6. ALF
When Gordon Shumway crash-landed in Tanner's garage in the very first episode of ALF, it was a recipe for instant success; an alien trying to fit in with a regular family while trying to repair his space-ship and discover any fellow creatures from the now-destroyed planet Melmac. As the show began to wind to a close, it actually seemed like ALF was going to get his reunion, but then the writers threw us a curve-ball and had something very unexpected indeed happen... ALF manages to contact Skip and Rhonda, two fellow Melmacians who are coming to Earth, and they invite ALF to come with them to start a new planet Melmac on a planet they...bought. ALF tells the Tanner family, who throw him a party, and it all seems like everything is going to end splendidly; then the Alien Task Force show up, intercept ALF and fly away with him, leaving viewers to assume that he's probably going to be dissected. How utterly, utterly depressing, and as a kid, this one was close to unbearable.