They died having achieved their goals, however; Faith freed Kathleen's character Aden from Constance's control, allowing him to seal the gateway through which the demons could be summoned and then, finally, take the head of the witch who'd made him INTO the key to that gateway and brainwashed him into being her servant. The Slayer and the Dark Slayer -- who had originally been a weapon sent to destroy Gabrielle, who instead became her friend and ally -- slaughtered virtually all the demons who had come through, and Gabrielle deprived Constance of the head of the Headless Horseman, removing her control of the indestructible spirit of vengeance and eventually freeing the damned soul.
Urielle -- created of dark magic, born from the depths of accursed Kurchewald -- for a time fought alone against the witch and her bodyguard of 5 powerful demons, and took down most of them herself. In the end, she died fighting to protect things she loved, and for that was admitted to the afterlife as a heroine, having purified darkness with her own will.
It was a hell of a good campaign; it started in May 2005, and covered about 1.5 years of game time. It's not actually over, but will continue after I've figured out who I'm going to play next; we will probably advance the timeframe from ~1806 to 1880 or so. The other PCs are all Immortals (from Highlander), so changing the timeframe doesn't force a change in characters.