That is a really depressing title. It's something we've all often thought about of our own world. Maybe just of the worlds we create if we are creators of fiction. We throw massive obstacles in the way of our characters to advance the story, sure, but sometimes just to make them suffer. I am a malevolent writer-god and I know it. Am proud of it.
It may surprise many when I say that I only recently (this year) have started watching - and am some ways through - cult classics Veronica Mars and Battlestar Galactica (2004 version). I was late to these two parties, but I am drunk and having a blast, screaming at the top of my lungs.
I didn't think much of the idea of Veronica Mars when I was in high school - it seemed like a show a boy shouldn't watch and I was embarrassed by what others thought of me. High school was pretty easy for me most of the time, but I was just as susceptible to my peers' opinions of me as the next emotionally unbalanced teen.
Having left the profound dumbness of all that behind, I dove headlong into Veronica Mars and am loving the ride. I've just started season 3 and love it still but it's confirmed something I felt from the start with this show. Nothing can ever go right and no one can be happy. This is never more true than the continuing story of Eli "Weevil" Navarro. Just goddamn. Lift up, crash down.
Season 2 was incredibly dour if but also exceedingly well-written, with a final episode that really punches you right in the gut. It just plays for keeps this show.
I get the same feeling when I watch Battlestar. This show doesn't fuck around. The reason I wanted to start watching it was actually because of the strategic board game - which is amazing and I highly recommend. At the end of every person's turn you must take a "Crisis card" wherein something impossibly awful happens to the crew or the ships - keeping in mind that up to at least 3 of the players can be Cylons.You keep through these 'missions', jumping in Faster Than Light (FTL) until you finally reach New Caprica (8 jumps).
When I started watching the show, I realized how accurate this was a representation of the life of those unfortunate enough to exist in the show's universe. Nothing good can ever happen. No one can be happy. You get a brief reprieve when something minutely good happens - someone didn't die! something got fixed! people are drinking and laughing! - before the show just gut-punches you again.
Again, this show is exceptionally well-written and cast and I can't recommend it highly enough. It will certainly keep you guessing. I'm in the middle of season 3 and I left myself at a massive cliff-hanger and I just want to skip work, go home and find out what happens!
It was just interesting for me to notice that a lot of the shows I absolutely adore contain - more often than not - awful things happening to good people and the seeming endlessness of their suffering. This applies to Game of Thrones too, though it has significantly more victories in it - and if you watch the show, you know that that's saying something.