If an MCU fic (mostly Loki-centric, perhaps some others) is complete, powerful/cathartic, and comes to a tragic end, it belongs on this page.
Major Character Death
Fics that end with death. Bear in mind, when it comes to tragedy, these might actually be the more merciful endings.
Silvertongue by Epiphanyx7
Loki is bound and determined to get Thor to hate him enough to finally kill him. This is Loki as his most crafty, for a specific purpose, and desperate that no one figure out what's really going on.
Fate Worse Than Death
Fics that don't end in death -- but where death would have been a mercy.
Body HorrorTo the Depths We Fall by JaggedCliffs (2347 words)
Loki's been sent to Midgard as the portal by which the invasion will arrive. He is disoriented and has trouble convincing people that something bad is about to arrive through him. It's short and doesn't end well.The Heavens will run red with blood by JaggedCliffs (612 words)
Loki is brutally reformed by Death and handed over to a much worse master. His eventual fate is left chillingly vague.
Fics where the tragedy comes not from character death, or fates worse than death, but from mental illness (depression, suicidal ideation, etc.) or from other mental/psychological issues, or just general angsty situations.Pleas to the Stars by JaggedCliffs (10,000+)
No one told Loki that Frigga died, so he just keeps trying to write messages to her, thinking she's mad at him.