Might be unpopular choices but.. Lost and The West Wing
Lost felt like a really long journey that lasted forever (as you see them in so many different times it made you think it lasted a lifetime), and when it was over there was emptiness.. maybe I need to get out more !
Cry cry cry !! :(
Edit: someone said Alias.. good call. Great underrated TV show that flew under the radar. J.J Abrams the daddy.