I’m partial towards the one from
OFF (although, admittedly, I’m biased because it’s still one of my favorite games). Visually, it’s nothing fancy—just a black screen with some orange weathering and text declaring “game is over”—but the
music that goes with it really keeps with the theme of the game. It really drives home the fact that something’s
wrong about the setting, although you don’t learn exactly what until the end of the game.
(Un)fortunately,
OFF is a pretty easy game, so you probably won’t see it very often, if at all, in a playthrough (it took me a couple times running through to die, and it was from deliberately ignoring directions given by an important NPC just to see what would happen, haha).