Bad Omen Anecdote

This trope is for when, in the middle of some tense, possibly life-or-death situation, one character will remark to the other: "You know, this reminds me of a similar story...". The other character, hopeful, will remark "Oh, and and they succeeded?". And of course, the first character says "No, they all died, actually."

May overlap with Metaphorgotten if the person giving the example genuinely forgot the unfortunate ending of it. Also overlaps with Analogy Backfire.

Examples of Bad Omen Anecdote include:

Anime and Manga

During the first season of Full Metal Panic!, mercenaries Sosuke and Kurz are trapped behind enemy lines with a civilian, Kaname, that they have to protect. Low on ammo, Kurz wounded, and enemy forces surrounding them, Kaname mentions Butch Cassidy and the Sundance Kid, specifically bringing up its Bolivian Army Ending. Kurz doesn't take it well. Sosuke, with help, Takes a Third Option.

Film

In Dumb and Dumber, Lloyd tricks Sea Bass and his friends into picking up Lloyd and Harry's tab at a restaurant. They rush off in their van before Sea Bass can catch them. While on the road:

Harry: That was great! Did you come up with that yourself?
Lloyd: No, I saw it in a movie once.
Harry: Let me guess, they get away scot free?
Lloyd: No! Even better, they catch up with a guy a few miles down the road and slit his throat. It was good...

In Gnomeo and Juliet, Gnomeo has a chat with a statue of William Shakespeare, who tells him that he knows this story. When Gnomeo asks what happens to the lovers in that story, Shakespeare tells him that they both die.

Gnomeo: They both die? What kind of an ending is that?
Shakespeare: My dear boy, this is a tragedy.
Gnomeo: Yeah, you're telling me, mate! It's rubbish! There's gotta be a better ending than that!

Judge Dredd. Dredd and Fergie are trying to get back into Mega City.

Dredd: There is a way in. Six years ago, two refugees figured it out. It's a vent to the city's incinerator. There's a burst twice a minute. That means somebody could run through that tube and have 30 seconds before it flames again.
Fergie: And these, these refugees, they made it through, right?
Dredd: Actually, they were roasted. But the theory's sound.

Near the conclusion of Beverly Hills Cop, Billy and his partner, Taggart, find themselves outnumbered and pinned down by enemy gunfire. Despite the gravity of their situation, it's made clear that Billy is having the time of his life, as he gleefully recalls how Butch Cassidy and the Sundance Kid found themeselves in a similar situation when facing the Bolivian Army. Taggart tells Billy, if they make it out alive, he's going to make him pay.

Literature

In the Warrior Cats series, one young cat's spine is broken when a tree falls and she's pinned by the branches. Jayfeather, the medicine cat, tries to encourage her by telling her how ShadowClan once had a cat with a similar injury and had told him about their experiences. Unfortunately, ShadowClan's warrior had ended up dying because of complications with it, which doesn't encourage Jayfeather's patient much.

Live-Action TV

In Scrubs, Eliot often tries to cheer people up by remembering one of her relatives being in a similar situation. These stories all end with the relative committing suicide.
In SeaQuest DSV the crew are exploring an ancient alien spacecraft. One of them brings up a science fiction story he read as a kid that was about a similar situation, except the ship hadn't really crashed. The characters in the story were trapped when the ship took off again and dissected.
In The George Lopez Show, Carmen compares her relationship to Romeo and Juliet. George is quick to point out that they both die.
Inverted in The Golden Girls when Rose tells a story about some people from her home town in an effort to dissuade a friend from doing something. Though her friends expect a bad ending to the story to further the moral she's apparently getting at, Rose says that the people involved became quite rich and lived happily ever after.
The dour Scot Frazer in Dad's Army is fond of doing this, much to Mainwaring's exasperation.
Inverted in an episode of How I Met Your Mother, in which the gang tell anecdotes within anecdotes within anecdotes all trying to convince Ted not to do something. All of them have bad endings except for one. Barney's. Because he's crazy.

Video Games

If a person playing Maniac Mansion picks Michael, they get this before heading into the mansion:

Michael:Hey, did anybody see that movie on television last night? These four kids went into this strange house and...uh, never mind.

Web Comics

Kevyn in Schlock Mercenary once reminded a lieutenant about military anecdotes on how the different branches handle the task at hand. They eventually got their punchline, although they play with it:

Ebbirnoth: So when you say you want the building secured...
Kevyn: I don't want a punchline.

Western Animation

Avatar: The Last Airbender:
- In the episode about the cave of two lovers, the hippie nomad who tells the Gaang about the secret cave, sings to them a song about it. The song ends with "...aaaand death!".
- The "Secret Tunnel" song in "Cave of Two Lovers" actually ends with "and diiiieeeee", as the hippie musician who was singing it finally remembered the last words of said song.
One of the more famous scenes of SpongeBob SquarePants invokes this; the mysterious tale of The Ugly Barnacle.

Other Media

Played for Laughs in Stephen Colbert's speech at the White House Correspondents' Dinner in 2007 when he compares G.W. Bush's presidency to Rocky:

"... But does he stay down? NO! Like Rocky, he GETS BACK UP and IN THE END HE actually loses in the first movie... um..."