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Radiant Silvergun, Metal Gear Solid 3 and 4 (3 because people keep complaining about the game's bittersweet ending, 4 because the entire game itself is depressing, as well as Big Boss's death which actually got me teared up), R-Type, RefleX (Siter Skain), Ikaruga. Also Elemental Gearbolt for the PlayStation and the Klonoa series. Both 1 and 2.