You already have plenty of examples in other answers.
Though no one mentioned the one closest to home: Neanderthals.
But didn’t they evolve into us modern Sapiens?
No. They were one of the many evolutionary branches that ended up drying. They competed with us (Sapiens) and lost.
Sapiens originated in the warm savanna of Africa, therefore it was not specifically adapted to the cold Northern Europe and Asia. When early (before Sapiens, probably Heidelbergensis) humans marched up North, evolution developed a “cold weather version”, Neanderthals.

Shorter and stockier, meaning a higher volume to surface ratio, they were better protected from the cold than the lankier Sapiens. (Our couch potato shapes are a modern development). Note they evolved during the last Ice Age.
However, living in the cold meant their population never exploded, remaining relatively small and vulnerable to inbreeding. It also meant they were isolated in pockets of people unable or unwilling to trade with each other, making them vulnerable to food scarcity.
Finally, the dense forests and mountains precluded them from long range exploration. Brains weren’t the problem: they were very similar to ours.
When Sapiens walked in, helped by a gradual increase in temperature, they (we) brought higher birth rates, a penchant for exploration and building trade with distant groups, and a cute new technology: sewing, using fish bones as needles, which allowed them to manufacture heavy, fully enclosed garments to compensate for their warm weather bodies.
It’s also likely they brought diseases Neanderthals had no defense against (the cold was less hospitable to bacteria so they had few serious diseases). Higher temperatures also meant the Ice Age prey Neanderthals lived on became scarce or extinct.
While interbreeding allowed part of the Neanderthal DNA to survive in us, the species as an independent creature went extinct about 40,000 years ago, driven by competition with a less specialized, more flexible variety: ours.
One of my favorite examples is the much maligned dodo bird, a bird whose name means fool or simpleton from the Portuguese word doudo. They didn’t fly. They didn’t build nests, they just laid their eggs on the ground. They walked right up to the sailors who landed on their shore and were promptly driven to extinction.
Dodos originally evolved from flying pigeons that landed on the island of Mauritius. Why did evolution select for large, flightless animals with no defense mechanisms to speak of?

It’s simple, they had no predators. There was an abundance of food during the wet season, and so packing on fat was a great strategy to survive the dry season. And if this meant they were too heavy to fly, that didn’t matter because there was nothing they needed to fly away from. They didn’t waste energy on non-existent threats.
They were supremely well adapted to life on Mauritius, before sailors arrived with rats and dogs. And then they had no chance.
If evolution could have looked ahead and considered potential dangers, the Dodo might not be extinct. But that’s not how it works.
If you are looking for exammple of living species that are in an evolutionary dead end, so to speak, consider troglobites: those cave-dwelling species that can no longer survive outside.

This salamander is blind and no longer has protective skin colouration. The same is true of other troglobites.

These fish are also blind and colourless.
Perhaps not a dead end, but certainly a cul-de-sac. It happens because they are so well-adapted to living where they live that they could not survive anywhere else.