[hijack enabling]Actually, according to the episode “Orpheus”, the demon suffers terribly from the presence of the soul, since he’s prevented from doing evil. Imagine the constant frustration! [/hijack enabling]
And Gunn lived, dammit!!!
la la la I can’t heeeeeeaaaaar yoooooouuu!
Right. I can’t imagine a universe where someone would kill off Wes and allow a pissant like Charles Gunn to survive.
Sure, it suffers. But I think the human soul suffered more.
And it didn’t matter that Dori was his partner five years before he met her.
In a sense the lead guy in Twin Peaks died at the end. (Though his body went on, filled with evil.)
On a related note…
MAS*H didn’t end, but became a very different show after killing off Lt. Col. Henry Blake. The change was due more to backstage political maneuvering than plot development, but it did happen.
Another UK fave, The Young Ones.
Always loved the end of Forever Knight. Now THAT was bleak…
Speaking of Angel, the show it blatantly stole* its premise from, Forever Knight, also ended with the almost all the main characters dead.
Quantum Leap ended with a title card that said Sam never returned home.
*I say this as a fan of both shows. Also, going off-topic, while I agree that the human soul suffered more, I don’t think this is flaw in the curse plotline. As explained in “Surprise” the gypsies (for the purposes of the show) regard vengance as “a living thing,” with its own drives. It makes sense that they would regard guilt in the same way - i.e. it didn’t matter if the soul that did the killing did not feel guilty, as long as the guilt was felt.
Continuing the hijack:
I didn’t forget that fact; I’m simply saying that saying Buffyverse vampires are dead seems silly given that the characters speak of killing them all the time. The confusion arises mainly because so many vamps use the same names as humans and as vampires. I agree that Human-Harmony is dead, f’instance, but Vamp Harmony clearly is not. It’s clearer with Angelus, who had the good grace to adopt a new name and thus avoid those niggling identity problems.
It wasn’t the last episode, but there was a TV Western (the revamped second Maverick?) where they killed off the lead character and replaced him with another character played by the same actor.
Personally, I think a lot of characters on both shows didn’t seem to understand or care that Angel’s soul was a different entity than his vampire self, and I’d put the gypsies in that category. They didn’t care who was inside, or if they were adding another ‘who’ to the equation by giving Angelus a soul… they cared about the body. Shove this mysterious thing called a ‘soul’ into the body, and the body starts to suffer. Simple as that.
January 7th-9th 2006… the SDMB angel DVD festival begins… and if we keep at it, will end sometime in the spring of 2007. 
Keep yer eyes open right here.
That was Nichols.
Well, Howard Stern killed off the entire cast in the final episode of “Son of the Beach.”
And while Norman Lloyd wasn’t “the” lead character in “St. Elsewhere,” he was second in the opening credits, and he died in the final episode.*
Dan Conner (John Goodman) was killed off in the bizarre final episode of Roseanne (well, sorta kinda- it was revealed he’d been a ghost or hallucination or fiction within a fiction or something for the past few seasons).
Danny was laid up in the hospital and Burt (Bat) was going after the guys who did it. In the last scene, he’s about to kick open a door and they show behind the door several guys with guns waiting. But you don’t actually see or hear the gunfire.
Jessica was indeed in front of a firing squad, but in an episode of Benson, it was revealed that she didn’t die but was in a coma.
Not entirely humorous, nor exactly what the OP asked for, but doesn’t that describe what happened to My Sister Sam after Rebecca Schaeffer was killed?
I think MTV’s Dead at 21 ended that way.
I thought I was going to be first with that one.
Except I hated, hated, hated the ending.
…in the underated Canadian series Psi Factor
The lead actor, Conner Doyle, dies in a brilliant final episode of season one. Prior to this episode, the series was a ‘so-so’ 1/2 hour X-files clone, but all that changed after this episode was broadcast. Matt Fewer came onto the show, it became a full hour for each episode, and a whole lot of story arcs began which put the X-files to shame. It all fell apart in the final season though…