Six months after Frank Miller had the psychotic Bullseye kill Elektra in the infamous issue 181 of Daredevil he got to tell a different version of the story in Marvel's What If title. This comic allowed creators to tell stories about key events in normal Marvel continuity and to explore what would have happened if things had turned out differently. And because the stories didn't affect normal continuity the writers could do things that normal comics don't allow. Frank Miller used this opportunity to give us that rarity in comics, an ending.
Matt Murdock, the blind hero Daredevil, loved Elektra the ninja trained assassin and seemed to have succeeded in turning her from the "dark side". Their romance and future together was cut short by the memorably crazy Bullseye, a villain who had troubled Daredevil in the past but who Miller escalated to a whole new level of deranged danger. This story lets Miller finish the romance and sees Daredevil and Elektra walk away from the Marvel universe altogether. It's a moving moment that we don't get to see often enough in comics.
Interestingly Frank Miller returned to Daredevil in 1986 to tell a story called "Born again" which is generally considered one of the best Daredevil tales ever. Perhaps his increasing fame at that point allowed Miller to give DD another ending in issue 233 when it seemed that Murdock had again walked away from super-heroics to be with a woman he loved. Of course it made no difference and in the next issue another writer had him back in his red tights.
The only other example I can think of at the moment is the last issue in Alan Moore's run on Swamp Thing. Issue 64 ended the story of Alec and Abby. It really did and they should have left things there.