Before Twin Peaks was a pop culture phenomenon, the network was scared it might be a dud. So they made David Lynch shoot an alternate ending to the pilot that wrapped up the whole mystery. This ending isn't canon, but a lot of the footage wound up being used later on in the series, as part of a dream sequence that established the elaborate mythology of the show.
After Twin Peaks was a pop culture phenomenon, everyone wanted to know who killed Laura Palmer. So when the time came to reveal the killer, David Lynch shot at least one other version of the scene to prevent the real identity of the killer from leaking to the press. In the alternate version, Ben Horne - one of the show's most obvious red herrings - was the murderer.
One of the most talked about television events of the 1990s was the season six finale of The Simpsons, which set up the mystery of "Who Shot Mr. Burns?". The shooter was revealed to be Maggie Simpson, but an alternate ending was produced in which it was Mr. Burns' assistant Smithers instead (his punishment: a pay cut). Also, multiple fake-out shots were animated with various other Simpsons characters pulling the trigger.
The controversial series finale of the hit sitcom Seinfeld found the protagonists accused of "criminal indifference", and going to jail for - basically - being selfish jerks. An alternate ending was filmed in which they were found not guilty, but let's be honest: they deserved what they got.
The WB drama Everwood earned a faithful legion of fans over its four seasons, and they were probably quite satisfied when - in the series finale - Ephram and Amy reunited for a happy ending. But there was a chance that Everwood might come back for another season, so the producers also filmed a version where the reunion never happened because of interference from Eprham's ex, Madison. (CURSE YOU, MADISON!)
One of the biggest moments in the history of the hit action series 24 was when, at the end of season one, Jack's former lover Nina was revealed to be a traitor, and killed his wife, Teri. To keep audiences from finding out about the dramatic twist, three endings were filmed, and in two of them Teri lived.
The long-running mystery series Pretty Little Liars found a group of girls who are stalked by a person or persons called "A", after the disappearance and murder of one of their friends. In the third season finale we found out who one of the culprits really is, and it was freakin' Toby all along. (Knew it.) But an alternate ending was shot where the "A" was revealed to be Caleb, and another one was also filmed where it was Paige.
In the season four finale of the hit genre-bending series Lost, one of the characters was revealed to have died at some point in the future. In another fake-out to fool the press and the gossiping fans, the showrunners filmed three versions, one where the corpse was Locke, one where it was Sawyer, and one where it Desmond. A real twist would have been if it was Jack looking at his OWN dead body, but anyway, we all know which direction they really went.
The long-running animated series Total Drama Island is based on reality tv competitions like Survivor, so every season ends with one of the characters winning the competition. Two different endings are filmed each time, and various countries wind up with different versions. Unlike most other alternate endings, these not only saw the light of the day, but could arguably be considered canon (depending on where you live).
Will Carrie finally marry Big? Well, yes, but the series finale of Sex and the City was a pretty big deal so three endings were shot, just in case of shenanigans. There's one where Carrie marries the Petrovsky instead, one where she breaks up with everyone, and another where Carrie and Big don't get married but stay together anyway.
One of the most dissatisfying series finales in history almost had a superior conclusion. In addition to the canonical version where "your mother" is met, and then promptly freakin' dies, another ending was filmed where she doesn't die. There, isn't that less of a jerk thing to do?