5. Bioshock 2
Bioshock games rarely end well for the protagonists. Just ask Mr. DeWitt. Bioshock 2 also doesn’t, no matter how well behaved of a Big Daddy the player was. Best case, he gets liquified and turned into memory goo to live on within his beloved daughter. And it only goes south from here.
The happy ending of the game is dreadfully melancholic to begin with. All the other endings have Delta die in one way or the other without being preserved through Adam. Hell, the game’s beginning was a tragic affair, what with Delta being forced to kill himself. Delta’s entire story was sad and tragic, just like the story of the rest of Rapture.