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The first thing that comes to mind when I think about this is Brandon Sanderson's Mistborn series. In the first book, our protagonists are working to bring down the empire of the Lord Ruler, an im...
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/46148 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
The first thing that comes to mind when I think about this is Brandon Sanderson's _Mistborn_ series. In the first book, our protagonists are working to bring down the empire of the Lord Ruler, an immortal God-King tyrant that has oppressed the world for a thousand years. They end up succeeding. (Hopefully it's not too much of a spoiler to say that in an epic fantasy story, the good guys win.) Then we get into the rest of the series, which picks up where the first book left off. The immortal God-King is now dead, the empire left without the only ruler anyone alive today has ever known. _Now what?_ Our heroes need to pick up the pieces and figure out some way to deal with the ensuing power vacuum before some other tyrant ends up taking over and making everything worse. Oh, and as if that's not enough, it turns out the Lord Ruler had some hand in preserving the integrity of the world, and with him gone, The End is now coming. Oops. In the middle of the third book, as our protagonists are in way over their heads desperately trying to deal with all of this, they run into someone who controls a vital MacGuffin that could help them. He's a former priest of the Lord Ruler's religion, though, and he refuses to help, as he devoutly believes that the Lord Ruler is not dead; he's just off hiding somewhere, testing their faith, and will return to save them in the appropriate moment. And when the reader sees this, it's cause for massive facepalms, as this guy is obviously deluded. If you want to make it clear to the reader that the Dark Evil God is truly dead and not coming back, that could be a good example to emulate. Have people who 1) worship him, 2) believe that he's not truly dead, that he is coming back and and will reward them for their faithfulness, 3) are clearly nuts and 4) allow their delusions to distract them from things that are actually important and urgent in the reality they're living in, to the detriment of themselves and those around them.