6.)Heavy Rain
Start at 5:49 for the feels.
If you don't know why Heavy Rain is depressing, then you have clearly not touched the game. You play four protagonists in the game who are pursuing the Origami Killer, a serial killer who likes to 'test' a father's love for their child by kidnapping the latter. The game excellently portrays despair and desperation really well through all the characters.
The endings are the most depressing part of the game for me. The happy endings are bittersweet and the others are just beyond tragic. In one ending where you horribly fail, Ethan Mars kills himself as Madison uncontrollably mourns him in grief. That was one scene I did not expect and it really messed with my emotions.
