I came to realization this is the most depressing game I've ever played

More meaningless than Tetris?

Jesus died for our sins. As he's already dead...sin away.

It's one of the greatest pieces of evidence that games are art. I heard a film director once say "All war movies are anti-war movies." Film Director Francois Truffaut also famously said that there is no such thing as an anti-war movie because war will invariably look exciting on screen. That's the paradox.

Red Dead Redemption has a violent protagonist as any media about violence would. It makes violence fun because it's a game, but it would likely be just as fun to watch on film. Which brings me to an interesting revelation. The ultimate thesis of the game is that violence cannot be used to solve long term problems. You didn't even touch on half of it - Dutch is gone, do the gangs disappear from New Austin? Nearly half the game is spent helping a group of rebels win a revolution in Mexico, and when it's all said and done, Reyes is just as bad as anybody else who did the same before him. Men like Ross still exist, despite Ross' death, and as you pointed out, Jack replaces his father, nothing has changed. Yet these acts of violence are almost always taken in the name of the 'greater good'. No one ever gets to the source of the problem. They're treating the symptoms instead of looking for a cure. - Using a hunting knife to cut off a growth that has to be surgically removed. A societal problem.

I think careful examination shows that no long term problem is permanently fixed through the use of force.

Regardless of how true my theory is; the fact that any game could end with a tragedy and/or the death of it's central character and be highly regarded is a great step in the right direction. Art is just expression, hence communication. Rockstar - whether it's obvious to people or not - always has compelling things to say, I think that makes for awesome artistry.

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You can't know what you're talking about if you don't know what you're saying.

I agree wholeheartedly with all of the points made by everyone in this thread, particularly the OP. For some reason I even found myself being bummed out by the most minor events in RDR, such as when I only found out that there was a finite number of buffalo roaming the Great Plains two seconds after I'd blown the brains out of the last living one, and was greeted with a cheery 'Achievement Unlocked: Manifest Destiny' text-box flashing up on-screen.

Admittedly I don't play many games outside of mindless first-person shooters, but RDR is hands-down one of the most gripping, thought-provoking, and immersive games I've ever played. I was really engaged by the redemptive aspect of John Marston's personal journey, and as gplechuckIII mentioned, the fact that the game seems to end with Jack continuing a perpetual cycle of vengeful bloodshed was a bit of a downer to me.

I loved it, I hate happy endings.