From Bad to Worse/Comic Books

The Walking Dead is pretty much one continuous case of this. A comic following survivors of a Zombie Apocalypse needs to keep up the drama somehow. Out of thirteen volumes, only two could be considered to have an ending where things weren't worse than the beginning.
The last chapter of Empowered's fifth volume hits this trope hard. When you have to repair someone's suit with duct tape and carry her across the outside of a space station with buggy artificial gravity in a decaying orbit... only to find that the backup portal will only get one of you to safety? Well that was still not Rock Bottom for Emp's day.
DC Comics's Blackest Night storyline. All the dead heroes and villains come back as zombies, and anyone who had superpowers still have them. Heroes are dying left and right and coming back as Black Lanterns themselves. Members of the various colored Corps band together to try and stop the villain Nekron. It doesn't work. And then suddenly, with the powers he's gained, he turns every resurrected hero into a Black Lantern, Superman and Wonder Woman among them. It's going to be interesting to see how the remaining heroes save the day.
- They don't. Sinestro has a Bad Guys Do the Dirty Work moment when he becomes the first White Lantern.
  - He doesn't. He screws up again because of his ego, just like always.
Maus is the story of the life of a Holocaust survivor, Vladek Spiegelman, as told to his cartoonist son (Art Spiegelman, the author) many years later in America. Having recounted in part one being persecuted and hounded throughout Poland, starved, and almost killed on many occasions, and being separated from his entire family, Vladek tells about being imprisoned at Auschwitz in part two. It is subtitled, "And Here My Troubles Began."
The X-Men have been made of this trope at least since the mid-eighties. They exist to suffer.
- More like the entire Marvel Universe. The X-Men just (usually) go further with it.
Ronin fits this trope: "Hey, it's the Apocalypse... Oh, now an ancient demon has been released... But it's okay because our life-sustaining super computer wants to wipe out humanity!".
In Brightest Day, which takes place after Blackest Night, everything seems to get worse with each issue. Recently there's been The Reveal that the embodiment of Life, the Entity, is dying and even more recently the revelation that Krona, the guy who teamed with Nekron to destroy the universe the first time his dimension was breached, as well as off-handedly caused Crisis on Infinite Earths, is the mystery villain capturing the various emotional entities.
Final Crisis had a somewhat lacklustre one: for seven issues, Darkseid has slowly been dragging the Multiverse down an inescapable sinkhole to "A Hell without exit or end"; gradually, the situation got worse and worse and worse with half of humanity exposed to Anti-Life and becoming broken slaves, the villains organized and under the command of one of Darkseid's underlings, most heroes either depowered by the Morticoccus virus or turned into Justifiers (Darkseid's mindless soldiers) or, in the case of Wonder Woman, Furies, or even possessed by evil gods, the Green Lanterns effectively locked out of Earth, Superman kept busy in first another plane of existence and then another time and Batman imprisoned and later erased from existence; finally, Darkseid dies - and then it is revealed that, in the space between universes, where his death dragged them, there waits Something Even Worse. It's lacklustre because this situation is resolved in all of four pages, as an afterthought.