I agree with this whole-heartedly. The best example off the top of my head is when watching, say, Buffy the Vampire Slayer (Joss Whedon has a tendency to rip out your still-beating heart, and a fetish for ruining so-perfect-they're-exhilarating relationships in manners so twisted they wouldn't occur to most healthy individuals in a lifetime.

That said, in spite of all the heartwrenching break-ups and deaths, there's this vibe of hope, that in spite of the pain the story is really about the coping with the pain, and the support, and the growing up and moving on and - oh yeah, slaying horribly evil things in the meantime.

(The one time they really go for the gold, Newberry-style, is when Buffy's mother is diagnosed with a brain tumor in the fifth season, and how it plays on from this point out. It was depressing enough the first time; now dealing with my own mother being recently diagnosed with cancer, I can probably never watch that entire part of the series again.)