How I Met Your Mother... wtf was that? I know they "boxed" themselves in with pre-filmed footage, but seriously... all they had to do was ignore it...
That's definitely up there. Over time, I think they could have ended it with the finale they had, but they needed to structure the entire last season differently to show Ted's life with the Mother, and how her death affected him, and then how he and Robin became close again, AND how it would work for them this time (especially after all of the personality differences they had between them throughout the show).
Otherwise, just watch the alternate ending on the DVDs, and skip the bulk of the craptastic Season 9.
Lost & penny dreadful.
also American horror story. season 1 & 2. Never watched anymore seasons passed those 2 seasons. the whole show ending up being a dumpster fire. Lots of promise at the start and just then started pouring more gas as it reached its final.
AHS is actually kinda fun now. It sort of went round the bend in terms of starting off sort of serious, then got crappy, and then just went full-on in that direction until it kind of looped around to become fun in a batspit crazy kind of way. At this point, you just have to accept that the show is intentionally nuts and over the top, and embrace it for what it is. This past season was actually a lot of fun, I though.
Im going to go with Dexter, True Blood, and the robocop comics from the early 90's, and even today. Horrible endings, such a bummer. Especially with the new robocop comics they put out, I guess they lost the licensing for it because it ended after 12 issues, with no closure. They just stopped making them.
I didn't watch Dexter, mostly because it had become crap by that point and I'd given up. The show took a huge nosedive after it lost its original showrunner at the end of Season 4, and just never recovered. The writing was SO bad. I kept hoping it'd get better, season after season, but nope. And by the last season, I just...couldn't be bothered anymore.
Firefly. Only because there was no more. I felt as crappy as one could feel about how a series ended.
What really got me was the movie. Serenity was great, but Whedon had to go and Whedon all over the place with Wash. The thing is, on a show, he'd pay that off over time. In the movie, it's just a cheap gag and it TOTALLY took me out of the experience. Just ruined the entire thing for me. I gather the comics sorta kinda make it ok, but I haven't read 'em yet.
Seinfeld. That show was already a dumpster fire by the end but it had a really insipid ending that was so contrived I don't even want to watch the episodes I enjoyed anymore.
I thought it was lame, but then sitcoms like that tend not to have amazing finales. Like, there's no real overarching plot to the show, so...what are you gonna do to wrap it all up?