Resistance had the good old life bar, that only regenerated to a limited amout, and i kept running out of ammo too sometimes, but you get to keep all the weapons you find, so that is not really a problem 
Resistance 2 has an Arcade mode that gives you only 3 lives i think.
Or you play Wizardry 8 on the hardest level, then the game doesn't allow you to save at all, only if you stop playing and the save will be deleted when you continue.
that'll make you feel real poor 
“It appeared that there had even been demonstrations to thank Big Brother for raising the chocolate ration to twenty grams a week. And only yesterday, he reflected, it had been announced that the ration was to be reduced to twenty grams a week. Was it possible that they could swallow that, after only twenty-four hours? Yes, they swallowed it.”
- George Orwell, ‘1984’
