Cowboy Bebop - Spike and Juliet. Such a tragic tale, and one of the greatest endings of all time.
Trigun - Wolfwood and Millie. Also ends in sadness.
Rocky Horror Picture Show - Frank and everyone. Also kind of a sad ending.
Teen Titans - Robin and Starfire, as well as Beast Boy and Terra, the later of which was another sad ending to it.
...Yeah, I have a thing for love stories that end saddly.
Edit: Add in Seras and Pip from Hellsing Ultimate.
Reply With Quote