Among a few others, Dark Souls 2, a lot of people didnt like this entry into the franchise, but its my favourite, never got to that level of melancholy again. Everything is grown over and derelict, not in a hopeless, disastrous way like DS1 though, still looks nice and comfy, except route to Old Iron King maybe. Felt more gloomy than full of despair, people losing their memories, a long forgotten country where the remnants still wander about as if to live again their old lifes, more of a place for the outcasts and vagabonds than tragic heroes.
Above all, fucking majula, brought tears to my eyes at the beginning reguarly, bathed in evening light, that soundtrack, felt forlorn but not without beauty, tenderness, related very heavily.
Vendrick, much more of a sad story than Gwyn, people talking about striking once mighty Gwyn down in a reduced hollow state at the end of DS1 as being a strong emotional experience, felt the Vendrick reveal much more though. Work your way through the crypt, all in darkness, solemn guardians getting the undead some rest, not to be roused and disturbed to walk again, stalwart Velstadt awaiting his king patiently, having resigned himself long ago from aspiring anything anymore, go into the eternal darkness with his liege, than fucking Vendrick, huge stature, once mighty and proud, armour cast off, wandering about in circles aimlessly, doesnt even engage, too far gone, too much steeped in the dark and gloom. Gets even if you return later on, can timetravel to his non hollow form, talk to him and see how he realized that he had no chance, that its fucking over, that no matter his aspirations, no matter his power he couldnt escape the curse, just sitting on the floor and rotting away.
I felt DS2 got it really right, I know that the game is pieced together from its original build, hence the travellers from far away lands and all that, but its ultimately about darkness, depression, like it really is, slow poison, realization that its over, that every toil against it is eventually useless, resonated very heavily with me, never experienced something similiar again from a game.