Probably not a popular choice but I didn't like the last episode of the Sopranos. Couldn't work out what was supposed to have happened and thought there had been a problem with the download. Read years later that it was meant to represent the last guy going to the gents sneaking up behind him and shooting him in the head. I suppose it makes sense. Lost, for very personal reasons. Wife is a big fan of it and, unbeknownst to me, had decided to get up in the middle of the night to watch it as it aired in the US. She wanted some company so woke me up. I thought she was waking me up for sex. Dungeons and Dragons, the 80s kids cartoon. The kids never made it home. Still seems unnecessarily cruel. Others that spring to mind: X-Files, Quantum Leap, Battlestar Galactica.