
These instantly popped into my mind:
Psychonauts - The humour here was golden and the concept of going into everyone's mind fascinated me! I was very saddened from the point when some of the teachers' minds disappeared. Sure you have a couple of really spacious minds to explore after that (Napoleon World anyone?), but when the friendly camp atmosphere went away, I had a feeling that the game was ending soon, and it ended way too soon
Wild Arms 4 - It was so sweet to keep fighting all the members of the elite forces throughout the game. When you get to the last member of the elite forces, you are actually smack at the end of the game. I was totally caught off guard by this, and saddened as well. That last area didn't feel as brutal as some other final rpg areas.
How ya doing, buddy?