Deadwood (spoilers for season one)
What the hell!?!?! How could they kill off Wild Bill after five freaking episodes!?! I mean it's cool that they'd do that, but god damn it... I really liked that old bastard.
It wouldn't be so bad, except that I just finished watching season two of Dexter and was counting on Deadwood to fill the gigantic Keith Carradine-shaped hole in my life.