Dystopian stories where nothing gets better. Be it personally dystopian or societal, both are pretty terrible. I like the idea of overcoming odd and am usually empathetic to characters. However, the idea that they just get tortured more and more is pretty disturbing. Often, I read on, in the hope that it gets better, but there are often those where it's not intended to get better. Yet often you can't tell if you're reading some kind of torture porn, because that's up to the end. And it scars me every time a little if I fall into the trap of one like this.
(Example, I once read a comic about a magical dollhouse. It made everything that the girl played happen for real to the family. She somewhat innocently designed some good events for herself. Then, her jealous little sister steals it (little brat), and decides to torment her on and on and on, while nobody believes or helps her. In the end she begs her to stop, and it gets shortly better. Then some minor good event happens that draws again attention on the first sister, and the brat kills her. That in a way that the girl knows what's going to happen. No morale, no reason, no chance to do something). There was just no point why she had to die. And I got no idea what it was supposed to teach you. That the girl should have killed her little sister, before she could again pull the dollhouse out? Seems so. This suffering just for suffering really hurt me to read.)