Bastion guy here:
Silent Hill might be a little too heavy load. At least the second game does. Though if nothing else, it may make you realize that some people have it a lot worse than you.
As for Bastion, it really is a rather wide interpretative angle: personally I did not think of that, but it does make sense when you start thinking about it. If nothing else, it is unquestionably a game about how things sometimes go to hell without having some kind of pure evil force having fingers in it, and about how can one get over it.
Another game that deals with this subject even more directly is Braid, actually. And it does it in a surprisingly clever way, too. Except for the fact that the otherwise rather fantastic core idea, it also drowns the player in the sea of some of the worst pretentiousness I've ever seen outside of Tale of Tales games, and it's very difficult not to leave the game ultimately bitter - even when you know there are moments of sheer brilliance in there too.
But yeah, come to think of it, Braid might be the most on-the-topic game I can think off here.
Also, if you want yourself to just drown in sea of melancholy and depression, then you can always try The Void by Icepick Lodge. Not really about breakups or relationship fuck-ups per se, and a very difficult-to-get-into title because of the sheer novelty of it's core gameplay mechanism, but really one of the most atmospheric, and utterly soul-draining experiences I ever had in video games.