* The ''CallOfDuty Modern Warfare'' series does this at least once in each game. In the first one, it's the just-got-ousted President of the generic Arab Country, whom you get to play as during the moments leading up to his execution. In the second, it's [=SatCom=] 1, who you use to watch Price's plan unfold. When it does, the resultant [[FridgeLogic space-shockwave]] destroys the station you're on, killing you in the process.
* Happens multiple times in the Story Mode of ''VideoGame/MortalKombat9'', in which a character will be killed immediately once his chapter in the story ends.
* Chapter 11 of ''VideoGame/ValkyriaChronicles'' includes Isara inventing smoke bombs to get the squad past a narrow field without being gunned down by the enemy... and then ends with her being KilledOffForReal.
* ''VideoGame/MassEffect3'' does this with several missions that involve former members of your squad from the second game: they receive some notable focus and then wind up dying by the time it's over. For most, it can be optionally subverted, since you can save them from dying. [[spoiler: The only ones you can't save are Legion, Thane, and one of either Mordin Solus or Urdnot Wrex (since the latter being dead since the first game is a requirement to save the former).]]
* Some chapters in Corpse Party: Book Of Shadows are this. Chapter 2 is how Mayu tries to avoid her death only to be killed even more cruelly (you should know that after playing chapter 1). Chapter 4 is how Sayaka tries and fails to find Naho. Chapter 6 is how Yuka dies in one of the wrong ends in the previos game.
* It's not hard to figure that Chapter 9 of ''VideoGame/FireEmblemAwakening'' [[FailureIsTheOnlyOption isn't going to go well]] when it's named after [[spoiler: Emmeryn]].
* ''VideoGame/CrisisCore'' features Zack Fair, a character already dead by ''VideoGame/FinalFantasyVII''. In addition, a few other new characters meet some sort of end by the finale.