If you want to look at “end” examples, I suggest doing a bit of research on Alternate Reality Games (ARGs) many of which come to a [publicized] end.

See:
* ARG White Paper http://www.igda.org/arg/whitepaper.html
* ARGnet http://www.argn.com/
* and read up on Bryan Alexander’s blog http://infocult.typepad.com/

I am less interested in trying to validate this as a “literary form” and more interested in attempts to create new modes of telling stories- not all will succeed, but w/o experiments we live in the status quo.