Star Wars: Leia/Luke siblings, you forgot.

There is, of course: "I'm an honest-to-God prince."

Let's not forget Final Fantasy I: Chaos is Garland

Also, Super Mario Bros 2 (US): it was all a dream

Final Fantasy X: Tidus doesn't exist

Final Fantasy VI: Cid dies, Kefka goes nuts, Terra is half Esper, and a few others.

Earthbound: you time travel into the past to prevent pokey from helping to destroy the world with giygas as robots

StarCraft: Kerrigan becomes the queen of the Zerg, comes after you all, Tassadar DIES.

WarCraft: MOST MAIN CHARACTER DIE

Star Trek: DS9: SISKO DIES EXCEPT OH WAIT HE'S NOT TECHNICALLY DEAD WAIT WHAT

Star Trek: TNG: Picard saves humanity by blowing up three versions of his ship O WAIT IT NEVER HAPPENED EXCEPT IT DID AND ONLY HE REMEMBERS IT

Sandman: I'd post it, but I don't know if you've read that far.