Bittersweet Ending/Comic Books

Every ending in the Blacksad series is bitter sweet. Blacksad finds the missing girl, but her mother is now dead. In another album Blacksad stops nuclear proliferation but doing so loses him the woman he had come to love.
V for Vendetta: V and Evie have triumphed against the evil fascistic government. However, V is dead, chaos runs rampant throughout Britain, and it seems like the last bastion of civilization is crumbling.
Y: The Last Man ends in a Distant Finale where cloning has been perfected and the first twenty or so reliably immune men have recently been released into the 'wild', however Yorick Brown 1.0 himself does not fare quite so well. He finds out that the girlfriend he had rounded the globe tracking down was about to dump him when the fateful telephone call was cut off, eventually she shacks up with his sister. Then the woman that had been slowly falling in love with him, 355, gets shot dead at Alter's command in the hopes of securing an 'honorable' death in combat with the only available male. He begins the Distant Finale straitjacketed and locked in a hidden room in the French Presidental Palace by his own daughter after an apparent suicide attempt shortly before his eighty-sixth birthday... he claims he thought it would be ironic.
- Though he does escape in the end, and is implied to be alive. His escape might also qualify as a Chekhov's Gun, as he is seen practicing a straitjacket escape in the first issue
The Legion of Super-Heroes limited series Legion Lost ends with Live Wire resigning from the Legion in order to save his teammates and Love Interest by sacrificing himself to kill former Legionnaire Jan Arrah, who'd become a nigh-omnipotent Omnicidal Maniac.
The "Livewires" mini series ends with all but two members of the team of Ridiculously-Human Robots damaged possibly beyond repair, the least damaged and most recently activated having saved the rest tries to take them to their original base for supplies only to discover the team blew it up before the start of the mini series.
The ending of Final Crisis sees Darkseid and Mandrakk defeated, and Superman using the Miracle Machine to restore space/time to its normal state. However despite Nix Uotan's claim that Superman wished for a happy ending with the M.M., that is not the case. Because the Machine could only be used once, the deaths of the Anti-Life enslaved people and both Batman and Martian Manhunter still happen. Not to mention that Superman could have helped out earlier, if only he had returned from the 30th century earlier.
Watchmen: Dan and Laurie are happily together and fighting crime and the looming threat of nuclear war has been eliminated, but Ozymandias killed millions of people, Rorschach is dead, and Dr. Manhattan just sort of... left.
The Sandman: "The King Of Dreams is dead. Long live the King Of Dreams."
WE 3: 3 doesn't survive the encounter with 4, but 1 and 2 are adopted by the homeless man who tried to help them earlier in the series.
Spider-Man Noir: Eyes Without a Face ends with the Crime Master dead and Dr. Octavius being rejected by his idol Heinrich Himmler as a "deviant cripple." But Robbie Robertson has permanent brain damage from Octavius' experiments, Felicia Hardy has become a heavily scarred shut-in who never wants to see Peter again, and the Nazis have risen to power in Germany. Almost lampshaded by Peter near the end of the series, when he tells Mary Jane that his life is falling apart - and he thinks it's only going to get worse.
Sin City stories often end with the hero defeating and possibly even killing the Big Bad but at the cost of his life... one way or another. Wallace's story Hell and Back is perhaps the only 100% happy ending in the entire series.
The end of the DC event "Our Worlds at War" sees the world mourning the apparent deaths of Aquaman, Guy Gardner, Sgt. Rock, Hippolyta, with Superman himself mourning the destruction of his family farm and apparent death of the Kents along with the rest of the state of Kansas.
War of the Green Lanterns: The Green Lantern Corps is saved, the emotion entities are freed from Krona's control, the New Guardians are freed from the Book of the Black, and Sinestro is a Green Lantern again. However, thanks to Hal Jordan's actions, the Guardians of the Universe find him too dangerous and has him dishonorably discharged from the Corps. The story ends with Hal back on Earth in the middle of nowhere, muttering, "This isn't how it's supposed to end."
The final issue of the 2009-2011 Batgirl series ends with a montage of stories that the writer had planned to tell, including a team-up between Batgirl and her friend Cassandra Cain (whose absence had been a frequent criticism of the book) and a sword-and-sorcery adventure with Supergirl and Miss Martian. Despite the deliberately sad What Could Have Been montage, the book ends with Batgirl noting that the story would never end as long as the fans continued to remember it.
Joann Sfar and Emmanuel Gilbert's book The Professor's Daughter: Ihmotep and Lillian get married and have three children, but Lillian's father is killed and wrapped in bandages, placed as a part of the Museum's Egyptology exhibit.
In All Fall Down, Siphon dies and no-one gets their powers back. However, a flash-forward shows that the heroes and villains do eventually move on and find closure.
All of Marvel Universe cosmic events ; Annihilation, War of Kings and The Thanos Imperative, have had such endings, where the victory comes usually at a great cost or leads to a temporary peace with the threat still out there.