Grand Theft Auto IV deserves special recognition, as over half the missions in the game are about Niko being hired to kill someone or a group of people. Ironically, some of Niko's victims end up being the very same person he was working for just a few missions ago. By the end of the game, roughly two-thirds of the people Niko works for end up dead or in jail. And depending on the player's choice, Roman or Kate (the only two characters in the whole game who aren't even remotely evil) WILL die at the end. There's nothing you can do to change that.
Grand Theft Auto V also has this in effect, especially with Trevor stomping in Johnny Klebitz's head after turning him into a meth head, then just to make damn sure, he kills Clay, Terry, and any other Lost who get in his way, or just for shits and giggles. Or how about the ending, where you must choose whether or not to kill one of the other protagonists, or reunite them and kill all the antagonists you've been helping throughout the game.
Hell Night has this with every partner and even the player. The deaths of the player's partners become both a gameplay mechanic (since you can only have one partner at a time) and the deciding factor of what ending you get.
In Turgor all the Brothers and Sisters you meet can be killed. And that's all the NPC's you ever meet.
The Resident Evil series is notable for having a slew of characters and killing most of them off; depending on the game, you may be given a choice as to whether or not you want to save the character. The Gamecube remake (the very original isn't canon) allows a minimum of one surviving character (the player), or a maximum of three.
An exception is Resident Evil 4, where only one main protagonist is killed.
If a character is playable in a game, they're all but guaranteed to survive in the following games. The only time a playable character dies is if the player character chooses to not save them in the Gamecube remake of the original (ie Chris not saving Jill, or vise versa).
The series also sometimes revives formerly dead characters, namely Ada Wong and Albert Wesker, who later are shown to gave miraculously survived.
Resident Evil 's spiritual predecessor, Sweet Home, was quite notable for its time for being one of the few JRPGs of its day to incorporate Perma Death: any party member that is killed during the game stayed dead. This trope is enforced with a prejudice, thanks to being Nintendo Hard.
Army Men: Sarge's War Every single allied character that had existed in the previous games dies in a bomb attack, even the arch villain of the series.
Halo series has this. Pretty much anybody you meet in the game has a high probability of dying. The Expanded Universe novels have this as well, any character that's not in the games is fair game, especially the Spartans other than Master Chief.
By the end of the third game the Master Chief, Cortana, Admiral Hood, the Arbiter, and Ship Master survive. Every other character of the main series dies.
Halo: Reach takes this and runs with it. Due to Doomed by Canon, expect anyone you care about to die. The list of survivors is shorter than the named deaths. Only Jun, Halsey, Buck, Captain Keyes and, of course, Chief and Cortana survive.
Jun is more of an example of Uncertain Doom. No body is seen and no mention of him specifically has been made since.
Another notable example is be Cid from Final Fantasy VI in the World of Ruin. After seeing the world blown apart with people dying left and right, You as Celes wind up alone on a small island with the old man who is at the time very ill. You needs to catch fish to help nurse him back to health. However, if you happen to not feed healthy fish, old man Cid doesn't make it.
It should be mentioned that Celes tries to commit suicide by jumping off a cliff if Cid dies, but survives and then sees a bird with what appears to be Locke's bandanna tied around it giving her the strength to carry on before finding a letter from Cid telling her about the raft. Many people kill off Cid on purpose because this version is much more moving.
Shadow dies for real if left behind on the Floating Continent.
The prequel to Dissidia: Final Fantasy,Duodecim, focuses on a handful of new characters. There's a good reason for this: the original heroes drop like flies, and the main story's ending kills off the new ones as well. The old ones are better in time for the original game. The new characters stay dead.
Final Fantasy Tactics: In the very last battle, the Big Bad explodes in another dimension, thus seemingly killing the main character, the entire playable party, and the main character's sister who you were trying to save all game. Though the ending implies that (maybe) the hero and his sister survived. This is combined with a generally high casualty rate amongst NPC characters, and a game mechanic where any player character beyond the hero can die permanently. By the end of the game, you could probably count the number of survivors amongst named characters on just one hand.
