Banjo-Kazooie
The ending had a bit of deja-vu, and it certainly helped with the music. Gruntilda wanted to suck the essence out of Tooty, but, what she got was being crushed under a rock for two months, getting out for a few hours, and then being stuck under there for another 22 months.
Portal
You thought everything was so innocent, but GLaDOS wanted Chell dead for a little experiment. her oppressor is now dead, of all the irony. Now, she can just walk out of the laboratory and live a normal life.
Sonic Adventure 2
Never has a Sonic game had so much closure or ever attempted the tearjerker route. We end up finding both the heroes and villains not at each others' throats, but actually coming together in this rare peace, reflecting on the one who is no longer among them.
Zapper: One Wicked Cricket
Not only is Maggie the Magpie defeated and fried, but she's literally dropped off to the cops. How many videogame villains actually get that? Then, the game completely ends with a bit of super deja-vu as we're back in Zapper's house with a re-do on the dispute that started the game in the first place with that little brother you spent all the time rescuing now being used as a satellite dish.
Conker's Bad Fur Day
After you've had this zany adventure that didn't seem to get you anywhere all day long, a sudden dark moment is dropped upon Conker and after the entire game had been bright, cheery and goofy, the best deus ex machina in history comes in and ends up making things worse in the long run, completely topping every horrid thing the little guy had been put through, as you're left with a deep, philosophical message. This is the best way to get one across.