People have probably recommended it already, but the Walking Dead series by telltale games is truly one of the most soul-touching games I've ever played. I'd recommend buying the complete series (4 games), but if you're not quite sure yet, I'd suggest buying the first season.
They're pretty cheap right now because of the Summer Sale, you can check the store here: https://store.steampowered.com/app/1449690/The_Walking_Dead_The_Telltale_Definitive_Series/
They're kind of a double whammy for what you're asking: A visual novel and a sad game haha
It's mostly point and click, but you can play it with a controller if you prefer too.
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Here's one you might enjoy if you're into puzzles/Multiple endings visual novel. That also comes with a handful of mythology such as "Schrödhinger's cat" into the novel story
https://store.steampowered.com/app/477740/Zero_Escape_The_Nonary_Games/
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A great story, lots of dark and depressing side-quests, and all of the three endings are quite sad. Also, great music.
https://store.steampowered.com/app/976620/Enderal_Forgotten_Stories_Special_Edition/
Also,
https://store.steampowered.com/app/1119980/In_Sound_Mind/
You play as a psychologist and deal with troubled minds of your patients (and yours). Some sad and disturbing themes. It's a horror game but it has its share of sadness.
And some more:
https://store.steampowered.com/app/364390/Downfall/
https://store.steampowered.com/app/253110/The_Cat_Lady/
https://store.steampowered.com/app/593960/Lorelai/
https://store.steampowered.com/app/433100/The_Town_of_Light/
https://store.steampowered.com/app/613450/Please_Knock_on_My_Door/
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looking for rec's for sad games and visual novels - they can be all ages or 18+ and can include the themes such as death, illness, sexual assault, violence, etc....
just post what you think are good games for a good cry
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