It's not clear whether the player party survived or not, but ruling out everyone but Ramza and Alma with absolute certainty is quite conceited - they may have lived but parted ways after the final battle. On that note, the reason only Ramza gains frequent conversations throughout the game is because the gameplay mechanic - sort of similar to Fire Emblem - means that deaths on the battlefield will stick if the characters aren't quickly revived. The only exceptions to this rule are the Guest Star Party Member(s), and once any of them join your party they lose this immunity (and with it, their storyline roles). With this in mind, the trope is actually reinforced quite strongly in Final Fantasy Tactics.
Final Fantasy X: The Crusaders aside, we have every summoner who has attempted to defeat Sin in the past (most turn back before doing it, and of those that tried, only five have succeeded in a whole millennium), Maesters Wen Kinoc, Kelk Ronso, Yo Mika and Seymour Guado (one was already undead, however, and the other you kill. Four times). Nearly the whole population of Kilika, a very significant proportion of all the Ronso in the world, many people in the Al Bhed Home, and (probably, but it's never mentioned) a lot of people in Bevelle when Sin crashes into it. Also of note, Yuna is actually meant to die because of the nature of her pilgrimage, but that one's averted. Only for Tidus, the main character (who is only a dream, kept alive by the Big Bad), and Auron (who was already undead - but in this game, dying while undead is basically the same as dying the first time around) to die at the end instead. "Spira is filled with death" indeed.
Final Fantasy XIII-2: At the very end, Serah. While this one was discussed and the main characters were aware it very well could happen, they went ahead with their plan anyway. What makes it worse is the very brief Hope Spot, where it appears that fixing the timeline has prevented her from receiving the final vision that would kill her. They were wrong. Caius also claims to have finally won his battle against Lightning, leading Serah and Noel to believe he killed her; he was telling the truth in a sense, since she put herself in crystal stasis, which is practically synonymous with death in this universe.
Mostly averted in the Tales Series, but Tales of the Abyss is a glaring exception. There are, at the very, very least, twenty thousand unnamed casualties caused by the player. Beyond that, plenty of friendly supporting characters bite the dust - including one who is physically about thirteen and mentally two.. Five of the six God-Generals die, and all five of them are anti-villains to an extent. The whole replica plot allows for some characters to more or less die twice, like General Frings and Guy's sister, Mary. And, of course, there's whathappens toLuke. Maybe.
Call of Duty 4: Modern Warfare went a step further than most games do, and actually not only killed a major named character, but also killed one of the player characters in a nuclear explosion. The most chilling part is that you can actually play this character in his final moments as he staggers around on one broken leg through a nuclear wasteland, before finally collapsing and dying from his massive radiation exposure.
Not only that, but the end of the last level features the entire SAS squad (apart from Soap and Price) getting killed by Russian Ultranationalists.
While not quite as crazy about it as Modern Warfare 2 was, this trope was still in effect for Call of Duty: Black Ops, which had Mason's whole SOG team dead by the end, though the really surprising deaths were those of Dmitri "Heart of the Red Army" Petrenko and Reznov.
Modern Warfare 3 is just as bad (if not worse) than the first game in the series. Out of every single major or main character in the game, the only ones who live are Captain Price and Nikolai. Every other major or playable character dies. Except for Frost and Sgt. Burns, both of whom disappear and are never mentioned again.
Jagged Alliance follows this to the extreme. Although your mercenaries are tougher than many faceless Mooks, a well placed shot in the face with a high caliber sniper rifle, a burst of armor piercing ammunition from a machine gun, or a single mortar strike is more than enough to spell death to any of them. Unless you are a cheating bastard and clad your mercenaries with EOD armor designed to ward off friggin' C4 explosions. Did I mentioned that when they die, they really die and cannot come back?
