Borderlands takes place in purgatory. Everyone is completely immortal thanks to the New-U stations, right up until they aren’t, which always comes at a dramatic moment. The only people who get to actually leave are the ones who’ve either atoned for their sins or proven irredeemable and been condemned to Hell.
Bully takes place in purgatory, which is why most of the cliques seem to be from the 80s, the greasers are clearly from the 50s, but the townies have a much more 90s vibe to them. Teenagers who were pretty rotten, but too young to be condemned to Hell for it, are sent to Bullworth until they have paid for their sins or succumbed to them. The game takes place sometime in the 90s, with the latest batch of lost souls being sent down midway through the game, which is why the town only opens up partway through and all students are supernaturally held within the school building until then. All adults in the town are either angels or demons sent to encourage the children to redemption, tempt them to damnation, or just to maintain the security of the purgatorial prison.
Baldur’s Gate takes place in purgatory, and it’s all a big metaphor for struggling with the evil inside, with Bhaal representing damnation and the one mentor guy being an angel sent to guide the character to redemption.
The Final Fantasy series takes place in purgatory. Sometimes characters are deposited into a “home village” with fabricated memories of having lived there their entire life, which is burnt down about thirty minutes after arrival to explain why the characters are adrift in the world. Sometimes characters can barely remember their own backstory, slowly “remembering” the past events of their life as their blanked minds are filled in by purgatory with false lives that set them up for the moral challenges they must overcome to escape to Heaven or else succumb to and be damned. Most of the monsters and NPCs, almost always including the primary villains, are manifestations of purgatory and not actual individuals being tested, but one exception is Cid, who is always reluctant to be involved in the plot and thus never escapes the cycle. Final Fantasy VII doesn’t count because shut up.
Portal takes place in purgatory, but the plot twist is that Chell is actually a demon who’s been sent to test and torment GLaDOS, which is clearly true because of contrived symbolism pulled from five different cultures, most of which are so small and obscure that there’s no reason to believe the developers were even aware of their existence, let alone the symbolism of their mythology.
Silent Hill is just a town that wants to kill people.