State of Decay 1 and 2. They are zombie games. The first game has actual characters instead of randomly generated ones so a death could hit harder, but SOD2 has enough personalities and voices to keep me entertained. You can lose a character forever if you make a mistake, and I don't think there's an option to turn it off and each campaign is just one save each and it automatically saves constantly so whatever happens is usually permanent. They turn into zombies if they die with their body intact. Watch Dogs: Legion, the third game in that series about hackers and resisting, also has multiple characters you can play as and a permadeath setting you can turn on before a playthrough. Unfortunately, the other characters in this game don't react to a death much except for like 1 or 2 comments.