Games

I'm reluctant to suggest What Remains of Edith Finch.

It will shred you.

Limbo

How about The Long Dark? A struggle to survive in a cold, dead world. The atmosphere is superb and I think it pairs well with a melancholy mood. Sorry to hear you're dealing with crap.

I've heard Spiritfarer is quite emotional.

It doesn't have much of a pre-defined story to it, but I would say Project Zomboid is pretty moody and has a lot of gameplay depth.

Dying Light

Hardspace Shipbreaker (Solid story, Hating on a Doloris Umbridge type character)

Dredge

Sunless Sea is moody, gloomy, weird and beautiful. Music is hauntingly disturbing and nostalgic at the same time. It’s a weird mix of roguelike, trading&combat sim that’s heavy on choose your own adventure narratives while exploring lots of unique locations.

Last of us is an obvious answer I think if you haven't played either of those games. The exact opposite of your request, when I am feeling as you describe I really recommend wandersong. The game is like therapy, it looks campy and stupid at first but the dialogue has incredible depth and uplifting vibes.

Have you played Control? It was on sale recently on Steam

Hollow Knight (more so than Silksong tbh)

Night in the Woods (not the same vibe as the games you mentioned but absolutely a “had a bad day” vibe)

Maybe the little nightmares games?

Thomas Was Alone

It's not at all like the examples you give but it is such a good game that I think fits nicely here.

Outer Wilds. Best game ever made. Stick with it.

For both rich atmosphere and unique game mechanics, you could do a lot worse than Return of the Obra Dinn.

If you're unfamiliar, the presentation evokes early PC (or Mac, more specifically) black and white "1 bit" games, but real time 3d. This already is very distinctive, but the gameplay also sets it apart.

You are an insurance investigator with a magic pocket watch which allows you to travel back to the moment in time that someone expired, if you find their corpse. From these brief flashes (and by cross-referencing the ship manifest) you piece together what happened to all the crew and passengers on the ships ill-fated voyage, before it's baffling reemergence years after the fact.

Blasphemous (only the first one), This War of Mine, Valiant Hearts, Papers Please, Pathologic

Edit: Strange Horticulture, Arctic Eggs, and Lies of P

Gemini Rue is a great point'n'click with a wonderfully somber and dark atmosphere, and a tremendously good story.

I'd also recommend Night in the Woods, and Sally Face.

The first two Thief games are also very dark (literally), and are some of the finest stealth games ever made, with good stories to boot.

STALKER, it's story may not wreck you but the monolith will.

If you want to be kicked in the dick play the anomaly mod, pretty sure it's free and doesn't require the games.

darkest dungeon?

If you liked Observer, I'll recommend Soma. I just had to sit back and think for a couple hours after I finished it

You might like ori

Don't starve

Cat Lady, if you like adventure games, or Oxenfree?

Clair Obscur: Expedition 33 is not always gloomy. The world is actually quite beautiful in most places. But its start to tears time is about 30 minutes.

Time to subsequent tears depends on your playstyle.

If you just wanna take a spooky road trip try out Pacific Drive!

These are basically ancient, but if you want to feel like crap.

• The walking dead, from telltale
• spec ops the line
• this war of mine
• papers please

the hunter call of the wild is my go to for depression gaming. very peaceful generally, walking around tracking animals. if you follow the story you often times end up cleaning up a reserve from trash and left behind tents etc. the hunting is ethical in the story too. gotta keep populations low because yada yada. its gorgeous aswell, very slow. really a good one. and every now and then you'll encounter a mythical animal and track it for 4 real world hours tryna get it for your trophy case.

Peripeteia- Dark cyberpunk imsim. Obviously inspired by GitS and deus ex. I’d consider it pretty dark and pessimistic but lots of fun to play around in and explore the different ways you have to solve a problem.

The long dark is a harsh winter survival game with a gloomy story (dlc). https://store.steampowered.com/app/305620/The_Long_Dark/

Darkwood.

Mother 3.

You have so many great recommendations so i am gonna add more.

Gulf Club Nostalgia/Wasteland: when depression hits hard why not hit it harder with a tale of nostalgia for a world we have not yet lost.
Simple golf game but the radio station is... A lot.

To the Moon: the whole series is just what if all we could give those dying the happiness of a lie implanted in their memories and what can we provide for those still living who dont get it so easy?

Among the Sleep: just a 2 year old kid and your mom has gone missing and the world is so scary in the dark.

Dear Esther and Kentucky route zero for the music and atmosphere, elden ring for the atmosphere and challenge. Something with an engaging story planescape torment & torment tides of numenera.

Have you played journey? It's great in my opinion the music and visuals bringe up every time I play it the end he sequence has made me cry in a few occasions.