Trouble Follows You Home

There's You Can't Go Home Again, there's Stranger in a Familiar Land, and then there's this.

Basically, this is when a character who wants to escape some nastiness, or probably he just defeated the nastiness, and finally returns home... and sees that the nastiness is there, too.

It can happen in the middle of the plot or be a finale. In case of the former, it can trigger Let's Get Dangerous or give the unlucky homecomer a level in badass when he finally decides to give the nastiness a fight. In case of the latter, it can be a Shoot the Shaggy Dog ending.

Anime and Manga

 * In Digimon Tamers, Takato is horrified to find out shortly after the team returned to the Real World from the Digital World that the D-Reaper followed them home, kicking off the last arc.
 * Quatre Raberba Winner, from Gundam Wing, is brought home by his sister after a period of floating injured and unconcious in space. When he gets there, his father (once again) rejects him shortly before rebelling against the colony government and dying. This triggers Quatre's mental breakdown.
 * Early in Inuyasha, Kagome finally manages to get back home to the present after several days trapped in the feudal era, but she only barely manages to sit down to dinner with her family before both Inuyasha himself and the demon Yura's Prehensile Hair come looking for her, forcing her to go back so her family isn't put in danger. (After this, however, she manages to go back and forth at will without very much further strangeness following her home.)

Film

 * In The Warriors, the titular group are a "hero" street gang, and after being framed for murder, have to fight their way from New York back to their home in Coney Island. After many battles, traps by the police, and losing their members, they finally, as the sun rises, arrive "home"...an industrial dump filled with smokestacks and pollution, yet their happiness cannot be denied.

Literature

 * The final chapters of The Lord of the Rings deal with the Scouring of the Shire, which has Frodo and the hobbits, fresh from finishing off the quest to defeat Sauron and destroy the Ring, returning home to find that the Shire has been taken over by evil Men led by Wormtongue and Saruman. The hobbits mobilize their fellows and drive the Men out of the Shire. Wormtongue cuts Saruman's throat after being abused one time too many by the wizard and is promptly killed by the hobbits as he tries to get away.
 * The last few chapters of Coraline.
 * Many, many Sherlock Holmes stories involve someone in England being haunted by their past overseas.

Live Action TV

 * In Buffy the Vampire Slayer, a kid in a coma somehow "escapes the nightmare world in which he was trapped." Said nightmare world leaks out to create a sort of town-wide Room 101.

Web Comics
"Tiren: So seriously, keelhauling?"
 * In Dubious Company, the pirates barely escape Mary and Sue while rescuing Sal, and decide to quickly hire some new sailors and skip the country. Guess who the perky new hire is?

Video Games
"Alyx Vance: "I found him wandering around outside. A bit of a troublemaker, isn't he?" Dr. Kleiner: "We owe a great deal to Dr. Freeman, even if trouble does tend to follow in his wake.""
 * Doom 2 begins with this.
 * Shin Megami Tensei: Devil Survivor has this as one of the multiple endings.
 * Knights of the Old Republic, the destruction of
 * In The Suffering, you're on an island overrun by hideous monsters. In the sequel, you're back in your hometown--and the monsters have followed you.
 * In the Half Life series, Gordon Freeman's presence alone means trouble is coming. As soon as he completes his mission, he's either put into stasis or incapacitated. He returns only when there's something new to do. Poor guy never gets a break. It doesn't go unnoticed, either.