I Have No Mouth & I Must Scream is a point-and-click horror game based on Harlan Ellison's 1967 ... Ellison's short story indeed had an epic downer ending, where protagonist Ted is transformed ...

After that, you'll return to Night City to continue post-game at the point just before you start the Nocturne OP55N1 mission, albeit with some new ending-based rewards that we won't spoil.

Though Final Fantasy XIII-2 technically has multiple endings, only the most depressing of these is actually canon within the game's own reality. The RPG sequel's base ending is a downer alright ...