Answer:
depends if your the baddy or not. I cannot think of any fairy tales where the main characters have had a bad ending. It's probably due to the fact that fairy tales are aimed at young children and if it had a bad ending then it might distress them.
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Actually, there are several fairy tales that have bad endings. The Gingerbread Man is one, and most versions of Chicken Little. If you go with the Grimm version, there are even more. Although many stories have been changed to be more positive, many of the original tales were told as cautionary tales, to warn them about bad things that could happen.