be More Of Us", Philip in "Stay Alive (Reprise)", and Washington some time after "One Last Time"), the titular character is killed in the climactic duel in "The World Was Wide Enough", his sister-in-law Angelica dies sometime later in "Who Lives, Who Dies, Who Tells Your Story", and the song ends with Hamilton's wife Eliza dying and meeting Hamilton again in heaven — except Elizabeth Hamilton died in 1854, meaning she outlived Aaron Burr, Thomas Jefferson, Marquis de Lafayette, John Madison, and John Adams. Even if they didn't die on stage, they were certainly all dead by the end of the show.
that it didn't happen to you.