Luckily, there is no central protagonist in the game, so you can keep sending reinforcements as long as you have the funds and the mercenaries don't hate being recruited by you.
Ghost Trick: Nearly every major character dies at least once (and of course the protagonist was Dead to Begin With), it's just that Sissel keeps bringing them back. A special mention goes out to Lynne, who diesfive times over the course of one night.
NieR, a Gaiden Game to Drakengard doesn't fare much better. Regardless of what ending path you take, a good majority of the cast is killed off, and in Endings C and D, you get to choose whether Nier or Kainé, two of the only remaining heroes gets to die. It also doesn't help that, no matter what, your actions have pretty much doomed everyone, meaning even the survivors are still completely screwed.
Metal Gear. The trend started with Metal Gear 2 where only two characters survived the mission, and by Metal Gear Solid 4 all but eight characters who appeared in more than one game are dead, with one only having a few months to live.
Fire Emblem. Between the random number generator, the lethality of critical hits, and every death being a Final Death, every game in the series was made with this trope in mind. Even perfect strategy doesn't guarantee everyone lives. (The player can avert this, but it becomes notoriously difficult. Of course, a main character dying is a simple Game Over.)
Fire Emblem: Seisen no Keifu deserves a special mention. In the fifth chapter, the player is treated to a scene near the beginning where Cuan and Ethlin, brother-in-law and sister of the main character, return from a short visit home only to be massacred by an army of Dragon Knights with essentially no chance of survival. At the very end of the chapter, the entire party is killed off in a trap, save for a few whose survival you only hear about much later through word of mouth. The game picks up in Chapter 6 with the children of the original team a little less than twenty years later
Admittedly, this trope doesn't always apply; there are several party members in the series that can "die" in that you lose them as a UNIT forever, but won't be removed from the main story. Instead, they're considered merely too crippled to enter battles, and will still participate in dialogue normally.
Fire Emblem Awakening gives players the option to choose between between normal mode ("Classic") and beginner mode, ("Casual") which means that units that you lose in combat are only removed from the battlefield, and can be used again in the next battle. This allows for a little more leeway for those who are new to the series, as well as those who really want to keep all of their units alive to the very end.
In Valkyria Chronicles, anyone except the main characters (Welkin, Alicia, Largo, and Rosie) will be Killed Off for Real if they get incapacitated during combat without getting the Medic to rescue them in time. However the trope is played straight with Isara's death, who is a main character.
In Chrono Trigger, after battling the Queen of Zeal, she still manages to summon Lavos, who is able to knock out the entire party in one or two hits. (Unless you're on a New Game+, where he is beatable, but that's not the point here.) Main character Crono manages to stand up, however, and readies his katana... only to be vaporized by Lavos' death beam. You can get him back through a side quest involving the titular device, but it is actually not necessary to complete the game.
Killzone 2 has the death of some of the series' named characters, including main hero of the first game, Templar.
The Resistance Saga has this in full effect, a lot of people die in the first game, then in the second all but two of the sentinels die not to mention the finale, when the third games end even Dr. Malikov is gone.
Dead Space. If the character is introduced and he or she isn't Isaac Clarke, they will not survive through the end of the game. Isaac is, in fact, the only survivor of the games, though Ellie survives and rescues him in the second game as well.
Shadow of the Colossus is a good example of this. You basically play out the main character's death at the end of the game, one level after losing your horse over a very high cliff (though, (s)he got better). This overlaps as a twist ending.
It's easy to argue that the only real characters in the game are Wander, Agro, Mono, Dormin and the colossi. Mono is dead at the start, you kill all the colossi, Agro falls off a cliff and Wander/Dormin is killed, so you can say that everyone dies. (Although some do get better.)
