The series has aired for four years on the A&E channel in the US. In Australia it screens on Foxtel.

The cancellation is a cruel blow to fans of the show and it leaves the show, and its main character, caught in a dramatic cliffhanger.

The fourth season finale saw police detective Jim Longworth (Matt Passmore) shot down on his wedding day.

According to the A&E channel, there will be no resolution to the story.

The cancellation isn't a big surprise - the series had been performing softly for some time.

But in final cruel footnote, the dramatic finale saw its post highest audience in the US (3.41 million viewers) since its 2010 premiere (3.55 million).

The series was Passmore's break in the US, establishing him as a TV leading man. His Australian credits include McLeod's Daughters and Underbelly: A Tale of Two Cities.

It is not the first time a major television program has finished without resolving its storylines.

Back in 1991, Twin Peaks ended with Agent Cooper (Kyle MacLachlan) possessed by the demonic spirit Bob, the same spirit which had been instrumental in the death of the show's central character, Laura Palmer.

And in 1989, Dynasty ended with billionaire Blake Carrington shot down by corrupt police on the staircase of the family mansion. Dynasty, in an unusual move, got a chance to resolve some of its storylines in a reunion miniseries several years later.

Not all TV series have such unhappy endings. Some, like Desperate Housewives and Lost, were given more than a year to plan for their final episode.

Contemporary cable dramas, such as Dexter and Breaking Bad, build a roadmap towards their final episodes with painstaking detail.

And the iconic Australian TV series Number 96 was given permission to break the fourth wall when it wrapped in 1981. The cast gathered in the show's studio and thanked the audience for their loyalty and support.

It isn't all bad news for Australians in Hollywood, however.

A&E's other series, Longmire, which stars Australian actor Robert Taylor, won a last-minute renewal for a third season.

Longmire plays Sheriff Walt Longmire in the series, which is based on the book by Craig Johnson.