Suddenly glad I only watched the first season of Deadwood. I liked it a lot, but I hate-hate-hate bad endings. My love for Evangelion was destroyed by the way they wrapped the series, and was not redeemed by the movies.
Carnivale's creator said that he planned several "books" and only managed to get through the very first bit. I think at the time, with The Sopranos having been given so much leash, most HBO series started off thinking they'd have plenty of time. It would be neat to see it handled as a series of novels, if they're never going to do a series or wrap-up movie.