When you finish a really good TV series that will never be continued and it had a perfect ending.
I especially hate it when I'm watching through a long running show (5+ seasons) and you think the show is indestructible. Then it just has a finale and stops. Then I'm just like "WHAT NOW?! YOU CAN'T END HERE!!"
Also don't like it when shows bump off main characters. Then you're left wondering how the show is going to keep moving without them.