Basically what the title says. I’ve only played two games like this so far (Silent Hill 2 and OMORI) and am looking for more.
Could be games, ROM hacks, mods of existing games, etc.
EDIT: So many great suggestions! Getting a bit overwhelmed by how many there are, so I’m going to need to find a way to put this in some kind of list with an order to play the games in. By all means, keep 'em coming, though!
Papers, Please. Maybe not crying, but could definitely put you into a depressed mood if you manage to get into character. Needing to make a choice between letting some poor bastard’s wife follow him without proper papers and feeding your family is tough.