* John Mitchell (Being Human): In series 3 Mitchell is given a prophecy by the ghost of one of his victims that he will be killed by a werewolf, which terrifies him as not only is his best friend a werewolf but they encounter two more who hunt vampires. In trying to find a way to prevent his death however he does many bad things and ruins his friendship with George, while Annie discovers that the ghost made it up just to torture him and hopefully get Mitchell killed. In the end Mitchell asks George to kill him, having realised that he will inevitably kill again and wanting George to stop him.
* Merlin (Merlin): A lot of stuff that happens in the show, specifically with Morgana and Mordred turning evil, comes from Merlin's fear of prophecies and his actions put them on the path to becoming villains. With Mordred especially he was afraid of causing anything that will lead to his vision of Mordred killing Arthur, but his actions contributed to Mordred hating Arthur.
* Oedipus and Laius (Greek Mythology): Laius gets told that if he has a son he will murder him and marry his wife, so when Oedipus was born he arranged for a shepherd to leave him to die. However the shepherd took pity on him and gave him to Polybus and Merope who raised him, and when Oedipus learned of the prophecy he left because he thought they were his parents. He then ran into Laius on the road and, not knowing who he was, killed him after the two got into a fight and later married Jocasta after solving the Sphinx's riddle. Needless to say, neither Oedipus or Jocasta were happy when the discovered the truth.
* Sahjhan (Angel): Sahjhan is a time travelling demon who learned of a prophecy that Angel's son Connor would one day kill him, and started manipulating things and changing what was written in the prophecy to try and have Connor killed. However everything he did just led to Connor living and being trained to be able to kill Sahjhan, and if he had done nothing then he would have been fine.

Self-Fulfilling Prophecy