Trying to think of others, I always love this kind of topic
RE4 I die in the village at the start
MGS3 I die in the virtuous mission at some point
XIII the first area kills me
Sonic 3+K - the part of Angel Island where the whole thing gets set on fire, probably
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"With Harry, it's cool. We don't speak a lot and he doesn't care if I smile or if I know who the next team we play is." - Benoit Assou-Ekotto