3.) Mass Effect 3
Mass Effect 3 was pretty much 90% depressing because everything was tragic for the most part. What's worse is the original ending was really vague and didn't really imply anything good for those who survived. My Shepard romanced Miranda and my heart couldn't take it when she died in-game. I apparently made some bad choices during my first run. I got so upset that I wished that it was possible for Shepard to jump out of the airlock.
The game was also poignant even if someone didn't die in the game. The Citadel DLC was pretty much an onion that me cry the entire time. It was the last time I'm going to see Shepard, his love interest and crew happy in one place. As Shepard said "the best" looking up at the Normandy, tears were flowing down my cheek.