Other contenders: I Have No Mouth, And I Must Scream Dead Space Nier Drakengard Silenthill 1-3 Manhunt 1-2 The Witcher Franchise Planescape Torment Dragons Dogma Demon's/Dark Souls Gothic Darklands Metro 2033 (the book is almost suffocating) STALKER L4D TWD
That's all I got right now. But forgetting Nier guys? C'mon...Game is so dark.
NP:Ni No Kuni, KOTOR, La Mulan, Half Minute Hero, Chivalry, Walking Dead, FTL, Natural Selection 2 XBL/STEAM: Landojesus
My wife is always depressed by the endings of Dragon Age so she always has to look up the endings and gear her play through towards it. I can see it, especially the Deep Roads section, but I can find it very depressing personally because every character is just so sarcastically bored with the situation.