The other day, I was thinking about those type of games which could be tagged as sad/depressing for their general storytelling and outcomes and while I have some examples in the recent years, I have trouble remembering such cases for the previous years.

Some recent examples:
- Papo & Yo
- The Cat Lady
- Spec Ops The Line

Older example:
- I have no mouth and I must scream

Possible contenders (haven't played them enough):
- Braid (got spoiled over the theories)
- Limbo
- Lone Survivor

What I found important in these titles is that the feeling is integrated in the narratives of the game (as an art direction) and it's not a stunt (like Mass Effect 3) or a genre (Walking Dead). So if you have some titles in mind, share them, I'm interested.

I just finished The Samaritan Paradox last night, and the plot takes a pretty shocking turn near the end. I guess you could classify it as a sad/bad ending, depending on your outlook.

Oh yeah, I installed it recently because it intrigues me. It's on my playlist right after I finish Cinders ;)

* Mafia? While the mood of the game is not really "sad", the story is all about the way the hero's life spirals out of control, and the ending is brutal.

* Dreamfall. Beautiful game, but most storylines are depressing as hell, especially since I found the main characters so lovable.

Gabriel Knight 1

There's two ways to end the game: One is just sad, the other is even worse :)

What was the big fuss over Mass Effect 3? Was that a down ending or just a poopy one?

It was mostly a big "nobody wins" deus ex machina, where all the actions the player took before finally amounted to nothing. In a power fantasy with an advertised heavy emphasis on the consequences of the player's acts, it did not go well with many players. Including me ^^
But I wouldn't really call it "sad"