I found that there are only two shows ever that were actually pulled off the air while their first episode was still running. One ran in Australia in 1992, and was called "Australia's Naughtiest Home Videos." The other was a 1969 American show called "Turn-On."
Here's some info on these:
More recently, that show "Quarterlife" on NBC that aired a year ago or so was canceled after the first episode. I actually watched that, it was pretty bad. Probably there are a decent amount of shows in that situation.