You might like Blame!, though the characters don't seem to be in despair, the Universe is so sad and fucked up, that everybody just got used to it, doesn't mean you don't get that feeling from reading it.
After looking it up, it doesn't sound like it fits this particular request, but it is definitely something I'll read. I love dystopian series.
Iriya no Sora
H2O (if you ignore the last episode)
H2O is another series I downloaded years ago and never watched. I'll be sure to not watch the last episode. Iriya no Sora doesn't sound like it fits, but it's short, so I'll give it a try.
So, I just finished Uzumaki, which was beyond twisted (no pun intended). At first I didn't think it fit what I was looking for, but the further the manga progressed, the more and more it fit... and then that ending! Excellent. Finally a non-happy ending.