Big No/Literature

An unintentionally hilarious example is seen at the end of Marianne Curley's The Key, where Ethan screams it after his true love Rochelle takes a magic arrow to the chest for him. Rochelle, who is narrating the story and using present tense, is able to tell us that the last thing she hears before she dies is Ethan screaming "Nooooo!"
In the first Wild Cards book (from 1986), Dr. Tachyon shrieks "Noooooooooooooooooo!" when he believes he has failed to prevent his friend Angelface from being shot.
In George R. R. Martin's A Clash of Kings ship-captain Davos Seaworth unleashes one of these during the bloody naval assault on King's Landing, when he realizes that one of the other attacking ships is about to set off a particularly nasty trap.
The Gaunt's Ghosts novel The Guns of Tanith uses this at the climax when Mkoll kills Sagittar Slaith.
This trope, among other things, robbed Oz's death in The Lake House of much of its impact.
To expand on the Harry Potter examples in the Film section:
- Professor McGonagall gets a big "NOOOOOOOOOOOOOO!" towards the end of The Deathly Hallows, when she sees Hagrid carrying what she thinks is Harry's lifeless body. But don't worry, he gets better.
- Ron also gets an adorably melodramatic one in Harry Potter and the Prisoner of Azkaban. Between that and the all-caps "AAAAAAARGH" he gets immediately preceding his Big No, the stretched-out drama takes up an entire line on the page.
- Ron gets another one in Deathly Hallows after he hears Bellatrix give Greyback permission to kill Hermione.
Starcraft: Ghost: Nova. The title character does one of these every other page, just about. The other pages, somebody else fills in for her.
In Warrior Cats, Bluestar (then Bluepaw) bursts into one of these when her mother is killed in battle, complete with eight O's.
In The Hobbit, Gandalf tells Bilbo about Beorn and says that he is a 'skin-changer.' Bilbo expresses his thoughts by asking whether he meant 'furrier', to which Gandalf responds: 'Good gracious heavens, no, no, NO, NO!'
In The Belgariad, Ce'Nedra lets one out upon discovering that she has to marry Garion. Right in the middle of his Awesome Moment of Crowning.
Duck in Who Cut the Cheese? by Mason Brown when the cheese runs out.