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I've only read the first two, but... isn't there a whole set of books called A Series of Unfortunate Events? Which make a point of saying they don't have happy endings?
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#4: Attribution notice removed
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#3: Attribution notice added
Source: https://writers.stackexchange.com/a/3966 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/