- About every other chapter in Heavy Rain qualifies, but to be short:
- The first chapter is a slow, plodding piece about a birthday party. Ethan plays with his kids, designs a house, all that stuff (albeit with a very depressing, introspective piece of music playing in the background, giving the whole chapter an ominous tone). Then the second chapter starts with JAYSOOOOON! disappearing in a mall, only to be run over by a car right after Ethan finds him. The next chapter is two years later, with Ethan a despondent wreck, Shaun almost totally unresponsive, and the entire world going from bright and happy to grim and crumbling. A very effective use of Mood Whiplash.
- The Bad Ending. If you get the worst possible ending, then all the protagonists are dead, Shaun dies, anyone that could tell the killer's identity dies, and the Origami Killer is free to strike again. Even worse if Ethan survived everything; not only does his son almost die in front of him, but he gets gunned down in a police ambush immediately after. The bright side to that is if Norman is alive, Lt. Blake, the one who shot Ethan, will be suspended.
- And in the endings where Shaun is killed, it's the point where Ethan crosses the Despair Event Horizon, leading to one of three tragic endings where Ethan is Driven to Suicide; where he shoots himself in his hotel room, hangs himself in jail after being caught and tried as the killer, or if he forgave Madison, shoots himself in front of Shaun's grave as Madison begs him not to.
- You'll need two tissue boxes while playing as Scott Shelby burning up the evidence from the case. One to be thrown at the television in rage, the other to mop up your slobbering face. Yes, that means you need to do the QTEs with your toes.
- Related to the above, "I feel nothing but contempt for you, Scott. Nothing but contempt." Turns someone who's already queen of the Woobies into an even bigger one.
- The scene where Madison visits Ann Sheppard in hospital. Watching this frail, desperately lonely old lady attempting to remember details about her past is just incredibly sad. Especially when she gets to remembering about her son, and how she couldn't visit him after she got sick. "He must have thought I didn't love him anymore..."
- The absolute worst. Maybe it's the way it was delivered, maybe it was the circumstances that lead to it, but it's devastating: "Don't forget about me Scotty..." Throw in a hearty helping of Controllable Helplessness, and welcome yourself to Heroic BSoD, friend. Young Scott Shelby desperately begging his dad to come help pull his twin, John, out of a pipe that is slooowly filling with water. The drunk loser can't even be bothered to get up out of his lawn chair. And do remember that the reason Scott and John were playing in a construction site is because said drunk loser threw them out of the house.
- If Norman fails to solve the final puzzle of the Origami Killer's identity, you're subjected to a scene in which Norman dies from ARI overuse. The sight of him frantically waving his arms back and forth in an attempt to cycle through the evidence and find the answers that will save Shaun's life - even as he slowly chokes to death - somehow manages to come across as both horrific and saddening. The final shot of him slumped over his desk with the ARI world storming on around him is even worse. The final cherry on the depression sundae arrives in the form of the Leitmotif playing: it's essentially the same piece of music that plays whenever one of the player characters die, but it's not loud and blaring like the usual examples; if anything, it just sounds low and despairing.
- A lot of the little things that the player can do really add to the experience and show how well the game was designed, but many of these things can be really depressing. The first level in Ethan's new house is probably one of the worst though. In addition to possibly treating Shaun badly (such as not reminding him to do his homework or sending him to bed without his teddy bear) the player can explore the house and find things such as an old video recording from before Jason died (viewing it causes Ethan to cry) and a drawing on Shaun's desk of the day his brother died, showing that even two years later the event still had a major impact on him.
- The "Helpless" ending is both incredibly depressing and horrifying: Ethan not only loses Shaun, but is arrested and framed as the Origami Killer. A guy who just wanted to save his son's life is now on death row for crimes he didn't commit while the real killer is still out there. Surrounded by dozens of origami figures and drowning in guilt, Ethan ultimately hangs himself. The most haunting thing about the ending is the origami figures. Did Ethan make them? Did the families of the victims send them? Or did Scott decide to rub his victory in?
Tear Jerker / Heavy Rain