Here's an odd subject!
So, when it came out, I gave Spec Ops: The Line a shot. I was fairly interested in a few of its mechanics and, after seeing some of my favourite reviewers telling me I need to buy, I... well... Bought it
I'm not going to say much about it, other than, despite the gameplay parts are a bit generic it's a pretty good game story wise. The game is brutal about the decisions you make and leaves you whimpering in the corner as you start a decline into PTSD or something while it screams "it was your fault!" at you. If you want to know what I'm on about then get the game or Youtube it (I strongly suggest the former as it's not the same experience as it is on video). Such an amazing game, but it can be genuinely depressing if you make certain decisions.
But anyway, what's the most depressing game you've ever played and why? Was it because a character died, or something happened that gave you nightmares? Or was it so horribly bad that you weren't able to smile for a week?