Now, The Walking Dead does use the same death-as-failure mechanic as most every other game. If you don't react to situations properly, you can die and get a "Game Over" type screen. What I'm talking about here is the scripted death of your character, Lee. at the end of the game.

Through the course of the game, you and Clementine survive all sorts of horrible situations. While your friends seem to be dying off, one by one, you and Clem consistently make it through alive, if not unscathed. Each time you make it through a seemingly hopeless situation, it gives you a sliver of renewed hope that you and Clem are going to make it. Which makes what eventually happens all the more hard to take.

At one point in the story, Lee is bitten by a zombie. We know that this is basically certain death in the world of The Walking Dead. But when it happens to you, you can't help but deny it. "There must be some way to stop this. This can't be it. I can't die like this." You may even take extreme measures to try and stop the spread of the infection, but nothing will stop it.