Pretty Spry for a Dead Guy

In a world where Death Is Cheap, and where No One Could Survive That leads to Not Quite Dead, this is the ultimate subversion. You have clear physical evidence and eyewitness accounts pointing to your dead guy still hanging around, but...he isn't. He's still stone-cold, rotting in his grave. It could be your eyewitnesses are just hallucinating, or the evidence is either coincidental or planted to make you think that he's still alive, but the sad fact is, he's not and will never be coming back.

Usually used to show the kind of impact a beloved character's death has on the rest of the cast, doubly so if it's also used in a plot by the bad guy to discredit them post mortem. And woe to the baddie who set it all up; they're usually met with a backlash from the rest of the cast much stronger than most other situations for giving them false hope.

A mild version of this is not only Truth in Television, it falls within the normal human cycle of grief.

Anime

In the second iteration of the apparent Groundhog Day Loop in Umineko no Naku Koro ni, Battle Butler Kanon gets killed onscreen fairly early on. Which makes his apparent return later all the more confusing, especially when he kills two other cast members. Of course, the whole series is one enormous Mind Screw.
Umineko's sister series Higurashi no Naku Koro ni did this as well, with Teppei in the Curse Killing Arc. We see him killed on-screen, but another character claims he's still around and the grave is later discovered empty. That whole arc takes place Through the Eyes of Madness. He really was dead; Keiichi and Satoko only believed he was still alive because they were both going insane from Hinamizawa Syndrome.

Comic Books

Sin City has a mild subversion. Marv's first encounter with Goldie's identical sister has him assuming first that it's her, but then he puts it down to his habit of hallucinations.
Famously done in the Superman comics, after his much publicised death. Naturally everyone already knew that no one stays dead in comics, much less Superman, and so weren't surprised when his grave turned up empty and people started reporting sightings of Superman-like figures... all four of them, with two of them claiming to be the real deal back from the dead.
- Though in something of a subversion, none of the four actually was him. He still wasn't dead, though.
  - Yes, he really was. They made it very, very plain that Superman did, in fact, die. A combination of circumstances that could not possibly be duplicated allowed him to actually return from the dead.
Nobody, in the comics or out, believed Captain America (comics) was dead for a long while after it happened. Wolverine wasn't convinced till he smelled the corpse. Since then, at least three apparent "returns of Cap" have occurred—one a simple deception, one the wrong Cap, and one the real Cap but from the past. The heroes are always dismayed to find out the truth.
This happens to Spider-Man all the time. Someone he's lost, like Gwen Stacy or Uncle Ben, will apparently turn up alive and well. It's never true, and it's usually a deliberate scheme by some villain. Frequently, a clone is involved. Usually the clone dies, but at least one Gwen Stacy clone is, as far as anyone knows, still alive somewhere in the Marvel Universe.
Bionicle: Hydraxon's been dead for a millennium by the time we see him. He's actually a copy with Fake Memories.

Fan Works

In the Bleach fanfic Winter War, an AU where Aizen won and Gin has control of Seireitei, there's an odd example. While the protagonists- and the reader- know from the start that Rangiku is dead, Gin refuses to believe it. As a result, La Résistance is able to trick him into believing she's injured and at their base, luring him out from Seireitei at a critical moment. His reaction when he finds out the truth... well.

Film

Alfred Hitchcock's film Vertigo is a famous subversion.
In Batman Beyond: Return of the Joker, Bruce is led to believe that the Joker, long dead, has come back to life, even though he watched the Joker die.... The truth turns out to be much worse.
- In fact if this troper remembers correctly, McGinnis said something along the lines of him being pretty spry for a dead guy.
  - Terry's line came before he found out the Joker had died. He says he's pretty spry for someone who must be Bruce's age by now.
In Iron Man 2, Tony Stark says the titular line to Ivan Vanko, after he calls him to thank him for his advice on his arc reactor technology.

Literature

In the novel Dúnmharú ar an Dart (Murder on the DART), the protagonist witnesses a man dying on a train in Ireland, and then sees him walking around in Greece. It turns out to be the guy's twin brother.
Despite all the Fan Wank that surounded it, there were a few genuine moments where Harry Potter thought Dumbledore might still be alive. Likely those moments inspired said Fan Wank.
- Not to mention Harry's parents.

