Jin-Soo Kwon - Lost
Sun was able to leave the island, but Jin was not. Back on the mainland, she gave birth to their daughter. She gave him up for dead, but then came the opportunity to go back and rescue him. Unfortunately, neither of them made it off the island because they died together in a sinking submarine.
Keith Scott - One Tree Hill
After years of unrequited love and bad timing, Keith and Karen finally got together. Dan, of course, had to ruin their happiness. He shot his brother in cold blood. Shortly thereafter, Karen found out she was pregnant.
Stephen Craig - St. Elsewhere
Dr. Mark Craig's son, Stephen, had been struggling with substance abuse for a long time. He was under the influence when he got into a car accident with his pregnant wife riding shotgun. Mark witnessed his son's autopsy, but Stephen's wife and daughter lived.
Michael Gregson - Downton Abbey
Michael loved Edith but couldn't marry her until he divorced his wife, which British law wouldn't permit but Germany would. He left and then completely disappeared. An agonizingly long time later, Edith found out he had been murdered -- devastating her and denying their daughter, Marigold, the chance to know her father.
Henry Blake - M*A*S*H
Radar announcing Henry Blake's plane was shot down over the Sea of Japan, and there were no survivor's will forever be remembered as one TV's most shocking moments. It gets sadder if you remember an earlier M*A*S*H episode where Henry was despairing over not being present for the birth of his son.
Jason Blossom - Riverdale
Jason seemed to adhere to every negative rich boy stereotype, but, surprisingly, when Polly Cooper said she was pregnant, he was all in. He planned on running away with his blossoming family to a cult (cause it's Riverdale). Unfortunately, his dad found out and murdered him first.