FFX as well (SPOILERS)
Kilika
Operation Mi'Hen
Al Bhed Home
Of course, technically everyone in Zanarkand "dies"
You even have a dead party member, and a lot of the dialogue and story revolves around death.
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make me swift i happy with the life i have no life oh and by the way i hope you have a very merry un chrismas and get nothing but coal in your stocking- ertyu