Live Action TV

CSI: Miami did this in its sixth season; Tim Speedle, who died in the third season premiere during a firefight, is believed to be alive by his friend Eric Delko, and is helping him with a case he's working on. This belief is strengthened when he finds that Speed's credit card had been used for the past two weeks. Unfortunately for Delko, it turns out he was hallucinating Speed's presence at the crime scene due to brain damage he'd received and is still recovering from, and the credit card charges were caused by an unscrupulous lab technician who stole and copied it.
In one episode of Monk, his wife, who was killed in a car bombing, seems to return alive, saying she managed to escape the attack, just after his OCD started to improve. She turns out to be an impostor. And when she dies in a gunfight between Stottlemeyer and her employer, you see all of his progress evaporate in a very sad Reset Button.
This was done in the 2000 TV series The Invisible Man, where the villain went as far as stealing the dead guy's body from his grave (and calling his elderly aunt for a nice chat) just to convince his brother he was alive.
Veronica Mars: It wasn't an intentional scam, but the apparent appearance of Logan Echolls' dead mother turning out to be his sister using her credit cards had much the same effect.
Eureka uses this multiple times
- Nathan Stark records a holographic message for his fiancee and dies soon after. She carries the recording device with her without realizing what it is and when it accidentally activates she is not sure whether he is alive, a ghost or if she is just hallucinating.
- The presumed dead Nathan Stark comes back and tells Carter that he was actually stuck in another dimension. This is actually believable since protagonists did a lot a lot of messing around with time travel and the fabric of the universe throughout the season. Turns out it is just a guilt induced hallucination.
- A woman who died in the series premiere reappears and claims to have no memory of Eureka or her time there. Turns out her ex-boyfriend made a copy of her when she refused to marry him and move with him to Eureka. The copy went with him to Eureka and it was she who was killed.
In Angel's final season, Lindsay manipulated Spike using the name and role of Doyle, a teammate of Angel and Cordelia who had died in the first season. Spike had only met the real Doyle once very briefly, but there was no question that he would mention the name eventually and give the game away. Lindsay could have used any other name -- he did it just to get under Angel's skin, and boy, it worked.
On Scrubs, Doctor Cox spends most of an episode hallucinating that his late, beloved brother-in-law never died and is still alive and hanging around.
- It was especially effective because it was not revealed to the audience that Ben was actually dead until the end of the episode. Up until then the mentions of a recent death seemed to refer to a patient that Cox had put into JD's care. In a sense, we all shared in Cox's denial for most of the episode.
- One thing that this troper missed that her mother didn't was that Ben isn't wearing his camera for most of the episode after previously stating that he'd wear/carry it until the day he died.
- Scrubs also manages to play with this trope with the audience (and JD). When they figured the show would be canceled, they had an extremely emotional trio of episodes dealing with Nurse Robert's death. After the show was picked up for another season, they brought Nurse Robert's actress back as a 'different' character, with no one but J.D. and the audience seeing the uncanny resemblance.
Someone attempted a version of this on Duncan in Highlander the Series via turning a convict into a copy of Tessa (not a true copy, but a French double who had an uncanny physical and personality similarity to Tessa). Duncan realizes the ruse upon seeing the surgery scars. Unfortunately the double fell in love with Duncan and died for it.
- Done a second time, Duncan encounters the demon Ahriman who has assumed the appearance of an old enemy, James Horton. Rightly so, Duncan assumes that James Horton once again survived his apparent death (he did it at least twice before), and ends up breaking into James Horton's resting place to see the skeleton for himself.

Video Games

This is the entire set-up of Silent Hill 2. The evidence is of the hallucinatory variety in this case.
In Final Fantasy VII: Crisis Core, Angeal is definitely dead, and Zack even had to watch him die - but that didn't stop Zack from getting his hopes up when he showed up later. It turned out to be a copy which had been made from his former boss...and dies.

Western Animation

Teen Titans did this when, after Slade is killed, some dust on his mask causes Robin to believe that Slade has come back. Robin nearly kills himself trying to find Slade, until Robin realizes that Slade is a hallucination. On the other hand, the episode does foreshadow that he's back.
- However, the writers seemed to have forgotten the ending of the episode, because in the episode that he does come back, he's shown emerging from the ground at the start of the episode.
Subverted in Batman: Under the Red Hood. Bruce definitely knows Jason Todd died and is buried on the Wayne property. He exhumes the grave site to find the body resting in the casket. But he immediately discovers then that they had just buried a dummy of Jason and that the possibility that Red Hood is Jason Todd gains even more credence.
- Ra's al Ghul revealed that he has dug up Jason's grave and placed a dummy in his place.