Final Fight/Fridge

Fridge Horror

 * In the first Final Fight game, the Mad Gear gang kidnapped the mayor's daughter, and in all three installments, if they defeat the heroes, they don't kill them immediately, instead tying them to some sort of Death Trap or another. Horrific already, but in a somewhat cheesy way... until you realize that in the first game, if you lose, they're still holding the Mayor's daughter and have no further use for her as a bargaining chip, and the later games have female protagonists too. And then you realize that just because they've tied your character to a Death Trap, it doesn't mean they did it immediately, and that has very unpleasant implications for both the female and male heroes...