The Cold Equations, by Tom Godwin, is one of the best stories about this. A real classic. 'I didn't do anything to die for - I didn't do anything'.
Yes, but very depressing. A lot of Ray Bradbury short stories are like that too... verging almost into horror. I remember one of his (but not the title unfortunately) about a group of astronauts stranded in space after their rocket has been destroyed, communicating on their suit radios, wondering if they'll die from lack of air first, or burn up on re-entry... brrrr.
(No, they weren't rescued.)