River and Johnny Wyles from To The Moon.
Max Payne
Clementine
Zoey(L4d)
Also most every character in games with divergent story paths can get very bad endings.
Johnny meets River and falls in love with her when they are kids, they make a joke about if they get separated they will meet back on the moon. His brother dies, he blames himself for the death and his mother gives him beta blockers to ruin his long term memory, then starts treating him like his brother, to the point of giving him the brothers name. He feels drawn to River and asks her out later in life not knowing who she is. She tries to jog his memory by making origami rabbits(another reference to their time before) but he doesn't understand. She has Aspergers and has difficult communicating with him directly. She also feels a kinship to lighthouses to the point where while dying she forgoes treatment so that there will be a house next to the lighthouse so it feels less lonely. After she dies Johnny feels an inexplicable urge to go the moon, because no matter how much of his memory he has lost, his love runs so deep that somewhere locked back in his psyche he thinks that the only way to get her back is to go to the moon.
Max Payne
His wife and family are murdered by drug addicts sent as hitmen by a government project turned corporate/mafia, because he was investigating the product. He goes under cover as he has no reason to work like a regular cop anymore. He gets betrayed and his good(only?) friend is shot infront of his eyes and he is framed for it. When he finally falls in love again. with Mona Sax he loses her too. And I haven't played the third game, but I bet it's tragic as well.
Clementine
Everyone around her dies, abandons her, or gets separated. Her parents. Her Baby sitter. Her guardian. The rest of the survivors(any that didn't die anyhow.)
Zoey(L4d)
Her mother became a zombie and bit her father. She killed her father on his request because he was bitten. She then found out that he was probably a carrier for a genetic resistance to the infection.
Also most every character in games with divergent story paths can get very bad endings.