Mass Effect — Companion Permanence
In Mass Effect 2, companions who are not properly prepared for the suicide mission die permanently. Their deaths carry into Mass Effect 3 as absences: empty bunks, missing dialogues, memorial plaques on the Normandy. The game never pretends they did not exist. It is one of the most effective uses of permanent consequence in RPG history.
Red Dead Redemption 2 — Mortality as Theme
Arthur Morgan's illness is one of the most carefully handled protagonist deteriorations in gaming. It does not appear as a game mechanic until it has been built emotionally first. His weight loss is modeled, his cough becomes audible during animations, the camp's reaction to him changes. The game takes months of player time before the stakes arrive, which makes the final acts feel earned rather than abrupt.
The Last of Us — Opening as Thesis
The prologue makes its statement in the first twenty minutes and the entire rest of the game is the consequence. Joel's loss is so grounded in ordinary life that it functions as a completely different kind of gaming violence than the gunfights that follow. The design decision to let the player experience the loss directly rather than cutscene it is what gives everything else its weight.