Shadow of the Colossus is one of the saddest games I have ever played. It has a gigantic world, entirely empty but for you, the colossi, and some small animals. The landscape is breathtaking, but devastatingly empty. There are signs of big, beautiful buildings everywhere, but they are nothing but ancient ruins.
You're not battling the colossi so much as slaughtering them. They are the most alive and also the most beautiful things in the world, despite being big and clunky. The fights are not hard - in fact, most of the time, all you have to do is cling on while the giant beast tries in vain to shake you free, and cries out in pain and distress every time you strike.
There are save points, but they are pointless - there are no other enemies but the colossi, and when you're fighting them you're not thinking of leaving and finding a place to save. It feels as though this giant, cliched fantasy realm were emptied - the elves and orcs slowly dying off, leaving nothing behind but the Tolkein-esque vistas and the massive, shambling colossi. There are tiny animals scurrying about, and you can even kill some of them, and regain health from eating them - but again, it serves no real gameplay purpose.
The feelings of sadness and of fear are enhanced each time you kill a colossus. You at first try to move away from the corpse, only to (seemingly) be killed yourself by black tendrils of energy reaching out of the corpse. After you awake back at the shrine, shades of all the colossi you have murdered are standing ominously around your body, looking down on you. It is poignant, and at the same time frightening.
Some games are like movies - you are introduced to the characters one by one, the plot is set up, and then the rise of tension followed by climax and denoument. This game is like a painting - a slice of life, a view into a scene are given to you, without background, without introductions, and you make what you will of that slice, without expecting eventual revelations. You are content without exposition, without anything other than the piece in front of you.
In fact, sometimes I enjoyed the moment so much that I hesitated to end the encounter so soon. Besides the sense of loss that comes with killing the gigantic living beings, there is also the regret that the scene must end. While I was flying around clinging to the back of a giant raptor, I regretted having to end the moment.
The raptor mirrors the one pseudo-companion you have in the game, aside from your loyal steed. From time to time, as you gallop over the land looking for the next shambling creature, a hawk will swoop down and skim alongside your mount, seeming to accompany you on your quest.
I haven't finished Shadow yet, but I think it's a piece of art to hold up in pride as an industry.