Did you ever play Mafia? You turned from an usual taxi-driver into a really bad guy. And you can "win" all your levels but the player dies in the final cut-scene. You were evil, you know, and this was the paycheck

In some RPG's you had to melt your evil and your good side to end the game and this resulted in death as well.

I think this approach is not new at all. But to be honest: There are so much people around the world and there have been. All stories are told. We can only alter them and put them into a new location. That is nothing new but still can create amazing stuff.