As my taste in TV on DVD developed (since I don't watch cable or broadcast), I found that the shows I gravitated towards tended to have very limited runs, most likely because my AS mind is fascinated by plot twists and developments that would put off most NTs, who govern the ratings. That's my theory, anyhow. A random list of goodies that ran for a limited time, and may or may not have resolved themselves, but which I love nonetheless:
Daybreak (mystery fantasy with main character waking up repeatedly on the same day, only to have events play out a bit differently, with each day adding a piece to a larger puzzle)
Invasion(aliens land in Florida, disguised by a hurricane, resulting in mental transformation of the townsfolk)
Jericho(much of US nuked by mysterious conspirators, survivors carry on)
The Event (convoluted plot involving aliens, ancient astronauts, etc)
Flashforward(for a couple of minutes, time on earth stands still, during which people have visions, which end up being part of their futures once time snaps back to normal)
American Gothic (compelling but strange drama involving one town's experience with a Lucifer-like citizen)
The River(Supernatural happenings about a boat in the Amazon)
Nowhere Man(Bruce Greenwood plays a man with some odd mind games imposed on him)
Dark Skies (interesting narrative based on the idea that American history was influenced by an alien presence)
Life on Mars (American version of a British show, in which a detective from 2010 is hit by a car and wakes up in 1973)