When I was in school, I loved a trick ending, one that implied there was more to come. I have no idea where this came from, why I was so set on it, but my horror stories always had a twist at the end. Horror was pretty much all I wrote back then; it wasn't until the last few years that I really got into fantasy.
I got married straight out of high school (going on 15 years now, so I've just dated myself). This meant, for us at least, that we couldn't afford college. In the interim, though, I found something called Longridge Writer's Group, where they placed the aspiring author with a published author and provided coursework to teach you how to write to get published.
The point in all that is that the author I was working with did not find my twist endings as clever as I did. She told me people don't like trick endings. People want positive endings. I scoffed, because I loved a good twist at that time. However, these days I get angry when there's a trick ending unless it's truly clever. I hate when they kill off the protagonist. Have you seen a Nicholas Cage movie in the last decade where he didn't die? It makes me angry every...damn...time. I feel like it's a waste of time. Those movies where some natural disaster comes along or someone gets left behind and they don't survive at the end kill me. Why did I sit there watching them struggle for their lives this whole time just for them to die unsaved at the end? Argh!
Having said all that, I still get that little itch sometimes, but I try to beat it down. Viciously. I don't think I ever flat-out killed a protagonist, though. Maybe just implied a not-so-pleasant ending? The only one I can think of involved my female protagonist being stuck in a sort of limbo, which isn't actually dead, if you want to get nit-picky.
Now that I've been on the other side of the coin several times over, though, I understand what she was trying to say. So why didn't someone tell all those film makers and writers who keep doing it? My husband and I term those books/movies "Perfect Storm" movies. If you've seen it, I imagine you know why. If one of us sees a movie first, we'll warn the other person if it's a "Perfect Storm" movie and not worth seeing.
What do you think of twists at the endings of stories? Do you write them?