The original Saints Row dabbled in this by having Lyn, a main character of the Westside Rollers arc, murdered by said gang's Man Behind the Man. The sequel, however, breaks out this trope in full force. Aisha, a major character from the first game's Vice Kings arc, is decapitated in the Ronin arc, supporting character Carlos is brutally mutilated in the Brotherhood arc. (which forces the Boss to Mercy Kill him) Oh, and a bonus mission reveals that Julius, the original leader of the Saints and Boss' mentor, had betrayed him by planting the boat bomb in the first game's ending. He is subsequently killed by Boss.
The third title keeps this going via the death of Gat within the second proper mission in-game, not to mention the deaths of Shaundi, Viola and Burt Reynolds depending on which ending you opt for. Then theres also all the main villain deaths along with various minor characters being disposed of and theres a lot of characters being killed off there.
The Diablo series. In Diablo II the town of Tristram from the previous game is revisited but it has been destroyed and the townspeople slain, what's more the original heroes of the first game have been corrupted and have to be killed, with the Warrior being possessed by Diablo himself. Even the narrator of Diablo II (Marius) is killed in the end. When Diablo III was announced it was hinted that some of the heroes of Diablo II have been driven insane by their ordeal and so it could be possible to have to kill some of them too.
X-Com: It doesn't matter how well equipped your soldiers are - they will die. Even the fanciest suits of power armor provide only a modest amount of protection against enemy fire. While powerful weapons make killing the bad guys easier, if the soldier using a particular weapon happens to get mind controlled or goes berserk he/she could just as easily wipe out a huge portion of your squad. The final mission can very easily veer into everyone dies territory, as you land on Mars to assault the enemy base and have to fight the very finest the aliens have to offer without being able to resupply your troops.
The second game turns this Up to Eleven. With more multi-phase missions and a hell of a lot of Demonic Spiders, your soldiers tend to have a survival rate measured in minutes. And at the end of the game, when they defeat the Big Bad and stop the alien city of T'leth, it almost immediately explodes, so they die saving the world.
Mother 3, the very first chapter there is a fire in the Sunshine Forest north of Tazmilly caused by the Pigmask Army. After the fire is dealt with, Flint recieves a letter from his wife Hinawa telling him that she, along with Lucas and Claus would be heading home through the forest (that had been set ablaze with fire). After looking through the forest, finding Lucas and Claus, but not Hinawa, a villager comes and tells Flint of her fate. She had been killed by a Mecha-Drago, a normally kind type of creature that had been experimented on by the Pigmask Army by having one of it's fangs pierce her heart. All this happens in the first chapter, before the game even starts.
Claus, Flint and Hinawa's son, and Lucas' brother was killed trying to avenge his mother's death by the same creature who killed her. The Pigmasks found him, resurrected him, and turned him into Porky's slave robot "The Masked Man". It's not revealed he is Claus until the final chapter, where Lucas fights him one-on-one. Claus regains him memories during the fight. With his last bit of humanity, he fires a bolt of lightning towards Lucas, but he's wearing a Franklin Badge, which reflects lightning, sending his own attack back at him. He later dies in his brother's arms, saying he'll be going to where Hinawa is.
The second Digital Devil Saga is particularly cruel. You eventually lose all your own party members. The most shocking, however is the (mute) main character Serph himself, who's the first member of the team to get killed off. note He actually survives due to a literal Deus Ex Machina and conveniently placed vat of healing fluid, But you don't learn this until much later; after the team has been whittled down to half their number. Then he dies for real in the second to last dungeon.
Not that dying stops the Embryon. The team reunites in the afterlife to make one last attempt at saving the world by taking on GOD.
In the first Wing Commander game, you could lose any one of your wingmen. Solemn funeral scene ensued. Next installments featured more comprehensive plot, so all WC1 deaths were cancelled, and NPC pilots learned to use their ejection buttons. Since then, all deaths were plot-driven (but included some major charaters).
Dragon Age: Origins works this way, as several party members will attempt to kill the protagonist if s/he sinks low enough in their approval ratings... and, therefore, have to be killed themselves. Moreover, if players aren't careful, their party may kill Zevran during their initial encounter (before, that is, the player gets the option to kill him intentionally).
