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I think Unwinnable by Design (or sometimes Unwinnable by Mistake if a bug or glitch is involved) could also apply in the Nasty or Cruel category if the action seemed relatively reasonable on the part of the player. This covers stuff like using up an item or failing to collect an item that is needed a long time later.
Also, the question is a bit broad. Some other specific cases:
Character Select Forcing: "Oh, you picked Bob? Sorry, you can only beat the boss with Alice."
Misbegotten Multiplayer Mode: "Oh, you're playing with a friend? Time to crank up the difficulty to impossible levels!"
Empty Levels + Level Scaling: All that Level Grinding seems like a good idea until all of your enemies have superpowers and you got +1 to a couple stats.
Luck-Based Mission: If you make early mistakes to such a degree that not even luck can save you anymore.
Permanently Missable Content: Includes items that are critical later on.
Edited by KD
There's also Nintendo Hard for games where any little mistake can totally screw you over
One example of the kind of thing I was thinking of takes place in the old text adventure Beyond Zork. In it, you encounter a baby hungus (don't ask) trapped in quicksand, with it's mother looking on concernedly nearby. If you have the proper magical implement (you can use one of a number of them) you can rescue the baby, which gives you a boost to your Compassion score, and you can go about your business. However, this locks you out of victory, as there's another puzzle involving a giant crocodile statue that involves the mother hungus that you can only complete if you haven't rescued the baby yet. The puzzle involving the crocodile statue isn't especially intuitive, and only luck will determine whether you encounter the statue or the baby hungus first. If you save the baby before solving the crocodile statue puzzle, you might wander around indefinitely unable to advance and wondering what you did wrong.
Sounds like classic Unwinnable by Design, of the "cruel" variety. (See also Point of No Return.)
Is there a trope for a video game that allows a player to essentially screw themselves in such a way that they can still continue to move forward, but ultimately can't win?