I recently watched HBO’s The Time Travelers Wife full well knowing there was only one season. I think I mostly regret it. I loved the show, and knowing there won’t be any more to watch has bummed me out for the past week. I can’t remember feeling this way about any other show - it sucks.
I watched Firefly knowing that it was cancelled. And I didn’t know about Serenity. But then I got to discover that and get something close enough to closure.