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Cry of Fear
Candy Crush

The only game I can think of is the obscure danish game Blackout. You play a person with split-personality where one of the personalities (not you) are somehow connected to the production of a snuff movie.
Post edited September 14, 2020 by KasperHviid
BioShock: Infinite
The Banner Saga
Mafia II
Deus Ex
The Whispered World
Breath of Fire: Dragon Quarter
Expeditions: Conquistador (depends on your decisions)
Post edited September 15, 2020 by SpaceMadness
hudfreegamer: It's about the battle between light and dark and the dark literally controls other people and even objects.
By the power of Energizers, I shall compel you! ;)
Anything with DRM.
Rule of Rose for the PS2

Similar gameplay to Silent Hill.
You play Jennfer, later on in the game with a dog, who ends up somewhere strange after being led astray from a trip on a bus.

The game caused a fuss about 15 years ago when Europe was working out it's videogame rating system.
Post edited September 15, 2020 by §pectre
I'm feeling particularly depressed...
fronzelneekburm: SOMA
Orkhepaj: Soma? nah that game is so good , not depressing at all
Not really depressing but terrifying. Good thing they showed us the happy ending.
chimera2025: I am in a down mood at the moment. Just out of morbid curiousity, what were the most depressing games you have played.
Another really depressing game I totally forgot: Hellblade: Senua's Sacrifice - I think this game is very suicidal, I've never felt so empty and so shattered before just by playing video game. Not recommended if you have any kind of depression.
low rated
Lifthrasil: Anything with DRM.
omg, you are pushing this drm hate way too much, like crazies
go do a drm-free4life tatto to your forhead
Post edited September 16, 2020 by Orkhepaj
Little Nightmares.
Emotionally depressing?

Bioshock Infinite
Life is Strange

I haven't played it, but I saw someone play the ending of The Last Guardian and I found that really, really depressing. Not an experience I'd choose to have.

Depressing because I spent money on it -- Fallen Order.
Ori & the Blind Forrest has some tear jerking scenes.... Especially at the beginning...
Kudos 2: Play your life after school and make difficult decision how to balance education/work, friends, health etc. Experience unfortunate events like burglars ransacking your flat and stealing belongings while you are at work. I was disappointed Positech didn't release a new installment.