This term itself is not so old yet though we have had this kind of thing so much by now…I think you can come up some examples on the spot when you learn the meaning of this word.
夢(yume) means a dream, and オチ(ochi) means an ending or a conclusion. So, this term means a way to conclude the story by telling the whole thing in the episode is just a dream. From the beginning to the last, a story lasts…and finally in the last episode, at the very last moment, all of a sudden we are told the whole thing we are shown is just a dream. And the story ends. This is, what’s called, 夢オチ.
As far as I know, I saw this kind of ending with Alice(Disney), High-school Kimengumi(ハイスクール 奇面組). So would there be anything else which used this 夢オチ? As I have said, this 夢オチ is very typical(and simple) way to conclude a story, so most people don’t get satisfied with this. Yes, actually this term includes a negative nuance so badly.