These are some, there are tons more I can't think of at the moment...
Destined To Rebel 1986 (the entire cast is killed off, and so is the Sit family so sad...)
The Last Conquest 1994 (although this is true to history too but it was dumb to me she could of played dead instead, also the whole cast pretty much died here too)
The Other Side of the Horizon 1983 (getting killed so easily because of disillusion, so dumb)
The Sword Stained With Royal Blood 1985 (in the novel they have a happy ending together, why change it here I wonder?)
The Return of Luk Siu Fung 1986 (didn't get together with Jing Jing, Beef Soup probably died such a tragic character too, Xue Bing is most likely also dead).
Twilight of a Nation 1988 (everyone is dead, there is no Nation the Qing forces have took over sad but true to history)
The Sword of Conquest 1991 (okay so Kathy learns some powerful martial arts at the last 15 minutes of the film to kill the bad guy but it also kills her in the process, throughout the whole film she doesn't even know martial arts, can she really master this skill in 15 minutes?)
Kwoong Loong 1988 (other than Sek Sau, everyone here dies, also I know Rebecca was an assassion but getting kicked to death is pretty vicious especially being a girl, I really don't think there are any leading character here either)
Dragon Strikes 1979 ATV (sad, dumb ending for such a long movie)
Breakout From Oppression 1986 ATV (sad, dumb ending where the good guys lose and there really is no ending)
The Conspiracy 1987 ATV (dumbest ending ever, the entire family is wiped out pretty much and the bad guys win)
Return of the Undercover Agents 1985 (why do all the girls have to die? There are so few of them to even start with.)