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!
I’d have to say Nier Automata, as well as the recent remaster of the game that came before it, Nier Replicant (ver 1.22…). Both are soul-crushing, which is helped by their amazing soundtracks. I definitely recommend them if you’re looking for something to make you cry.