There is a frequent phenomenon of watching a long combo in a fighting game for the first time, particularly a game with an extended combo structure, and asking if it will ever end.
In some games, such as Super Smash Bros. with directional influence, or Guilty Gear with defensive Roman Cancels for example, there are ways to escape combos or seemingly endless loops on a blocking opponent. In other games, or on characters with stronger offensive capabilities, they may lack ways to escape them.
Combos across the board, however, are moves that connect to each other based on the frame data of each move and the opponent's state during those important frames. In Guilty Gear and in Tekken for instance, but is the case in most fighting games, comboing an opponent puts them in a juggle state allowing a different move to continue the combo.