6. Secret of Mana (SNES, 1993) This classic action-RPG took a turn for the surreal when, while exploring a frozen wasteland, you stumbled across a familiar red-nosed reindeer moping around outside a stone house. Rudolph immediately begged you to help his boss, saying that Santa Claus had been carried off by a monster, and so it was off to the Ice Palace to fight the monstrous, bearded Frost Gigas.
Once you'd beaten him down, though, it was revealed that you'd really been fighting Santa Claus all along, who was no worse for wear after the ordeal. Turns out Santa was depressed because the children of the world had stopped believing in him, and he'd heard somewhere that the ultra-powerful artifacts known as Mana Seeds could grow massive trees. So, naturally, he decided he'd steal one and use it to - get this - grow the world's biggest Christmas tree. Stupid Santa Claus; instead, it mutated him into a hulking ice demon. At least you saved Christmas in the end (by beating the crap out of it, but still.)
5. Elite Beat Agents (DS, 2006) Elite Beat Agents is generally a fun, happy game - until you hit its 12th chapter, "A Christmas Gift." As it begins, a father kisses his family goodbye before leaving for a business trip; promising to be back in time for Christmas, he asks his daughter Lucy what she wants from Santa before he turns and walks away.
Cut to six months later, and Dad's died in an accident - but little Lucy, unable to cope with the grief, continues to hold out childlike hope that he'll keep his promise. Her mother's attempts to make her face reality are fruitless; the kid remains cheerfully convinced that, somehow, Dad's coming home. Eventually, Mom succumbs to the same mania as her daughter, even going so far as to bake a birthday cake for her deceased husband. And when the wind blows it out, they both think it's him.
This being Elite Beat Agents, of course, it is. The point of the mission is to somehow guide the old man's ghost back to the world of the living by dancing to Chicago's "You're the Inspiration." Which is weeeeeird. But it's still in keeping with the holiday spirit, because - despite the sadness-drenched setup - Dad's bluish specter keeps its promise in the end. See? They were going somewhere happy with it all along. Happy and macabre as all hell.