Take Bioshock for example. In Bioshock there is virtually no penalty for dying. When the player dies, they are immediately transported to the nearest checkpoint, of which there are plenty, and given some life. No health packs, ammunition, or money is taken as a penalty, and the player may continue stress-free. A player could choose to play the entire game with a wrench for a weapon, simply dying, spawning, and continuing through each enemy slowly but without any cost. I think that free resurrection is a bit too forgiving for a horror game. It was a refreshing break from the more traditional sparse checkpoints or quick-save features in other horror games, but in the end just meant I never really had anything to fear. The worst case scenario would be running out of ammo and having to tediously bludgeon your way through the level until finding more ammo. Bioshock still falls within the horror genre, but with the vita-chambers (regeneration stations) turned on, the game has a stronger mow-them-down feeling at times than other horror games.
When I began playing Silent Hill 2 recently was when I rully realized how important the procedure of dying is when playing a game. In the beginning of the game, I found myself repetively killing zombies who, due to the lack of a health bar, I had assumed could not kill me (their only attack seemed to be bad breath). After several violent encounters and pungent doses of zombie breath, I encountered a crawling zombie bug approximately the size of my avatar's shoe. When I walked over for closer inspection, the bug crawled under my avatar's feet, which then promptly fell to the ground and gave way to a "game over" menu. Unaware that I was even capable of dying, the game had felt more frustrating than scary up to this point. No information as to what these creatures were, what buttons to use for combat, or what my health was had been given to me after twenty minutes of mindlessly clubbing zombies. Perhaps the creators were trying to make the game incredibly mysterious (there was lots of fog), but in this instance too little information was available to create a successfully scary atmosphere. As in Dead Space, the creators were likely aiming for a fully diagetic experience with no interface on the screen. However, without some method of relaying information about the player's health status to the player, a game forgoes a level of fear otherwise attainable.
Checkpoints or save points are the two most commonly employed methods for saving in horror games, both with their own advantages and disadvantages. Checkpoints are more convenient for the player, and I would argue are therefore less scary. Save points can be well hidden and missing a save point can result in the player having to repeat large sections of the game, a large incentive to stay alive. The ability to save whenever the player chooses (a quick-save option), such as in Bioshock, further detracts from the player's fear while playing a game. If a player is quick enough, they can save before death at any point and avoid any penalties incurred. This acts as another security blanket for the player, and any security blankets are going to detract from the horror of the game.
Death in most horror games is almost inescapable. How the game permits the player to handle death is directly related to the scariness of the game. When death is avoidable, predictable, or irrelevvant to the advancement of the plot, the game becomes less scary. The information given about the avatar's remaining life is also essential to gameplay; with too much information the player will feel disconnected from the game and therefore less scared. Conversely, as in Silent Hill 2, the player can be left frustrated and confused if too little information is provided.
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