Creating a Hopeless Atmosphere

A scarcity of resources (money, food, ore, etc) makes things feel grim. In Agricola, I don't feel "grim", but rather feel "stressed". I think that a different theme (horror or post-apocalyptic) would morph that feeling to "grim".

Pandemic is a game that creates a hopeless atmosphere through both the mechanics and the flavour.

First of all, it's a team-vs-game format. Everyone is trying to work together to control the spread of several viruses that threaten our species.

Every round, the plagues spread. By adding cubes onto a map, you can see the plague spreading to neighbouring countries and getting out of control.

There's also a "doom track" or something. Every time there's an outbreak, you move the counter on the doom track one step closer to the end. It can't move backwards, so there is no hope of that, and you know that as it gets more and more out of control, the doom track moves faster and faster. It definitely helps to create a feeling of hopelessness.

Flavour-wise, this game takes place in the modern age, on Earth. It reminds us that this scenario is possible. It has that connection.

Betrayal on House on the Hill is another example of a game that creates a sense of hopelessness. It's got a horror theme, which you mentioned you liked to see in games. This game is also a team-vs-game type of game, for the first part. The idea is that you're with some friends exploring a haunted house. Each time you move to an unexplored room, you bring a new tile onto the board.

There's a "haunting" mechanic, similar to the "doom track". When the haunting is triggered, one of the players in the game gets possessed and betrays the team. In this second part of the game, it becomes players vs the betrayer.

These are just two examples of board games that are fun and exciting through sense of hopelessness.

One thing to consider is "Irreversible Consequences".

I've played many games that allow you to prevent bad things from happening, but don't allow you to fix them afterwards. This could be a "Threat" track that causes more dangerous enemies to spawn or have a number of beneficial power locations that WILL be removed from play as the game progresses. You could even just makes wounds permanent or a limited total amount of ammunition. With no way to recover... the player will slowly find himself growing scared.

While this technically won't be a "Isolated" feel at the beginning... it will quickly spiral into despair. The loss of something important will hit them far harder than it never existing in the first place.

I agree with Procylon and McTeddy. I feel most grim with games that I feel I have invested something personal into the game. Specifically the characters. Even if it is just some basic customization. So the grim part is facing a consequence of some action I took. The characters death or wounded or something. Or lose of resource in some way. But something that I feel somewhat invested in.