The stanley parable, in a way.

the end is never the end is never the end is never

The Far Cry 4 secret ending.

That part at the beginning where you're sitting at the table with Pagan Min and he leaves briefly giving you a chance to escape. If you just sit there and don't do anything for like 10 minutes, he actually comes back and takes Ajay to place his mother's ashes. Then the game ends without a shot fired.

In Sonic 2006, the entire game plot happens, but the solution to the core conflict is to do some time travel shit and cancel the entire timeline

Arguably Mass Effect 1.

You spend the game warning about the reaper threat and you are constantly brushed off. Then the bbg attacks the citadel and you fight them off.

Second game: oh that plot from game 1? Yea, that was an isolated incident by different species and not the enemy you were warning is about.

Game three: HELP!!! The friends of bbg from game 1 are attacking you have to save us.

Stanley Parable

BioShock 3. Game establishes that it is a multiverse. There are many worlds/universes, but there is always a girl, and always a light house. You did something bad and it caused suffering. At the end of the game, you go back and change something, and create a bright happy future. Everyone sings Kumbaya (literally they play a song called break the cycle). The idea is that there was a single event and everything bad happened because of that. Going back and stopping it prevents all the bad stuff. The problem is, that only works with "Back to the Future" style time travel. The game already established it is a multiverse. So yes, you did create 1 future where everything didn't go to shit. But because it's a multiverse there are still an infinite number of universes where things are still very bad, and there is suffering. For whatever reason the writers just didn't think about that I guess? It seemed really asinine at the time I played it.

Driver San Francisco kinda. You spend most of the game in a coma, but you do wake up and do some real stuff for the ending.

Depending on your definition of nothing happens, Mad Max too. At the start of the game Max loses his car, meets this car fanatic and for the entire game he helps you build the "Magnum Opus", the most badass car the wasteland has seen. At the end, you lose your Magnum Opus, he gets killed, and you get your original car back. You have a big impact on other people throughout the story, but as far as the protagonist is concerned, he is pretty much exactly where he started.

Gone Home

Good story, tho

2017 Prey, sadly.

The Last Of Us.

The entire plot is about getting this girl to a location, only to get there, kill everyone and leave again. They could have stayed at home and the result would have been the same.

Same with The Mandalorian, the ending in Boba Fett completely invalidated the entire show. But that isn't a video game.

Firewatch was the biggest disappointment for me because the big mystery they hype up for most of the game just ended up being a nothing burger.

Minecraft ? Other sandbox games ?

This reminds me that there's an official fan translation for Persona 2: Eternal Punishment PSP version. It has some many quality of life improvements I was holding off on completing the duology until it was available.

Halo 3: ODST. You start with your squad, get separated, get back together, and then the game is over. Nothing significant changes except some sexual tension is resolved and an engineer joins the humans for a brief moment.

A game I like, and I'm not sure this fits 100%, but Voices of the Void.

Keeping things as spoiler-lite as possible, you're a lone radioastronomer at a deep-space listening outpost in Switzerland. It's a horror game, so there are "things" out there, but whether or not you get involved is kind of up to you.

Thing do happen, but not to you. You are just a witness to events far beyond your comprehension.

The Long Dark. Nothing will change. Death is only a matter of time.

Every Zelda game is a sisyphean adventure where you never really defeat the evil or restore Hyrule, you just reset the board for the next evil apocalypse.