@PixyThen again, my best-received story was one where I did just that. It was an apocalyptic story, where each character died one at a time. Yet rather than just doing it in one fell blow, I instead spend extra time on each and every characters, so when they did perish, they would be truly mourned by the readers, rather than just tertiary characters that no one gives a damn about, one way or the other.
And once more, having done that, 1/3rd LOVED the story, 1/3rd couldn't finish it, and another third were unhappy, yet still rated it highly. Thus when the post-apocalyptic sequent was introduced, revealing that the two protagonists who'd did during the conclusion, had actually recovered, with a natural immunity to the plague, which they worked to create a potential cure, if they could convince others to trust them in an devastated world where everyone was morning their tragic losses.
The whole series proved to be one of my post-popular series.
I've also long preferred the tragic, sacrificial hero story trope, and while you can't use it often, it is incredibly powerful of a conclusion, as the hero then sacrifices themselves, in order for their overall mission to continue, without them (i.e. more accidental than tragic, so it's more of a celebration of their sacrifice than it is a depression conclusion).
In one, the protagonists was rescuing children in a school bus accident, catching the children as the lighter, more nimble women would toss them down to him. When the bus suddenly tumbled, and he managed to stabilize it long enough for everyone else to get out, before it collapsed atop himβleaving just enough time for a dramatic goodbye.
Those stories are quite a challenge to write, yet those are the stories which most challenge me to try new things (i.e. more experimental works).
Yet, generally, it's better to announce either "Part 1 of X books" OR "a single, standalone story", so you set reader expectations early, so they know what to expect. But then, I also preannounce just how many chapters the story is, also to help establish my readers' expectations. As that's less guesswork and more advanced planning.
Which is not always appreciated by most, still comes in handy to readers to properly prepare themselves for what's to come.