This is rather random, but I think the Futurama episode "Jurrasic Park", where Fry finds his old dog fossilised, is far too depressing. On a little reflection, I don't recall The Simpsons ever ending on a sad note; even when it was serious, it was usually handled with warmth. But the ending of said Futurama episode is just painful for me to watch. A sign that it was done well, sure, but the fact that it's so unsettling detracts from this.