RINE'S PROFILE

Personally, I do think players should get some sort of closure from a game, but I agree that doesn't always have to be a 'happy' ending. Nocturne is probably one of my favorite examples of this. Technically none of the endings are happy or 'bad', so to speak. With a bit of spoilers, from hardest to get to easiest to get, it goes from 'destroying the world, leading an army of demons against god', to 'destroying the world', to 'supporting one of three idealogies that are really fricking messed up to start the next world'.

Far too many good stories get to the end...and tend to ignore that things don't just 'end' when you knock over the big baddy. The Endor Holocaust problem is a major one when you think about it...yes, they killed the emperor, and destroyed the death star, but more than likely that entire moon is devastated because of the destruction of a large space station in orbit. Taken further, and addressed in the EU, just because you kill a leader of a galactic empire doesn't mean the whole thing stops being a big, grinding, evil thing. Too many people are invested in it staying that way.

I guess the best thing to do when writing stories is to keep in mind the broader effects of whatever is going on. You can show the heroes making a positive change, without showing everything being all rainbows and sunshine after they finish. Hell, don't be afraid to show them doing abject harm because of it...sometimes knocking over that evil empire causes even worse problems when the factions within it start fighting.