3. Max Payne 2
Oh Max. You have to go through a lot of horrible things. First they kill your family. Then you find a new love, and of course they end up killing her too, no matter how hard you try keeping them from doing it. And then the pattern continues in the third game, but this is Max Payne 2 we’re talking about.
Throughout the game, Max has been falling head over heels for beautiful assassin lady Mona Sax. Then in the last missions she ends up captured by Max’ former buddy Vlad. And then she ends up with a bullet in her belly so she can die in Max’ arms. Poor guy really can’t catch a break. Also, uh… Poor woman, being dead and all.