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Another Side, Another Story: Each route focuses on a different girl, provided you don't turn them into witches (in which you automatically get Homura's route)
Balloonacy: Remember Madoka blowing herself up like a pufferfish in the Anime OP? In the game, she weaponizes it by flying into the enemy like a balloon with an open end(the skill is called 'Pannier Rocket').
Bonus Boss: The witches Quitterie, Albertine and Itzli are only seen in the bonus dungeons.
But Thou Must: In Homura's bonus route, you can either choose to tell Mami to get a dog or become an idol (a sort of pop star). Either way, Mami's going to end up with the latter.
Call Back: Homulilly's wings look the same as the ones Homura sprouted in the anime's epilogue.
In Sayaka's route, Kyubey suggests that Kyousuke could be one of "those types of artists" that may decide to kill themselves. Sayaka rejects the possibility. She's wrong.
If informed of the Awful Truth by Homura, Mami may opt for this.
In the past, following her Pater Familicide, Kyoko gets into an argument concerning this, claiming that anyone who wants to kill themselves will do so regardless of whether or not they're being influenced by a witch.
Earn Your Bad Ending: From Kyubey's point of view, pushing the girls further into despair is a good thing.
Freak Out: In Sayaka's route, Kyousuke discovering Sayaka's Puella Magi powers (by finding her with half her face missing) will result in him panicking and calling her a monster and an impostor. This is not a good thing for Sayaka either.
I Surrender, Suckers: When playing as Homura, Kyoko may pull this during the confrontation on the bridge, pretending to surrender in order to launch a sneak attack.
It's a Wonderful Failure: Dying to Walpurgisnacht in Homura's route results in Homura being unable to turn back time, which THEN results in her becoming a witch. The Game Over screen shows Homura's witch form, Homulilly.
Late-Arrival Spoiler: The game's website doesn't even bother trying to hide the various shocking revelations of the anime, such as witches being magical girls.
Trailers Always Spoil: The trailer reveals that it is possible to have Mami become a witch. Further trailers and promotional material reveal Kyoko is also getting a witch form.
Limited Special Collector's Ultimate Edition: Including such goodies as a figma of Madoka in her school uniform, a Kyubey-shaped coin purse, a special Blu-ray disc, and more! Some online retailers even included extra extras on top of that, such as t-shirts.
Magic Idol Singer: Mami becomes one (thanks to Homura's pushing) in one of the special routes.
My Greatest Failure: Mami feels this way about not saving her parents, as well as failing to save a young boy from a witch.
New Game+: Replaying the game will make the magical girls more powerful, in reference to Homura's time-travel abilities.
Nice Job Breaking It, Hero: In Kyoko's Route, to prevent her from making her Taking You with MeHeroic Sacrifice against Sayaka's witch, Homura kills Octavia before Kyoko and Madoka can try to talk her back to humanity. If Kyoko's Soul Gem is at a high level of corruption, then this results in Kyoko falling into despair at losing her last hope and turning into a witch.
Nice Job Fixing It, Villain: Because of Kyubey's inability to understand human empathy, some of his dialogue options can accidentally encourage the girls instead of breaking their spirits.
Offscreen Moment of Awesome: Several! In fact, in the Extra Route, there were plenty of witches taken down by any of the magical girls there off screen.
Off the Rails: Saving Mami from dying? Check. Saving Sayaka from becoming a witch? Check. Turning Mami or Kyoko into a witch?Check. But the off-railing already starts since the tutorial route. In Madoka's route that follows closely to anime, it ends with Homura failing to prevent Madoka's contract in Episode 8 and she has no choice but to repeat the timeloop.
One-Winged Angel: Wanna see what Mami, Kyoko, and Homura look like as Witches? Go right ahead.
Out-of-Character Moment: A picture from the website shows Kyubey's dialogue options while the other characters are watching Charlotte's Grief Seed. One of the options is "Wanna go eat hamburgers?"
This is the usual MO of the bonus route. When Homura urges Mami to become an idol so she won't be so lonely anymore, she literally asks Mami if she wants to become an idol or she wants to get a dog.
Playable Epilogue: Homura fights Demons in the desert wasteland, just like The Stinger in the end of the anime, but the Demons can't attack and Homura can only use her arrow skill. She fights a literally endless horde of them until the ending theme finishes.
Production Foreshadowing: In the BD/DVD release of Episode 9 of the anime, a pair of wind chimes with the shapes of a unicorn and a mermaid were added to an existing scene. Given that the latter clearly referred to Sayaka, it was believed that the unicorn referred to Kyoko. Portable reveals that Kyoko's witch form, Ophelia, rides a horned horse.
Senseless Sacrifice: If Homura dies alone but kills Walpurginacht; Kyubey comments on how without a guardian Puella Magi for the city, eventually a witch will emerge again and he'll contract Madoka then.
Superdickery: A CG of Homura hitting Madoka was released as part of the advertisement campaign, usually involving the question of how things could have gone so wrong between them. This is a scene from the fanservice bonus route, and Homura is interrupting Madoka's Heroic Self-Deprecation in order to give her a somewhat clumsy speech about how it's okay for her to not be perfect.
Stylistic Suck: Some of the Witches like Gertrude have unusual art styles in the anime, so of course this applies to the game too. Gertrude has a terrible frame rate and looks like she has a low poly count.
The Undead: The game really highlights this aspect of the Magical Girls, as if you fail to retrieve Sayaka's Soul Gem after she throws it off the bridge quickly enough, necrosis will set in and when you do get it back she'll apparently look like something out of a horror movie when she wakes up.
Ungrateful Bastard: If Kyousuke and Hitomi are clear-headed when found in a witch's barrier, then rather than thanking their rescuer, they lash out at her, with Kyousuke calling her a monster.
Unwanted Rescue: After fighting Gisela alone in Mami's route, Mami goes back to check on the Witch-kissed suicidal woman she'd encountered before... only to learn that the woman really was suicidal, and is none too happy with Mami for saving her. This contributes directly to Mami's bad ending.