Check out this inventory of “24 accidental TV finales that worked as series-enders.” One thing this reminds me is just how few real, planned-out finales there are, in the grand scheme of things: even after the concept of the series finale caught on (and, despite The Fugitive, it didn’t really catch on for non-limited-run series until the late ’70s), most shows cannot do full-fledged finales because most shows are still trying to continue when they get canceled, and most of the ones that get canceled don’t know for sure when they make their last episode.
There’s some reason to think that it doesn’t really hurt a show in the long run if it doesn’t have a finale – in fact, some shows were discouraged from making finales because of the fear that a finale hurts a show’s chances in syndication. (A show without a finale can sort of keep going in perpetual motion, which is the purpose of syndication; Gilligan’s Island might have lost some viewers in reruns if they’d ever run an episode where they get off the island. The fact that it was open-ended meant that the 80-something episodes could be run again and again without it being very noticeable; same with Star Trek, and Married With Children, and the many still-running shows in syndication, like The Simpsons.) But as always, what works in reruns is extremely frustrating in first-run. Apart from shows that are canceled in the middle of an actual ongoing storyline, even shows that don’t require a finale can leave you frustrated if they end without one.
One way to deal with this, if the final episode is no good as a finale, is to look for an earlier episode that can sort of serve as a summing-up of the series. The Simpsons may never have a finale, or if it does it might be an unplanned one. (To do a finale when the shows are made so many months in advance, the producers would either have to decide in advance that this will be the last production cycle, or Fox would have to spring for an extra episode after the cycle is over. Both are possible with a show as successful as The Simpsons, but it’s entirely possible that they might someday wind up having to tack a finale-style scene onto an existing episode, as King of the Hill did.) But fans already argue that the movie sort of serves as a finale, or that “Behind the Laughter,” the big meta-episode, is the logical end-point. To take another James L. Brooks show, the last produced episode of Taxi doesn’t really work as a finale (it’s the one where Jim gives everybody $1000 to teach them the joys of charity), but the last episode produced for the third season, “On the Job,” basically does seem like a finale: the cabbies all go out and get other jobs, mostly lose or hate them, and admit that they are meant to be cab drivers because “we stink at everything else.”
I think if we can find an episode that works thematically as a finale, it doesn’t always matter if there’s a big finale where big changes happen in the characters’ lives; Everybody Loves Raymond was one of the few shows that did a full-fledged finale that was almost purely thematic, and it worked.