Are there any other "negative" achievements in TF2 besides Consolation Prize?

If you see it as a "negative" achievement, you're looking at it the wrong way.

Every class update since the first three has focused on making a mixture of luck, grind, teamplay, "gimme", and skill-based achievements.

For instance, let's consider the sniper.

Luck - These are the kinds of achievements that require opponents to work with you (either wittingly or unwittingly) to be successfully achieved. Consider "William Tell Overkill". While the criteria: "Pin a heavy to the wall with a headshot" is simple, it's not the kind of situation that occurs with any great regularity. These luck-based achievements are among the hardest and most frustrating to achieve in normal gameplay. "Shoot the Breeze" (Kill a cloaked spy with a single shot) also qualifies.

Grind - These achievements are ones that everyone will get, as long as you continue to play the class. Most classes have only one or two of these. The sniper's is "Kill Everyone you Meet" (1000 kills)

Teamplay - These are the achievements that attempt to encourage good teamplay, by giving players focus and a gentle reminder that TF2 has no "Deathmatch" mode (Arena doesn't quite count, but I digress). Both "Number one Assistant" (get 5 assists with Jarate) and "Friendship is Golden" (Extinguish a burning teammate with your Jarate. Also, Eww.) count because they are awarded to those Snipers who work with their teams. This type of achievement seeks to encourage good behavior, or bring awareness to an often underutilized skill.

"Gimme" - These are the achievements that are so mindbogglingly easy to get, everyone and their mother has it, even if their mother doesn't play TF2. "Socket to him" (Headshot a demoman) is the prototype for this category.

Finally, we have Skill-Based - these are the achievements that are actually noteworthy. Not only do you have to play the class, you have to play the class well. "Not a Crazed Gunman, Dad" is easily one of the hardest skill-based Sniper Achievements (Top the scoreboard 10 times in 12 person+ matches), but this also contains "lighter" skill-based achievements such as "Be Efficient" (kill 3 enemies in a row without missing) or even easier, "Australian Rules" (dominate an enemy sniper).

Okay, that's great, but what does this have to do with Consolation Prize? The reason the first three classes (Medic, Pyro, Heavy) have (generally) harder achievements, is because Valve changed its design philosophy on what the achievements meant. Valve realized that many players couldn't care less about the achievements themselves, they just wanted to play with the new weapons (and, little bit of TF2 History for you, the much beloved Uebersaw formally required you to earn all of the medic achievements, even the crazy ones like kill 20 enemies with a heavy without dying [It's since been reduced in half]) and they wanted them as fast as possible.

So starting with the Scout Update, Valve lowered the achievement threshold for the extra items. The goal was that anyone who played the class enough could get the weapons -- this means the W+M1 pyros as well as the Axtinguishing air-blast lumberjacks. The reason these five categories of achievements came to be was so that you didn't need to be both skillful and lucky, you could simply be skillful and grindy. Or lucky and grindy, or any of the other 178 (assuming my math's right) combinations.

TL:DR

All that said, the bottom line is that Consolation Prize belongs to the "Grind" category, and therefore is not meant to be a "negative" achievement, but an achievement commemorating your dedication to playing the Sniper Class for however long it took for 50 knives to find your back.

While strictly not negative, there are some that could imply you aren't playing your best or are playing the wrong class:

Nemesis - Get five revenge kills. - Means that you've had five people dominating you. However, this doesn't mean all at once, so it's not that negative.

Engineer - Death Metal - Pick up 10,000 waste metal from pieces of destroyed buildings. - To get this, a lot of your buildings (or your teammates/enemies buildings) have to be destroyed. Likely, this is because your sentry or dispenser got destroyed, and you're picking up the pieces for metal to build new ones.

Another class of achievements are ones where, to get them, you have to arguably play your class wrong:

Spy - Die Another Way - Kill a Sniper after your backstab breaks his Razorback. - Why are you backstabbing Snipers that have Razorbacks?

Pyro - Plan B - Kill 10 enemies while you're both underwater. - Pyro + Water = Bad

Heavy - Photostroika - Provide an enemy with a freezecam shot of you taunting while invulnerable. - AKA wasting the rest of the Uber.

Medic - Does It Hurt When I Do This? - Kill 50 Scouts with your syringe gun. - There are going to be some times when you're fighting Scouts, but if you're going out of your way to fight enemies, you're doing it wrong.

Medic - Peer Review - Kill 10 Medics with your bone saw. - See above, but add in the fact that you're not even using a distance weapon for this one. At least they cut back on the number of kills for this one.

Any taunting achievements that aren't taunt kill achievements. There is at least one per class.