Orphaned Series/Live-Action TV

Firefly was a dead-then-resurrected-then-dead series which wasn't able to put out a full season before its final-and-actual cancellation. Some semblance of closure was attempted with the movie Serenity. According to Joss Whedon on the DVD extras, one of the characters was glibly killed to focus the audience on the seriousness of the final scenes.
- Serenity was in fact made because Joss had become convinced that the show could not be revived. Instead, it was intended to finish the story of River and the Academy. Main characters only died because Joss was sure the series would not be renewed.
Chappelle's Show: When Dave couldn't handle the fame and pressure after the success of the first two seasons, he literally walked out on the production of the third, even when Comedy Central offered a bigger paycheck.