A game that is not out yet, but will be coming later this year is <span class="bold">apartment: a separated place</span>. It is about a guy who is dumped by his girlfriend of four years and how he deals with the emptiness in the apartment they used to share and the lives of the various other tenants in his building. It is definitely a sad and melancholic experience from the brief bits I have seen in their Kickstarter updates. I am very much looking forward to this game's release.

amanita games give strong impression of melancholy to me.. samorost, botanicula, machinarium...

and maybe old game named "blue ice"

Holy panda. Someone actually makes a game about moving on xD

I would recommend Richard & Alice. I would definitely not recommend Actual Sunlight, which ends up sending a horrible message, especially if the person playing it is depressed.

When there's porn? Insanity!

Kind of like the Litany Against Fear, but with sadness instead of fear?

Very good find! (And it works just as well after swapping fear for sadness)
Next time someone pesters me with Eckhart Tolle stuff, I'll just say I learned all the wisdom I need from a science fiction novel about a sand planet!

+1
Good suggestion!

Wishlisted Richard & Alice for now.

Why would you want to play games that make you feel like crap? Isn't real life enough? You guys took a perfectly good escape fantasy hobby and turned it into a dungeon of mental and spiritual despair. Great!

The distinction between the sadists and the masochists gets clearer with each and every post.

Well, there is the fact that not every game is meant to be an escape from real life, and not every game is meant to be fun. (I like to use Depression Quest as an example here.)

On a different note, sad games that *are* meant to be fun escapes can be worthwhile. Sometimes, being able to cry is just what you need. Some people, like me, prefer music written in minor keys, and sometimes sad scenes and music are beautiful.

Closed mindedness is not a good way to consume art. Rate things based on their own merits.

Became it's not about making you feel like crap. Sometimes you feel awful and consuming art / media made by someone in a similar position makes you feel better, less alone. You know there are others who have felt the way you do now and feel better because of it.

I personally go for music when I feel like that, it's the only thing that makes me feel better when things are really shit. But I can understand looking for games or books to provide the same feeling.

DRM free Papo & Yo:

https://www.humblebundle.com/store/papo-yo

<span class="bold">Immortal Defense</span>: tower defense. You're a human god of deep space created to fight off alien invaders. Fight other gods, try to not go nuts, fail. Better than Planescape: Torment. Unfortunately, the new and improved version is Steam only, but it's one game worth getting Steam for.

Anodyne: top-down action/exploration game with JRPG-style one-sided "dialogue"; a feeling of inescapable doom guaranteed.

<span class="bold">Spirits</span> (70% off on Humble now, DRM-free): Lemmings but fluffy, slower-paced and saaaaaaaad.

Schein: clever puzzle-platformer. You're a guy looking for his lost child in the swamp, helped by a friendly and ever so slightly sinister ghost lady. Excellent writing, thematically appropriate mechanics.

The Last Door 1+2: point-and-click horror game. Everyone in it is messed up.

The Shivah: point-and-click adventure. You're a Rabbi, and a former member of your congregation may or may not have gotten murdered.

Rogue Legacy: roguelite platformer with permanent powerups. Everyone in your lineage is cursed to die trying to complete a pointless quest.

Anvil of Dawn: first-person exploration "RPG". Travel through the land ravaged by an evil army and try to assassinate the immortal invincible warlord.

<span class="bold">Glum Buster</span>: It's a... actually, see for yourself, it's free (well, donationware). I cosplayed as the protagonist once.