It's a classic, but Villette by Charlotte Brontë. (possible spoilers!)
It introduces a much, much more complex and interesting character than Jane Eyre and explores sexual repression, loneliness, feelings of negativity in a refreshingly non-judgemental way. The love interest is introduced, she starts to go up in the world, things are looking up.
And then it all goes wrong. Well, two things go wrong. If you've read the book you'll probably know the two 'twists' that I mean. I could live with the first one if the novel was going to turn into a tragic, all too real story about the nature of falling in love. But then the second just has me seething, and I want to shake Lucy by the shoulders and screech "WHY??".
In fact, as soon as it that novel was going to end with Lucy still in this position, I put it down and have never finished it. I was told by somebody to read the final page, and that is just another giant WTF moment.
I never liked Jane Eyre to begin with, but Villette was the final nail in the Charlotte Brontë coffin for me. 