Warning! This article contains ENORMOUS SPOILERS for the following games: Shenmue, Silent Hill 2, Fallout 3, Red Dead Redemption 2, Metal Gear Solid, Star Wars: The Force Unleashed, Mass Effect 2, Grand Theft Auto V, Dead Rising, Heavy Rain, Spec Ops: The Line.
The phrase 'bad ending' implies a failure on the player's part. You didn't collect enough of Arbitrary Collectable A, or you missed Boring Sidequest B, and so your punishment is a depressing ending where the hero dies, the world ends, and the bad guy inevitably escapes in a helicopter.
But sometimes bad endings are good. They might not provide any closure, or make your efforts up until that point feel slightly pointless, but they're almost always memorable. A neat, happy conclusion is fine, but if every story ended like that, the world would be a very boring place.
Shenmue
Martial arts adventure Shenmue has a semi-real-time calendar. If you somehow manage to play until the in-game date of April 15, 1987 without finding enough clues to track down Lan Di, the man who killed your father, he'll turn up at your family's dojo and brutally kill you.
Silent Hill 2
If you spend the majority of Silent Hill 2 limping around at low health, there's a chance you'll get the extremely bleak 'In Water' ending. Protagonist James Sunderland, ridden with guilt over killing his sick wife, gets into his car and drives it into Silent Hill's Toluca Lake, killing himself.
Fallout 3
Fallout 3 has a lot of endings—or, more accurately, several variations of the same ending. But one of the worst has to be infecting a life-saving water purifier with a deadly virus at the behest of a mysterious AI, killing pretty much everyone in the Capital Wasteland. Dick move.
Red Dead Redemption 2
If you finish Red Dead Redemption 2 with high honour, Arthur Morgan succumbs to his tuberculosis and dies in relative peace, watching the sun set over the mountains. But if you were a prize bastard, your reward is getting stabbed in the back by slimy, stinkin', two-faced traitor Micah Bell.
Metal Gear Solid
If you submit to Revolver Ocelot's torture in the original MGS, Meryl—who the surly Snake develops a fondness for—is killed. Instead of riding off into the Alaskan sunset with her, he has lovable nerd Otacon in tow. This ending is nice in its own way, but tinged with the sadness of Meryl's death.
Star Wars: The Force Unleashed
Choose to kill Darth Vader at the end of this wild Star Wars spin-off and you'll be treated to the non-canon, but much more entertaining, dark side ending. The Emperor crushes Starkiller with his own ship, then rebuilds him, Vader-style, to serve as his new apprentice.
Mass Effect 2
One of the most nerve-racking moments in videogame history has to be Mass Effect 2's final challenge, the so-called suicide mission. If you assign people the wrong jobs or fail to fully upgrade your ship, you'll watch in horror as some, or all, of your best space pals meet a brutal end.
Grand Theft Auto V
Most people who play GTA V will go for the more satisfying 'Deathwish' ending, where Franklin risks his life to save his Michael and Trevor. But you're also given the opportunity to kill your former allies, with Michael's assassination being the darkest of the two. 'Cause let's face it, Trevor had it coming.
Dead Rising
Fail to locate the bombs left around the Willamette Mall by villain Carlito and it'll be destroyed, spreading the infectious parasites responsible for the zombie outbreak, and causing a nationwide epidemic. This is the shortest of Dead Rising's many endings, and by far the bleakest.
Heavy Rain
Heavy Rain is a relentlessly downbeat game, and it's possible to engineer a deeply miserable ending where Ethan fails to rescue his son and is wrongfully convicted as the Origami Killer, while the true serial murderer, Scott Shelby, lives happily ever after. Then Ethan kills himself. Man.
Spec Ops: The Line
This cult shooter is notable because all four of its endings are, essentially, bad endings. Blood-soaked protagonist Martin Walker either kills himself, surrenders and returns to the world a prisoner and a broken man, or becomes the very thing he (thought) he was fighting against.
