Would you kindly believe this is one of the most out-of-nowhere deaths in any videogame ever? Well, you expected to kill Ryan, but probably in some kind of epic battle - not beating him to death with a putter at his command. Always remember: A man chooses, a slave obeys. Unless you choose to obey, then it just gets confusing. At least they found a way to make golf interesting.
The worst part of poor John Marston's death is that tease - for one, brief, gleaming moment, you think you have a chance. You think "Hey, if I survived being shot and left for dead, I can probably take out some soldiers with this six-shooter." But it's not to be, and John Marston gets, as they say in the ol' West, "shot to death...pardner." Thankfully, your son Jack grows up to be your less-scarred clone. Shia LaBeouf, take note - if you grow up to look exactly like Harrison Ford, maybe we can accept you as the new Indiana Jones. But still probably not.
Say what you will about Bioshock Infinite, but that ending is still something else - you discover the terrible connection between Booker DeWitt and the Prophet, and realize the only way to prevent a horrible future for everyone involved is to have Booker allow himself to be drowned at the moment of his baptism.
What follows is unclear, but it doesn't take away the power of the character you've played for hours and hours realize that he needs to die to save the future.