I am in a down mood at the moment. Just out of morbid curiousity, what were the most depressing games you have played.

I play games for escapism, so not going to play something that is meant to be depressing.
"A golden wake" (point and click adventure) is probably the closest thing I can think of...you play a guy who thinks he's meant to achieve great things, but it doesn't work out, no happy ending. Since I'm kind of a professional failure myself, I could relate to the storyline a lot.

Nocturne
Silent Hill 2
Corpse Party (or any of its sequels, except for the Birthday Bash one)
Mary Skelter
The Evil Within 1 or 2
Outlast 1 or 2 (I don't think these are good games, but you asked for depressing games, not necessarily good ones)
Legacy of Kain (or any of its sequels)
Vampire: The Masquerade - Redemption
Vampire: The Masquerade - Bloodlines
Severance: Blade of Darkness
Painkiller: Black Edition

I was going to answer that I couldn't think of one, but this is a good pick. Not sure I'd say depressed really, but the game very effectively conveyed sadness that was somewhat infectious.

Honestly the main "depressing" reaction I've had to games is playing something heavily nostalgic and realizing how old I've become.

A game depresses me when I feel my time has been wasted playing. For example, things lead up to something better & greatly disappoints. So, based on that self-definition, here's my list:

Half Life 2 EP1 (not EP2, really liked that one)
Saints Row 4
Red Faction Armageddon
Firewatch
Rage (come on, the ending just sucks! SUPER DISAPPOINTING! Most disappointing since HL2)

That Dragon, Cancer.

barbie horse adventures put me in a shit mood a year ago... That game made me look at life differently. hug <3

:)

Anything with SAD music

SAD music is = whiny music or emotional music in E#

SOMA

Celeste might be a good choice, though the end of the game (after the "Rock Bottom" section) is quite uplifting, at least until you reach Chapter 9.

I'd mention The Cat Lady (which I haven't played), but that might not be a good idea if you're in a bad place mentally. (The game in question, and I believe its sequels, really do need some content/trigger warnings for serious dark topics like depression and suicide.) Isn't E# the same as F?

(I don't see F major being a good key for this, Maybe F minor would be better?)

Dreamfall Chapters
SOMA
Firewatch
Gone Home
Tacoma
STAR WARS™ Republic Commando Nocturne was extremely funny for me but the Epilogue is quite depressing. I would also add here Blair Witch Volume I: Rustin Parr. But the most depressing for me was Blair Witch Volume II: The Legend of Coffin Rock. This game is way too depressing, I still can't forget the scene where she walked right into the flames.

The Suffering series (depending on how you play)

No they are VERY Different Most sad songs are in E# to force you to cry!

Enharmonics! Why E Sharp isn't always the same as F?

Very good example. However you play it is quite depressing nonetheless.

I remembered another good example: Manhunt.