#1: JOHN MARSTON:
John's death at the hands of Ross is a poetic end to his life. His journey has been about what he would do for his family: He certainly kills for them, he helps swindle people in order to get at Bill Williamson, he works for both sides of the Mexican Civil War, he tortures a man with an prolonged beating to get information about Javier Escuela, he confronts the man who raised him, and in the end he sacrifices himself to save his family so they could lead a better life - the reason he sought redemption in the first place.
But when his son Jack Marston (unaware John's death was of his own doing) hunts down and kills Ross, it continues the cycle of violence John died in order to PREVENT..


#2: JORGE - HALO REACH:
Jorge sacrifices himself to detonate a slipspace bomb, destroying a Covenant Supercarrier. He dies believing he saved the entire planet. But tragically, this was NOT the case..


#3: LEFT 4 DEAD:
In the comic version of Left 4 Dead, Zoey's father is attacked door his ex-wife/Zoey's mother, who is a zombie/infected. He gets bitten and being Genre Savvy, he assumes that he will start to turn and asks Zoey to shoot him in the head so that he won't become a zombie. 2 weeks later, Zoey is told door a military doctor that she and the other survivors are carriers of the virus that are making people zombies, which makes them immune from changing and the carrier gene is passed down from the father. Zoey goes into shock, realizing that sacrificing her father was completely pointless.
Seriously... It's like that stupid ending in THE MIST.