I think all of the endings in "Dragon Age: Origins" were good ones, even if you sacrifice yourself it's meaningful because you had options. "Knights Of The Old Republic" ended on a decent note, so did "Jade Empire".
I could list some of my favorites but I'd be echoing other people, and I'm not sure if some people would know some of my favorite games with awesome finales, especially seeing as some of them are quite dated. An example would be like "Ultima VI" which was an ending where you basically win by creating peace as opposed to killing an end boss, which was kind of novel at the time. Then there was the end of Wizardry 8 which was an absolutly awesome ending for the story that began in "Bane Of The Cosmic Forge".
In general I like walking in as the good guy after the bad guy wins and all hope is apparently lost, kicking the crap out of them despite the odds, and seeing things right after the no-win scenario has come to past. It can be painfully corny when it's done badly, but when it's done right, there is nothing more epic. To me that's what a hero is supposed to do, and what defines heroic fantasy (high or low... terms which people tend to misuse but that's another entire discussion).
Truthfully I find a lot of games nowadays that try and tell stories or convey messages fail in their intent because you wind up being trapped, oftentimes absurdly, by the constraints of that message which may or may not apply to you or your way of thinking. An example of this is say "Bioshock", any power the ending might have had for me was greatly mitigated by the simple point that it came down to an all or nothing desician on whether your willing to harvest little sisters or not. The idea being there is "no such thing as a little bit evil" as far as the message goes, but I think it lacked context or perspective. Ultimatly the whole thing boiled down to being a harvesting and non-harvesting playthrough rather than me feeling like it really made any kind of an accurate portrayal of my actions, what I (in the guise of the character) think like or would do, etc.
Oddly, I'm probably one of the only people who will say this but I think "Fable 3" probably made one of the best statements about morality by not forcing things the same way. Probably pissing a lot of people off because it sort of showed how I see the world. Simply put it made it easy to be the good guy and cooperate with everyone in the short term, but from a position of authority and looking at things in the big picture the moral poles rapidly became reversed where the bad things were actually the right things to do in the big picture for the benefit and survival of the most people (who you were responsible for). A point kind of undermined by the simple fact that with a bit of planning you could nuke the entire point by simply saving up gold before the endgame and then just buying your way out of everything... but well, it is a game, and I'll be the first to tell you that games shouldn't be teaching moral lessons (even ones I might empathize with) to begin with, and there should always be the possibility of a happy ending... which I suppose makes Fable's option a good thing.
At any rate I'm rambling, the point is that the above point about morality aside, I do not think crappy endings belong in video games. I play them for escapism, if I want to focus on how much everything sucks, and how the good guys lose, I have reality for that.
Oh and on one final note I will say that "Jericho" (which someone mentioned) had a ton of potential as a game, but could have been better implemented. The ending was intended as a cliffhanger apparently for a sequel that will probably never be made, I was reading some things about what the sequel would have been and it seemed like it would be fairly cool with the right developers. I do hope at some point someone decides to resurrect the mythos, but I'm not holding my breath. I consider "Jericho" a prime example of why you should never leave games, especially ones from a new and untested franchise, at a cliffhanger.
I could list some of my favorites but I'd be echoing other people, and I'm not sure if some people would know some of my favorite games with awesome finales, especially seeing as some of them are quite dated. An example would be like "Ultima VI" which was an ending where you basically win by creating peace as opposed to killing an end boss, which was kind of novel at the time. Then there was the end of Wizardry 8 which was an absolutly awesome ending for the story that began in "Bane Of The Cosmic Forge".
In general I like walking in as the good guy after the bad guy wins and all hope is apparently lost, kicking the crap out of them despite the odds, and seeing things right after the no-win scenario has come to past. It can be painfully corny when it's done badly, but when it's done right, there is nothing more epic. To me that's what a hero is supposed to do, and what defines heroic fantasy (high or low... terms which people tend to misuse but that's another entire discussion).
Truthfully I find a lot of games nowadays that try and tell stories or convey messages fail in their intent because you wind up being trapped, oftentimes absurdly, by the constraints of that message which may or may not apply to you or your way of thinking. An example of this is say "Bioshock", any power the ending might have had for me was greatly mitigated by the simple point that it came down to an all or nothing desician on whether your willing to harvest little sisters or not. The idea being there is "no such thing as a little bit evil" as far as the message goes, but I think it lacked context or perspective. Ultimatly the whole thing boiled down to being a harvesting and non-harvesting playthrough rather than me feeling like it really made any kind of an accurate portrayal of my actions, what I (in the guise of the character) think like or would do, etc.
Oddly, I'm probably one of the only people who will say this but I think "Fable 3" probably made one of the best statements about morality by not forcing things the same way. Probably pissing a lot of people off because it sort of showed how I see the world. Simply put it made it easy to be the good guy and cooperate with everyone in the short term, but from a position of authority and looking at things in the big picture the moral poles rapidly became reversed where the bad things were actually the right things to do in the big picture for the benefit and survival of the most people (who you were responsible for). A point kind of undermined by the simple fact that with a bit of planning you could nuke the entire point by simply saving up gold before the endgame and then just buying your way out of everything... but well, it is a game, and I'll be the first to tell you that games shouldn't be teaching moral lessons (even ones I might empathize with) to begin with, and there should always be the possibility of a happy ending... which I suppose makes Fable's option a good thing.
At any rate I'm rambling, the point is that the above point about morality aside, I do not think crappy endings belong in video games. I play them for escapism, if I want to focus on how much everything sucks, and how the good guys lose, I have reality for that.
Oh and on one final note I will say that "Jericho" (which someone mentioned) had a ton of potential as a game, but could have been better implemented. The ending was intended as a cliffhanger apparently for a sequel that will probably never be made, I was reading some things about what the sequel would have been and it seemed like it would be fairly cool with the right developers. I do hope at some point someone decides to resurrect the mythos, but I'm not holding my breath. I consider "Jericho" a prime example of why you should never leave games, especially ones from a new and untested franchise, at a cliffhanger.