It never loses sight of its adolescent target audience, but Avatar: The Last Airbender progresses into a darker and more serialized show across its three seasons. As the series continues on, certain episodes end in stalemates or in outright victory for the show's villains.
Looking across the series' whole run, there are episodes which end in victory for the Fire Nation, ranging from "ray of hope optimism" to "game over man, game over."
10 "The Northern Air Temple" Ends With The Fire Nation Coming Across The Wreckage Of A War Balloon (Which They Later Use To Craft Zeppelins)
After the Gaang find the Northern Air Temple is filled with new inhabitants besieged by the Fire Nation, Sokka and the Mechanist pool their engineering skill to create War Balloons. With this advantage, they successfully drive off the invading Fire Nation troops.
Before the final scene, this episode seems a clear-cut victory for Team Avatar; however, the story ends with Fire Nation soldiers discovering the wreckage of a destroyed war balloon, declaring "This defeat is the gateway to many victories." Sure enough, by Season 3, the Fire Nation has reverse-engineered the technology and has zeppelins under their command.
9 "The Chase" Ends With Iroh Being Injured
"The Chase" features the Gaang being chased relentlessly by Azula, Mai, & Ty Le to the point of exhaustion. The episode homages the sequence in Butch Cassidy And The Sundance Kid where the titular outlaws are tracked without end by a posse led by "Lord Baltimore" and Joe Lefors. Fitting the western theme, the episode climaxes in a deserted town where all the protagonists face off against Azula - after briefly surrendering, she blind-sides Iroh with a blast of fire, knocking him unconscious while she escapes.
Katara's offer to heal Iroh is met with a burst of fire from Zuko. Though the episode ends with Iroh's fate uncertain and Azula bound to return, the Gaang do enjoy the small victory of a good night's sleep.
8 Appa Is Stolen And Leaves The Team Stranded In "The Library"
In "The Library," the Gaang discover a way to defeat the Fire Nation once and for all when they discover a soon-to-come solar eclipse that will deprive Firebenders of their power. They decide to take the information to the Earth King in Ba Sing Se so he can organize an invasion on the day of the eclipse.
Unfortunately, while they're inside, Appa is attacked by a tribe of Sandbenders looking to steal him - Toph has to make the difficult choice to let this transpire so she can continue holding up the titular library while the others escape. Thus, Aang is left without his best friend, and the group is left stranded in the desert with no transportation.
7 The Team Is Forced To Deny Reality In "City Of Walls And Secrets"
The Gaang finally make it to Ba Sing Se in "City Of Walls And Secrets," but their attempts at locating Appa and speaking to the Earth King are both stifled by their guide, Joo-Dee. After infiltrating the royal palace, they learn the true power in Ba Sing Se lies with Long Feng, leader of the city's secret, Earthbending police - the Dai Li.
The king has no knowledge of the war and the Dai Li brainwash anyone who speaks of the conflict to keep it that way. Worse, the Dai Li have Appa, meaning the Gaang are, for the moment, forced to comply with Long Feng's demand they keep their heads down.
6 "Appa's Lost Days" Follows The Time Appa Spent Separated From His Friends
"Appa's Lost Days" chronicles the 40 days that the Sky Bison spent separated from the Gaang and his desperate attempts to find his way back. The episode's ending, showing Appa captured by the Dai Li once arrived in Ba Sing Se, is enough of a downer on its own.
However, there's a rancid cherry on top. During his travels, Appa encounters Suki and the Kyoshi Warriors, the first to show him kindness on his trek. Unfortunately, they're soon after ambushed by Azula & friends; Mai & Ty Lee take down several of the Kyoshi Warriors while Suki and Azula's duel is incomplete before Appa flees. The outcome is thus uncertain, but not looking good for the good guys.
5 "The Earth King" Ends With Fire Nation Agents In The Heart Of The Earth Kingdom
For a brief moment, things finally seem to be going right. The Gaang proves the Dai Li conspiracy to the Earth King, who has Long Feng arrested. The King in turn approves the Eclipse invasion plan, so Katara gets to work strategizing with his generals. Aang and Sokka leave the city, the former to train with a guru who can help him master the Avatar State, the latter to see his father. The Kyoshi Warriors arrive at the city gates, indicating they triumphed against all odds.
Then, everything falls apart: Toph is abducted by Xin Fu & Master Wu, bounty hunters hired by her parents to return her to them. Even imprisoned, Long Feng still has the Dai Li's loyalty. Worst of all, the "Kyoshi Warriors" are actually Azula, Mai, and Ty Lee in disguise - the Fire Nation now has agents in the heart of the Earth Kingdom, ready to derail things.
4 "The Crossroads Of Destiny" Ends With The Members Of The Gaang All At Their Lowest Points
It's hard to overstate just how catastrophic the Book 2 finale is for the heroes. Azula orchestrates a coup with the Dai Li's help, and so the last Earth Kingdom stronghold officially falls to the Fire Nation. Zuko seemed to be moving past his need to gain his father's approval, but when Azula dangles the chance back in front of him, he takes it, rejecting Iroh's plea that he "choose good." When Aang & Katara are cornered by the Fire Nation Royal siblings and the Dai Li, Aang takes a blast of lightning from Azula while in the Avatar State. Iroh is captured while buying time for Katara and Aang to escape, and Katara barely manages to heal Aang.
Though the heroes escape with their lives, almost all of them are at their lowest emotional point; even Zuko already has regrets about his choice by the episode's end. Worse, Azula's conquest means the war is basically over in the Fire Nation's favor - the Gaang are now, at best, a resistance movement.
3 In "The Puppetmaster" Katara Is Forced To Learn Bloodbending
In "The Puppetmaster," Katara finds herself a second Waterbending master when the Gaang meets Hama, a former captive Waterbender of the Fire Nation now living in hiding. Hama unveils advanced Waterbending techniques to her new pupil, such as pulling water from the air and from plant matter.
Once the moon rises, Hama reveals both her malevolent nature and the full extent of her power; bloodbending, control of the human body through the fluids within. To overcome Hama, Katara has to learn this perversion of her own bending style, and so while Hama ends the episode imprisoned, she gets what she really wanted: another bloodbender.
2 The Invasion Fails In "The Day Of Black Sun"
The lead-up to the eclipse invasion takes up a third of the series (the latter half of Book 2, the former half of Book 3). Though they lack the Earth King's armies and the Fire Nation knows about the eclipse thanks to the king's loose lips, the heroes decide they can't pass the opportunity up. Predictably, the invasion fails - the Fire Nation's superior weaponry prevails, and Azula keeps Aang, Sokka, and Toph busy, preventing them from finding the Fire Lord before the eclipse ends.
There are only two real bright spots in the ending. The Gaang and other minors of the invasion force escape on Appa, while Zuko finally turns against his father and leaves the Fire Nation to join the Gaang as Aang's Firebending master.
1 In "The Ember Island Players" The Gaang Is Forced To Confront The Fear That They Will Lose To The Fire Nation
"The Ember Island Players," the penultimate episode of the series, is one of the lightest and funniest in the series. In it, the Gaang attend a showing of "The Boy In The Iceberg," a less than accurate play chronicling their adventures. The episode is delightfully self-referential, both about the show itself and its fandom, until the ending.
In the play's version of the ending, the Gaang are killed and the Fire Nation stands unopposed in their dominion of the world. The characters can only look on in horror, confronted directly by the worst-case scenario they had clearly been trying not to consider.