Bioshock Infinity: Burial at Sea

[Part of the Wasted Land story]

Booker wakes up in the underwater city of Rapture with little memory of what happened before and Elizabeth doesn't give him many hints, pushing him to help her on a case to find a missing girl - the latest in a string of disappearances, which has really upset Liz. Their investigation leads them to take a bathysphere down to an even deeper part of the city below, separated due to political rivalry. They catch sight of the missing girl early on but she quickly scampers into a vent to hide from them and the crazed, DNA altering addicts known as splicers that dwell down here. Fortunately a revolver bullet is still just as effective on them as on anyone else, but their attempt to secure the girl now transformed into a "little sister", angers a "Big Daddy" (scary diving suite brute) who drills through Booker's chest and smashes Liz through a wall.

She survives thanks to expending the last of her gift but wakes up a powerless captive of the gang leader Atlas who has also captured the little girl, and in exchange for their freedom Liz offers to refloat this section of the city. Atlas lets her try at least, and unlike Booker she has to be stealthy around foes - especially the patrolling Big Daddy in the main plaza. The silent crossbow that fires tranq and sleeping gas bolts is very handy as she ninjas around to find a lab and scavenge gear to repair the devices she needs. Good thing she was a studious prisoner!

Her contraption works and brings the deeper section back in line with the rest of Rapture which erupts into civil war. Obviously Atlas does not keep his word about setting her or the kidnapped girl free so he and his goons keep Liz around as a captive for a few weeks for their own amusement before growing too violent one night and leaving her to die forgotten and alone in the deep.

Safe to say that if you don't like downer endings, Bioshock Infinity (and its DLCs) aren't for you. It did do a good job of making me want to play the original Bioshock again though. :P