I had a few books woefully mismarketed from time to time. Especially the Czech translations of the Merchant Princes. They put such a genre-specific cover on book 1 that it was misfiled under romance just about everywhere, according to my Czech readers. Which was probably a mistake, because the main protagonist's love interest is machine-gunned to death in front of her at the end of book 2. Oops.

No, you probably don't want to kill off your protagonists. Breaks the author/reader contract rather badly, doesn't it.