And that's not counting the Sacrificial Lamb Daveth and Jory who are squad members until the Joining when they both die. In Awakening, the exact same thing happens with Mhairi.
Dragon Age II loves this one. One of your siblings is destined to become the Sacrificial Lamb in the opening mission. Then later on in the game, if you bring your other sibling to the Deep Roads expedition he/she will die if you didn't bring Anders with you as well. Then in Act 2 your mother becomes the ''Sacrificial Lion' by getting kidnapped and killed by a mage serial killer. Finally at the end of the game you may have to fight and kill any companion you can't convince of your course of action. And don't even get us started on the potential body count of characters appearing in companion quests.
Mass Effect 2 goes this route towards the end of the game, with a mission so dangerous it's considered a One-Way Trip. Indeed, almost any combination of characters can live or die during the game's finale, decided by a number of factors including the loyalty of your squadmates and how capable they are of completing the tasks you assign them. It's possible for both everyone to live and everyone to die, including Shepard, in what is clearly the Bad Ending, with numerous possible outcomes in-between.
This trope was also present in the first Mass Effect game, where you must choose between leaving either Ashley Williams or Kaidan Alenko to die on Virmire. It is also possible for Urdnot Wrex to die shortly before the same mission. Plenty of NPCs, villainous or not, can be killed off through your actions too.
Which means that, taking all three games into account, every major character except Joker, Admiral Hackett, and Specialist Traynor (not counting the Refusal and low-EMS Destroy endings) has the potential to end up dead. Yes, that includes Shepard. Although if Shepard dies in Mass Effect 2, it's impossible to import that save into Mass Effect 3.
Mass Effect 3, naturally, follows suit. Bioware warned players that one of the game's main themes was "victory through sacrifice", and they weren't kidding. There is no way for you to get everyone through this in one piece, however much good you manage to do. The Normandy now has a memorial wall listing every dead character who ever served on the ship, from bit characters to Sacrificial Lamb Jenkins to...anyone else.
After the ending of Neverwinter Nights 2 entire party is trapped in the collapsing caves where the final fight takes place. Main protagonist Gets Better in the sequel while death of most companions is confirmed.
In The Sky Crawlers: Innocent Aces, all of your wingmen (there are like 9 of them) will die at some point of the game either by your hand or because of a cutscene.
The Deus Ex series has a couple of moments where you can kill a character way before anyone asks you to, and see how the plot adapts. Most people have Story-Driven Invulnerability, though.
Invisible War even Lampshades this a bit, by way of an Easter Egg that brings the character to a special room populated by any character that hasn't been killed.
In the Fallout games, with the exception of Fallout 3 and Fallout: New Vegas, anyone can be killed. Even in 3, however, only children and plot-essential characters are invulnerable. Everybody else is mortal, and can be killed by just about anything, including totally random events that may or may not be scripted (such as some NPC tendencies to fall to their deaths). In New Vegas only children and two robot characters are immortal, everyone else can be killed and the plot will simply adapt.
Plot-relevant character in Infinite Space, no matter how small his/her role is, has good chance to be killed by the plot. Bonus point if the character is a likable person all along. A few of them can be avoided depending on the choices you made, but still.
In the Baldur's Gate games, dead characters can usually be raised from the dead (except the hero), but some particularly devastating attacks can kill a party member off permanently.
In Metroid: Other M, out of the seven who enter the Bottle Ship at the beginning, only Samus and Anthony make it out.
Many characters can and often do die in the story mode of Blazblue. Thanks to the "Groundhog Day" Loop, no one stays dead until the Groundhog Day Loop is broken at the end of of the second game, Continuum Shift. So far, only Lambda-11, Trinity and Hazama count as genuine deaths; Nu-13 was killed off in the ending of Calamity Trigger but has been brought back for Chronophantasma.
