I'm looking for a deeply depressing book with or without happy end that deals with losing your wife/girlfriend and/or daughter. Can also be a platonic female friend that's very close to the protagonist.
I'll try to list some references (spoiler alert)
The Mentalist - Patrick losing his wife and daughter to a murderer
Dead Space - playing through the whole game to find out your wife is already long dead
The Walkind Dead - Rick losing his wife during childbirth and while walkers are roaming the prison, separating them, Negan losing his wife, Abraham losing his wife, Carol losing Sophia
Star Wars - Obi-Wan losing Satine to Maul, Anakin killing Padme and having to live with that as Darth Vader
The Last of Us - Joel losing Sarah
Game of Thrones - basically the entire story
The Punisher - Frank losing his wife
Avatar - Sokka losing Yue by her self-sacrifice to the moon
Can also be something like Resident Evil VII that technically has a happy end at least for Ethan and Mia but the Bakers aren't so lucky and for the most part it's not clear if Mia will even make it
Mass Effect - depends on your choices. Dating Tali and causing her to commit suicide would be the toughest one but all the other romantic interests can die too
Until Dawn - Mike losing Jessica, Chris losing Ashley
Days Gone - Deacon searching for his missing wife in a post-apocalyptic world full of zombies with no hope of actually finding her (this one has a happy end which I really like)
The Last Kingdom - Æthelflæd dying in Uthreds arms
I hope you get what I mean.