C.S. Lewis, The Last Battle, the final installment in the Narnia series: The end of Narnia. I didn't find it particularly depressing, nor did evil triumph. It does address themes of Ascension, Judgment, and the end of the world, but in a subtle, symbolic way; when the oldest Pevensie children, who have been told they're too old to return to Narnia, suddenly find themselves wisked off a train in our world and transported to that magical place, the young reader does not necessarily realize there's been a train crash and the children killed...
Of all the adventures in all the Narnia books, I found the following event the most meaningful: An honest man who has done good deeds his whole life, but worshiped Tash, (a “false god”) is rewarded in the afterlife, while a hypocritically pious follower of Aslan who has done evil things in His name is suitably punished.
I am grateful to C.S. Lewis for this interpretation; it fits in well with the questions a kid asks of Christian elders about whether someone who has not been exposed to the teachings of Jesus can still make it to heaven-—and is a much more satisfactory answer, by the way, than the ones being given by most people teaching Sunday school.