The Elder Scrolls III: Morrowind fits this trope down to a T. From half way through character-creation you can literally kill anyone at any time, provided they aren't dead already. In fact, the lack of restrictions on killing people can easily result in breaking the games' main quest. The game does have the courtesy to notify you if this occurs, however, and there is a hidden "back-path" that is built in specifically for the purposes of Sequence Breaking (you have to be insanely powerful to pull it off though, just as powerful as you would otherwise be if you were to complete the main quest).
The Elder Scrolls IV: Oblivion. While not as strict as its predecessor (plot-relevant characters like Martin Septim, Lucien Lachance, most of the counts and countesses and even Mankar Camoran (until the last fight, of course) are unkillable and they simply fall down with the message "X is unconscious" when their life bar reach zero), everybody else in the game can be killed, which results in some of the most interesting quests in the game being lost as the quest giver character can die anytime (for instance, Shum Gro-Yarug, Count Skingrad's orc butler, can fall down the bridge in Castle Skingrad to a most certain death, thus losing the chance of purchasing Rosethorn Hall, the best house available in the game, from him, which is, to say the least, frustrating).
The Elder Scrolls V: Skyrim has this in full effect as part of Gameplay and Story Integration. Dragons can randomly spawn and attack you anywhere and anytime. If you happen to be in a village, camp or other settlement when such an attack occurs, expect a few NPCs to be killed during the battle.
Practically anybody in the Fatal Frame series is subjected to this trope. Even some of the protagonists have a habit of dying in this series.
There are rather few characters in Kara no Shoujo who make it to the endings reliably. For example, Mizuhara, Tojiko and Orihime always die and Toko dies in every route except one in which she lives on as a torso.
Mortal Kombat 9 had fun with this trope. By the end of the game, a large portion of the main cast had been killed off. If a sequel is made, it'll be an achievement to fill up the character select screen.
Considering it's Mortal Kombat death tends not to stick....
The Touhou fangame Concealed The Conclusion has The Reveal in Stage 3, regardless of your path, that Reimu is dead. Would be a case of The Hero Dies, except you don't actually play as her anywhere in the game. It's actually an aversion; Gensokyo and everything that happens in it is All Just a Dream that Reimu wakes up from scot-free in the Golden Ending.
By the end of The Reconstruction, Vasra, Skint, Aryn, Cort, Adi, Metzino and literally millions of unnamed NPCs all bite it.
Lux-Pain is a dark visual novel game where the main character outright states that if his mission fails, many people will die. While it's very easy to save the main cast, it's just as easy to lose them. Only eight people are killed canonically and half of them are villains. Mako, Takano, Naoto and Kyosuke are examples of the good guys. Also, if you mess up during a certain portion of the game, the people that die in the normal ending are higher. The most prominent example is Hibiki who is killed by Honoka (and she too is killed by getting gunned down) when you fail to remove the Silent from Honoka that prevents her from going crazy. Oh yeah, and when Hibiki dies, Shinji dies too (or at least never wakes up form his coma), and Mika and Nami go missing. In fact, out of all of your friends that are safe at this portion of the game are Akira, Rui, Yayoi and Ryo but the latter is to be questioned because after Hibiki is killed, you can't talk to him after
Eternal Darkness: Sanity's Requiem is widely renowned for being cruel to the player. In addition to its infamous Sanity Meter, nearly all of the eleven playable characters die.
In the original Star Fox for SNES, Peppy, Falco, and Slippy will die for real if they are shot down, in contrast to the later games where they just retreat back to Great Fox.
Corpse Party: ANYONE can die in this game well, except the spirits that already died. The characters also die VERY horrible and painful deaths. Some of them include having your eye torn out by a ghost, buried alive, and being rammed into a wall, only for your body to be reduced to a pile of red squishy stuff.
