In games like Theme Park and SimCity, pretty much the only way to lose is to mismanage your money and go bankrupt. But instead of giving you a quick "Game Over" and bouncing you back to the main menu, Theme Park went for something ... darker.
Yup, you just watched the owner of the theme park (i.e., the guy you played as) kill himself. Chopin's Funeral March blares as you see a shot of your character flinging himself from the window reflected in his family photo. Later versions of Theme Park changed the scene to show the character's head peeking over the windowsill after he jumps out of what is presumably a ground-floor window -- but not the original. So losing not only put the park out of business, but destroyed an entire family as well. Nice going, player -- you just haaad to have that second snake slide. Now you carry the psychic weight of those broken lives.
"And also you're dead. Your wife follows soon after. The children suffer crippling emotional problems forever. Restart?"