Gaming

Pathologic 2, it's a Russian horror game. There are real, permanent repercussions for dying and loading a save won't help you get rid of them. Sadly saying too much is a huge spoiler, but there's actually a storyline that's revealed with each death. Your deaths also affect the physical world.

Owlboy is a story about failure. Each time you "succeed" it turns out other events that were happening nullified that success.

It's not really the same thing, but the choice to foist failure on the player even when they "win" was an interesting story device.

Rogue Legacy has this as its whole gimmick. The second one is pretty good!

Monaco is a fun example where stealth frequently fails and yet, you just have to scramble to do something and ruuuun. You can end up hiding and trying again but short of getting everyone killed, it's hard to get a game over. Your friends can revive you, as long as they don't get caught and killed themselves.

It's a good mechanic where it's more "let's go save Dave" then "thanks Dave now we need to restart".

No I don't know any Dave's, names have been changed to protect the guilty.

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Bioshock games (and System Shock before them) have in-game systems for reviving protagonists after death. Sometimes they're Quantum Reconstructors that need to be turned on in each level to use them, sometimes they're Vita-Chambers ready to use, sometimes it's your all-in-one utility companion Elizabeth with a medical bag. In all cases you're free to continue the fight after your death, though sometimes with penalties like restored enemy heath or monetary costs.

Getting over it?

I have fond memories about Prince of Persia (the 2008 incarnation). it was a beautiful game and you basically could not die. your companion (a beautiful woman, because originality) would just rescue you in the last second.

Assassin's Creed. They are basically games inside games.