John Wick
After completely eliminating the Russian mafia, John Wick stops at an animal shelter, uses the medical supplies to pull himself together, and takes one of the dogs to keep for himself.
Watchmen (the comic)
After Veidt causes a war-ending catastrophe, Dr Manhattan kills Rorschach and leaves Earth to create new life. Laurie and Mason live happily ever after and a small news stand publishes Rorschach's journal as an autobiography.
The Walking Dead: Season 2 (the game, not the stuff TV show)
Clementine is given the option to either shoot Kenny or let him kill Jane; only to find out that Alvin Jr never died.
V for Vendetta
V dies and Evie carries his body onto the train full of explosives before sending it to blow up Parliament.
Assassin's Creed Brotherhood (and some DLC for Revelations)
When Desmond grabs hold of the apple, he loses control of his body and kills Lucy; who was actually a Templar.
Avatar: The Last Airbender
Aang takes the Firelord's bending powers away and Zuko takes over as firelord; ending the war.
Jay and Silent Bob Strike Back
After finishing their movie, Jay and Silent Bob use their money to fly around the country and beat the stuff out of anyone who talked stuff about them.
Guardians of the Galaxy
After Groot sacrifices himself to save his friends, Peter, Rocket, Gamora, and Drax use the Infinity stone together to kill Ronan. Afterwards, Peter opens the present he was given when his mom died, revealed to be Awesome Mix #2.
Gravity Falls Season 1
After Gideon is arrested, Grunkle Stan takes Journal 3 from Dipper and uses the three journals combined to open a mysterious portal.
Metro 2033-2034
Artyom bombs the Dark Ones and becomes a Stalker; the guilt of killing the Dark Ones giving him suicidal thoughts and nightmares afterwards. Artyom later kills himself in a bomb that destroys all of D6 and the Neo-national socialists terrorizing the tunnels.