From Bad to Worse/Web Original

• Dr. Horrible's Sing-Along Blog: The titular Dr.Horrible is in love with Penny, but is to afraid to talk to her. When he finally does, she gets swept off her feet by his enemy. Then he learns that not only has Captain Hammer slept with her, but that he's only staying with her because Dr.Horrible wants her. Then, at the end he accidentally kills her. No wonder he seemed so depressed in the final song.
• Some of the more dystopic and Crapsack World settings hosted in AlternateHistory.com may count. And then there's A World of Laughter, A World of Tears.
  • Such as the worst of them all, For All Time. This series delights in punching the It Got Worse button every five minutes. D-Day fails, Stalinists take over most of Eurasia, nuclear weapons are used like hand grenades, and the USSR-PRC war kills over 600 million people. When Canada is sufficiently militaristic and paranoid to have its own H-bomb program and the 1980 US Presidential Election is between Jim Jones and Charles Manson, you know the world isn't doing so well.
• Marble Hornets shows this quite well. Basic story is a guy named Jay (or possibly J) decides to help a friend, Alex Kralie, by watching types of a movie Alex was making but scrapped. Ok so far. J soon notices...let's just say odd things in the tapes. Kinda bad but not horrible. Next thing J knows, he's being stalked by the same thing Alex was stalked by, and being attacked by a mysterious masked man( who turns out to be his friend Tim). J decides to put this all behind him, but he receives a tape from someone in which he finds Alex has started a new life...only for the very thing chasing him to appear right at his house just because his girlfriend found a camera with a tape from the movie on it. J rushes to his friend's rescue, only to wake up in a strange town "with no memory of the past 7 months." Oh and also shortly after finding someone who has had similar things happening to her, she disappears and J is attacked by the Masked Man again, forcing him to flee his hotel. So pretty much J's entire life has been ruined just because he wanted to help a friend out. Friendship can kinda suck that way, can't it?