Germany is the best example of this, on November 11 1918 the country was starving, restless and the beginning of the German revolution led to Germany's surrender, although the allied armies were still yet to even cross into Germany at that point. In WWII, Germany's surrender came only after six months of the allied armies fighting in and occupying most of Germany itself. Japan's steadfast refusal to surrender short of the atomic bombings and Soviet declaration of war also comes to mind. So why did the countries in WWII not surrender until the absolute very end unlike in WWI?
The main reason is that Germany did NOT surrender in WW1. They agreed to an armistice.
It was a harsh peace, but the reality is that it was something they agreed to. The German Army had to withdraw to its own borders (which were redrawn) and it was limited by treaty to its size (100,000 men) along with many other restrictions relating to allowed equipment. The German Army of WW1 did not have to completely disarm. The fact that the Germans made peace while still controlling a lot of enemy territory helped lead to Hitler's "Stab in the back" theory that the Germans were betrayed by Jews and other undesirables.
In WW2 the Allies declared that they would only accept "Unconditional Surrender" from the Axis. This did not actually hold completely true (they allowed Japan to keep their Emperor, for example).
Unconditional surrender meant that the entire Axis military machine had to disarm and the Allies occupy and administer the country. Needless to say this was far less attractive as a prospect for the Axis than a negotiated peace. Hitler and other leaders knew that this would lead to their imprisonment and probably execution by the victorious Allies so they of course wanted to fight to the end - though some individuals like Himmler made attempts to negotiate peace these were not condoned by Hitler himself - nor did the Allies give any serious thought to accepting them.
Besides this you have to also think about the population's fear of atrocity. The Axis governments played up the idea that the Allies were murderous beasts and that the population would be enslaved or killed by the enemy armies. This helped rally the people to defend their homelands. In the case of the USSR this propaganda had quite a bit of truth to it - the Soviets were very brutal in the final year of the war and were famous for murdering civilians and gang-raping women by the millions.
Many Germans were willing to surrender to the Western Allies but were horrified at the thought of being under Stalin's boot. In the final months of the war German troops were eagerly surrendering to the Western forces in massive numbers while on the Eastern front the battles remained hard-fought. A POW camp in the USA was far preferable to Siberia. German troops already had heard that the Allies treated prisoners kindly and fed them well. Virtually all the prisoners held by the Western Allies were released soon after the war, while those held by the Soviets were sometimes kept until the mid-50s.
All of these factors led to increased resistance by the Axis even though to most observers the war was "already over". Yet, millions more would still die on both sides.