Queen of the Damned: Marius (Vincent Perez) and student of the paranormal, Jessica “Jesse” Reeves (Marguerite Moreau) are trying to stop Akasha from mowing down humans and vampires alike in her ascent to power.
Particularly galling in Illusion of Gaia, where your goal is generally exploring ancient ruins and collecting mystic statues.
Deus Ex subverts this — while your inevitable goal is to prevent Big Bad from taking over the world, you can't actually save the world. It's in ruins and your choice is who to hand the reconstruction contract to a largely insane AI, a "compassionate conspiracy" leader that keeps his mentor in cryogenic almost-stasis in his basement, or global anarchy. If any of that counts as "saved" is largely a matter of opinion (or, as the game would put it, choice).
Deus Ex: Human Revolution goes one step further and allows you to pick any faction, even the until-then Bad Guys, and hand the world over to them. Or kill them all. According to canon, none of these choices prevent Deus Ex 1 from taking place, again reducing your choices to "smite the world," "rape the world," or "trash the world" rather than "save the world."
Being epic sci-fi trilogies, Halo and Mass Effect use the scaled-up version: the protagonists are out to save all sentient life in the galaxy.
And in that world, Nier ultimately destroys the last hope for humanity, driving them all to extinction within a generation.
In Banjo-Kazooie: Nuts & Bolts, one of the characters, Klungo, creates a horrendous 8-bit arcade platforming game (which he proclaims to be the best ever), titled Hero Klungo Sssavesss Teh World, in which you save the world by holding it over your head.
Jak and Daxter: Jak does this every game. Not that he ever gets a "thank you" lasting more than 30 seconds into the next game...
Actually, he does get some respect in the third game, mostly from your allies and commoners, but it's easy to miss because literally everyone (yourself included) is preoccupied with the three-way war that's slowly reducing the city to rubble.
Also, the fact that the upper class (reduced to consisting of one guy) still hates you in the third game is a plot point.
Despite appearances of a plotless pretty-looking Puzzle Game, World of Goo's Wham Episode sets you down this path when you have to journey down the Information Superhighway and discover you can thwart the enemy by flooding all their inboxes with spam, and not just any spam, all and any messages deleted in the history of the internet..
Xenosaga did this in different quantities at the end of each game. Since the setting of the game is universal, the first game, which merely threatens the existence of a planet, can't really be a "Saving the World" scenario. The second game is rather unclear in whether or not the characters are saving the world or just fighting some bad guys. The 3rd game is phenomenally epic in scale.
Shadow Hearts Covenant shows why it's important to save the Save The World element for last. Being told that the end boss is going to destroy the world loses a lot of kick when you've already saved the world twice; even once before the halfway point of the game.
The Elder Scrolls games have actually managed to avoid this trope for a long time. The closest they've come is the last two games, ignoring the fact that Mehrunes Dagon's forces don't understand the concept of invasion too well, and Dagoth Ur was in no rush to do anything (his racist religion powered by the heart of god might not have even done anything in another thousand years ...).
Dagoth Ur was preparing to seize control of Morrowind from the Tribunal and the Empire. Although he operated on a long time-scale, he was getting his forces into position for the all-out conflict. This makes Morrowind's objective saving a small part of the world. Oblivion, however, plays this trope straight, with the entire world of Nirn being threatened by the encroachment of Mehrunes Dagon's plane of Oblivion.
Played straight in Skyrim. Alduin The World-Eater's purpose is to destroy Mundus, and the Dragonborn is destined to defeat him.
Star Ocean. All of them. 3 and 4 replace "world" with "universe".
Most of the Pokémon films. And in the Diamond, Pearl, and Platnium games, replace "the world" with "all existence".
One of the (many) notable aspects of Planescape: Torment was that the plot had nothing to do with saving anything, be it city, world, plane etc. Rather, your main quest involved an amnesiac immortal trying to figure out who he is, who took his mortality, and eventually die.
On one occasion you do have to save a town that had literally gone straight to hell. Or, more strictly speaking, it restores itself to its rightful place once you defeat the local villain.
Similarly, Neverwinter Nights 2: Mask of The Betrayer. While there is a (in the grand scheme, rather small) danger to the world involved if you fail, but the majority of your motivation is that solving the spirit eater curse prevents you from dying, the fact that it no longer terrorizes the world at large is only casually mentioned. This is due to many shared developers.
Averted by the real evil ending which has the player devouring the curse thus becoming the curse itself, getting him/herself expelled from the City of the Dead, then cleansed countless githyanki cities by devouring the souls of all the adults and then delivering their children to their mortal enemies, the brain-sucking, mind-raping mind flayers aka Illithids. If that's not enough, he/she devours the spirits/souls inhabiting the land where he/she once helped (or screwed depending on your playing preference), turning it into a wasteland filled with the walking dead. As if that is still not enough, the player then travels to the planes of existence where the souls of his/her dead former treacherous companions are now resting... and eats them. Whoa. Understandably, the gods get so pissed off, they assembled a humongous army to kill the player and guess what? He/she eats some of the gods too!
Except for the fact that the title refers to the fact that Neku needs to expand his horizons and stop being a gloomy loner
Dragon Age: Origins plays with this trope. While technically you are saving the world by stopping the Blight (i.e. a vast horde of evilmonsters led by a corrupted Dragon-God), the game's codex makes it quite clear that failure on your part will not actually lead to the end of the world. Blights reoccur every few centuries in Thedas, so people who dedicate their lives to stopping them have created a military organization, the Grey Wardens, just for that purpose. If you do not succeed, then one of the other members of your organization, which is thousands strong, would finish it in your place. By stopping the Blight, all you really do is keep the country that you live in from being destroyed before the other Wardens could act. Your victory simply means that the threat ended before the rest of the world noticed the problem.
One of the driving plot points for Parasite Eve and Parasite Eve 2. The other point is trying to figure out why a bunch of animals are mutating and attacking people.
In the RPG parts of Half-Minute Hero, saving the world is so mundane task that while the hero is busy killing the boss to prevent it from catching world destruction spell, he will do other things like put out forest fires in the meantime.
Ultima IV averts this entirely, as there is no threat to the world whatsoever. Ultima VIII kind of subverts it, as you wind up doing a great deal of damage to one world in order to have the opportunity to try to save another. The rest of the main Ultimas play this trope varying degrees of straight.
In Black Sigil, your ultimate goal is prevent the world from being destroyed by The Forbidden.
The entire plot of the Mass Effect franchise is stopping the Reapers from wiping out every spacefaring species in the galaxy, as they have done every 50,000 years for, according to the "Leviathan" DLC for Mass Effect 3, at least ten billion years.
The plots of three of the first four X-Universe games revolved around stopping two separate Alien Invasions from destroying the Community of Planets. X: Beyond the Frontier saw fish-out-of-water Major Kyle William Brennan join up with the Argon Federation to stop a Xenon planet-killer. X2: The Threat had his son Julian Gardna working to destroy a Kha'ak planet-killer before it could be used a second time. X3: Reunion continued this storyline with Gardna working to stop the Kha'ak warfleet itself.
Off-White: Hugin said Munin's name after the former got blasted by a spell Sköll cast.
The Legend of Korra: A recurring plot for the titular Avatar each arc. Korra had to save her world from non-bending terrorists, an Eldritch Abomination, and a cabal that seeks to eliminate the world's governments.