Sad games

Silent Hill 2.

In my restless dreams,
I see that town.
Silent Hill.

Mentioned before : Brothers, The Walking Dead, Life is Strange.

Not mentioned before : The Cat Lady Indie P&C Adventure, with great maturity in narration. More depressing than sad, helped by a nice art and a great soundtrack.

What? No one mentioned Emily is Away?

Homeworld I.
FreeSpace II.
Myth:The Fallen Lords.
Wing Commander Saga:The Darkest Dawn.
BioShock I and II.

Dota 2. Every single match makes me sad, depressed and empty.

Bioshock III - ending knocked me out for 3 days :\

Earthbound and ESPECIALLY Mother 3. Metal Gear solid 3+4.

Among The Sleep
The Cat Lady
Deadspace 1-3
Downfall
Gone Home
Oknytt
Over The Hills And Far Away
Silent Hill 2
Soma
Stasis
The Turing Test
The Walking Dead Season 1 & 2

• The Magical Silence
• LISA

Papo & Yo is GOLD!!!
And one of the mostly hidden gem / underrated indie game.
I really love the game, and it has an excelent soundtrack.

After I finished the game during the credits, I thought about what I saw, what it was and what it wants to say...really good art!
Hard end sequence, but I really enjoy the sad story and gameplay.

This War of Mine - nothing else even came close. Basically, you're trying to survive in a war torn city, and as the game goes on you get attached to your characters, and it gets harder and harder to keep everyone alive and healthy and that's without even adding the children DLC

As everyone said: To The Moon. Profoundly moving.

I also found Soma pretty disturbing and sad (and not for the horror bits).

Bastion and Everlasting Summer. I'm sure there were others that I don't remember. Like certain parts of Mass Effect 1, Deus Ex: Human Revolution, and Witcher 1.

Personally, I don't get To The Moon and Brothers: A Tale of Two Sons. Yes, the stories are sad, but the former was boring and the latter mostly comical, which greatly undercut the feels factor. At least, for me.

Always Sometimes Monsters made me have like an existential crisis when I was 15

walking dead 1-2-3
some parts in tales of the borderlands
life is strange 1-2
mass effect 3
hellblade has some sad moments
shadow of war ending
all bioshock endings

Final Fantasy VII (when Aeris/Aerith died)
To the Moon
A Bird Story
Bioshock
The Walking Dead

... and a few that made me cry because they sucked so bad.

Life is Strange and The Walking Dead are the ones I remember off the top of my head.

The Blackwell series has an ending that's not quite tragic, but definitely moving. Seeing as the series' entire premise is about helping ghosts move on to the afterlife, there are lots of small, heartwrenching moments.

The second Danganronpa game made me cry like a baby during a certain trial.

Oh, and I'm seconding OneShot, which is absolutely something you should play if you like emotional pixel games like Rakuen. Try to go in as blind as you can to get the full impact of the game.

Photopia

Aside from ones already mentioned, here are a few.

1. Last Day of June
2. Submerged
3. Remember Me
4. Alum

One game that isn't on Steam (but I really wish it was!!):

1. Keepsake

The Mammoth: A Cave Painting

Short little game, and for free.

Machinarium
Samorost 2,3