Can't play the last chapter due to crashes, and GOG support couldn't help me to fix the problem. I tried everything. What should I do?

If GOG support can't fix the problem then usually they offer refunds in the form of store credit.

I had similar problems with the retail version of the game. But thankfully in my case the GOG version completely fixed those issues. So I don't know what to recommend as I don't know what they did to fix it (for me at least).

Ooof, that sucks. A completely new reinstall might do it, and play over, which sucks. You could just watch the rest on youtube, but that also sucks.

Very very few of GOG games have very rare bugs which are not possible to replicate.
Contact support.
They will either guide you in fixing bug or if they fail to replicate cause of crash they will do refund in form of store credits.

If you have an AMD video card you need graphic card drivers version 13.4 or older. Or so it says on the game page: "ATI/AMD compatibility notice: Sanitarium requires graphic card drivers version 13.4 or older."

After a while I had constant crashes (after cutscenes) but I tried again and again and again until I managed to finsh the game. My point is the game doesn't always crash at a certain point, if you are patient you could be lucky.

Have you tried setting affinity to one core and then moving all the other processes on the computer to a different core? One thing about Sanitarium is that it does not tolerate multi-processors very well.

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Steam has a newer version?

When I played a pirate version years ago it wasn't so bad. I think most of the problems come from the fact that it wasn't designed to be multi-processor safe.

Any chance setting the executable's affinity to a single processor might help?

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Most likely yes, it's not an invasive procedure, so even if it doesn't work, you should be OK. It's mostly a pain in the backside.

That's a shame, it's an interesting game.
I guess GOG really isn't the place to get oldies anymore.

Here's what I did (read the messages I wrote there):

http://www.gog.com/forum/sanitarium/sanitariums_new_20_installer/post33

So the game worked fine for me on a Windows 7/64bit machine, until towards the end I had some persistent crashing problems on certain part(s) of the game. The crashes would always happen on specific points, over and over again.

I got past most of those crashing points by fiddling with compatibility options and such, but one crash point proved to be unsolvable for me. I installed the game on another Windows 7/64bit PC, moved the save game there, and finished the game there. I think I had some other issues on that other PC, but at least I got past that specific crashing part.

So, the game just seems to behave differently on different PCs, each having their very own unique problems. :) All I can suggest is to try those things I mentioned. The last resort is to continue playing it on another PC, if possible. Or a virtual machine running Windows XP, or in Linux WINE, or or or...