I don't watch much Network Television, but was pissed when "Jericho" got cancelled. I was really into the story and things were getting interesting with the involvement of Texas.
Jericho was another that fizzled out too early
It wasnt great but was a pretty good, engaging survivalist melodrama
I liked that Skeet Ulrich guy and Lennie James was cool
A tv show in the late 90s, Mortal Kombat Conquest, ended with the bad guy, killing off the entire cast of good guys. It was meant to be resolved in season II but it never happened. So it was the ultimate bad guy wins storyline.
Then there is Nowhere Man, a tv series from the 90s with Bruce Greenwood, it ended abruptly, with no new season to explain what we just saw.
Mork and Mindy. It ended with them on the run from another alien with them trapped in the Stone Age. Having been only 8 at the time that was rough on me.