Dark Souls: Most NPCs you meet are undead, meaning they are cursed to return to life, losing their humanity every time until they become mindless hollows. By the end of the game most NPCs will eventually go hollow, forcing you to kill them unless specific circumstances are met.
Say hello and goodbye to Eric der Vogelweid. He gets eaten by an Ogretail just after introducing himself.
In Alpha Protocol, the only two major characters who can't be killed by the end of the game are the protagonist and Steven Heck.
You'd expect a game about an active serial killer would be full of grisly murders. Still Life 2 does not disappoint; every single character besides the two heroes and the Voice with an Internet Connection are guaranteed to die. Even one of the heroes may or may not survive.
Telltale's episodic Adventure game The Walking Dead has this trope in full effect.
Borderlands2 has the Vault Hunters from the first game coming back and playing a big role in the fight against Handsome Jack. You wouldn't expect anything to happen to them, but the death hammer hits them hard. Jack kidnaps Mordecai's Bloodwing and pumps it full of Slag to mutate it and force it to fight you. After you weaken it, Jack kills the Bloodwing by detonating a bomb on its collar. Once the group encounters the Guardian Angel (the important NPC who aided the hunters in both games) in person, she reveals herself as Angel and she has you assist her in suicide in order to end her pain and to prevent the Vault Key from working. Not even a second after Angel's death, Handsome Jack shoots Roland in the back and it kills him instantly before capturing Lilith. Needless to say, Brick and Mordecai are not happy.
Any game based on history becomes this for obvious reasons. Good examples are the Dynasty Warriors and Samurai Warriors series, though it does play around with this a bit (Depending on who you're playing as, people will die sooner or later than they should. The biggest example would be Zhou Yu's story in DW 6, where Sun Ce doesn't die, but nearly all of Wei dies after the battle at Chi Bi, making the story focus on the conflicts between Wu and Shu).
In StarCraft's Expansion Pack Brood War, major characters are subject to this. The characters who die include Aldaris, Stukov (Although he was infested, de-infested, and re-infested), Fenix, Edmund Duke, the second Overmind, Raszagal, and Du Galle. Out of these characters, 6 of them were killed (directly or indirectly) by Kerrigan (Zeratul slayed the Overmind, but that was Kerrigan's agenda to take control of the Swarm, and he killed Raszagal, but that was to free her from her influence by Kerrigan. She also chooses to spare a couple of heroes, including Jim Raynor (more than once), Artanis, Zeratul, and Mengsk. For Zeratul and Mengsk, she did it because she felt like it would be a Fate Worse than Death for the two.
In the Original, not many major characters die, but we have Zasz, the Overmind, and Tassadar.
Cave Story, considering it's a game about bunny people, is not as cute and innocent as it may seem. In the ending you can expect to get in your first playthrough (unless you used a walkthrough (don't)), the main cast of 10 boiled down to just 5, and nearly every death is an emotional blow to the player.
In Rock Star Ate My Hamster, every publicity stunt has a chance of sending one of your rock stars to "that great hit machine in the sky," perhaps by nuclear war (if the tabloid headlines are to be believed).
Rose Guns Days has it the usual way in the first 2 Seasons, with only nameless mooks dying (but they are seldom explicitly stated as dead) and Wang Yuanhong implied to breath his last breath off-screen. Then at the very end of Season 3 Stella Maiougi, a fairly important character, actually dies in very graphic details. In the Last Season, named characters suddenly start to drop like flies starting with Yuuji Maiougi (a 2 year old kid), and continuing with Oliver Oribe (who may or may not be 20 years old at that point), Lee Meixue (one of the arc's main characters' girlfriend), James Tomitake, Maurice Monobe, Cyrus Saimura, Richard Maiougi (Stella's brother and Yuuji's uncle), Alan Aramaki (Meixue's boyfriend) and Gabriel Kaburaya. To these deaths we might as well add Keith Kisaragi, who lost his best friend Alan and his entire new family (the Maiougis) in the span of a single season.