When I watch a show that does have a depressing end, I daydream up an alternative ending that I like better where the characters don't die or don't make the bad choices or whatever the particular situation is. If I had a crush on the character and/or the character had one or more major traits that I related to (a skill, a special interest, a personality trait, or even a symptom) then I can turn imagining better happy outcomes with entirely different story plots that just borrow sections from the beginning of the story into a bit of a special interest obsession for weeks or even months.
I have found some I really liked too though. I especially like to read the ones that incorporate the reader into the story AND have a better outcome. I don't watch anime. I like for shows to have actual humans playing the parts so that it fits right into what I see in reality better.
