Hmm. Probably some of the endings in Silent Hill 2 - clue, the not very happy ones.
I also found Ico to be wonderfully sad, although it depends what you take as its ending point.
SOTC also had a brilliant ending, very moving.
Also, just today I had a sad ending in Left 4 Dead, playing offline for a while due to a borked connection my NPC buddies sadly failed to bother helping me out and let me die, the silly sods. It was a very sad ending indeed.
Try to be reasonable... its easier than you think...







