The Void. The atmosphere is intense and unlike anything I've ever played before, and I'm a bit of a dark games buff.
This is a very interesting answer. Quite an unusual game, that one. --- Check my blog, it's a mix of pop culture, top ten lists and reviews... just what the Internet needs more of! astrover.wordpress.com/
The only reason there are Space Marines in WH40k is because the authors say there are. realistically in that setting, nobody would live past 6 years old. --- "The easiest way to stop piracy is ... by giving those people a service that's better than what they're receiving from the pirates." ~ Gabe Newell.
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.
I don't think 90% of these people have heard of Nier, let alone played it. But yes, that game is depressing as crap. Beautiful music though.
And Warhammer 40k is pretty bad too. Billions die at the drop of a hat. --- http://img87.imageshack.us/img87/6451/onyxsig.jpg