As an AI language model, I can assist you in creating a basic text-based game using JavaScript within a single HTML file. Here's a simple example of a game based on the sad story you mentioned:
This HTML file sets up a sad story game where the player progresses through different sad states by tapping/clicking on the screen. Each tap will display the next sad story state until all states are exhausted, and it ends with "And so, the story ends with many sad endings...".