Game's that you could 'lose'

[Clowndoe]

Operation Flashpoint: Resistance.

The first "Mission" has you lined up with a bunch of captured rebels (whom you've not joined yet) and you can choose to rat out the partisans and end the game there. Very useful if you hate money (assuming you bought the game) and/or fun.

 

[kasperbbs]

Bioshock perhaps? It was a long time ago but i seem to recall that it didn't end very well for me when i harvested little sisters. And probably the second one, but this time i was good.. Dishonored probably had something similar, but i ended up with a good ending even when i killed everything that moved in the beginning.

 

[Raine_sage]

Dragon's dogma was full of these. There were small ones where you could fuck up a side quest and remove a character from the game either permanently or temporarily.

Spoiler

There's one where the duke starts strangling his wife. If you don't step in and stop it Aelinore is removed from the game and you can't complete any of her side quests.

Not to mention the endings you can get.

Spoiler

If you lose to the Senechal during the very final battle then you don't get to revive if you brought a wakestone, you go right to a cutscene of him turning you into the next dragon to repeat the cycle over again.

 

[traineesword]

In Paper Mario: Thousand Year Door, you can join forces with the final boss. She just straight up is impressed that you made it that far and asks you if you want to join her. If you do, you basically doom the world, and the screen just goes to a game over screen.

don't forget that if you read too much of that ghost's diary on the train!

All i can really think of is Harvest Moon: Wonderful Life. You get asked if you want to take up the farm at the start of the game. It's not that wonderful a life afterall. You just leave a brokenhearted man, unable to fulfill his dream on a farm he can't sustain on his own.
That isn't the best ending though. The best is if you get married after the first year (the game forces it on you) and just continuously waste time by going to sleep, your wife will get really angry at you and tell you off. If you simply shrug her off, she takes your child and just leaves you. Game over.

Another method is on the PS2 special edition of the game (it was originally released as a Gamecube exclusive), you can just head out of the village at any time, where you will be asked if you want to run away from it all. This is because the gamecube version would allow you to connect with a gameboy advance with the game of "Harvest Moon: Friends of Mineral Town" and you'd get some bonus goodies (such as a plant... that could talk..?). The PS2 was unable to do that, so just had it there for if you ever got bored of playing... or wandered into it by accident and tried to skip through the text >

Isn't it amazing how a game that was simply about loving your cows and crops has the potential to talk about divorce?

 

[Samantha Burt]

I remember in Morrowind, it was possible to screw up so badly that the game would ask if you wanted to try over, because otherwise you'd be unable to complete the main story line. I suppose that counts.

 

[Eddie the head]

arkham asylum when you finish the cat woman campaign yuo have a choice to leave him for dead, you then get a message talking about how people are dieing and that the joker has won

Arkham city, and they don't really let you make the choice. It just sends you back to the spot that you made the choice at until you pick the right one.

 

[Alleged Despair]

Bioshock perhaps? It was a long time ago but i seem to recall that it didn't end very well for me when i harvested little sisters. And probably the second one, but this time i was good.. Dishonored probably had something similar, but i ended up with a good ending even when i killed everything that moved in the beginning.

ninjad me
If you harvest all the little sisters in Bioshock 1 you proceed to take over or destroy the world. The game isnt entirely clear.

 

[LadyTiamat]

While I remember some of the ones already mentioned, I'll go with Castlevania: Dawn of Sorrow.

Basically the character Soma Cruz (the human reincarnation of Dracula) gets tricked into thinking his girlfriend got killed, goes absolutely batty-nuggets, and willingly lets himself become the new dark lord because he "no longer cares". I honestly thought it was a more interesting ending than the canon one, myself.

True that is a 'good' bad ending but there is a boring one where yo just walk out.....yep you may win but its not satisfying.

 

[LadyTiamat]

Catherine that puzzle game by atlus.......depending on who's your preference you can lose quite badly.