Grief Syndrome

Grief Syndrome is a side-scrolling Beat'Em Up doujin game by Twilight Frontier, the makers of the Eternal Fighter Zero series, the Touhou fighting games along with other Touhou fan-games, and Higurashi Daybreak.

Grief Syndrome is based on the anime and manga series, Puella Magi Madoka Magica. Players can play as Madoka Kaname, Sayaka Miki, Homura Akemi, Mami Tomoe, and Kyoko Sakura across five stages to slay waves of familiars and take down the witch waiting at the end of each stage. Unlike most beat 'em ups, each magical girl's life is dependent on her Soul Limit, which also acts a timer as it depletes over time. If a magical girl has taken some damage, she can walk it off as she can automatically replenish her Hit Points for some of her Soul Limit, but dying comes at a greater expense in order to be revived shortly after. Once a magical girl's Soul Limit reaches zero, she is dead for good until a new game starts. The game also features three-player co-op to team up against the hoard of surreal monsters they come across. Unfortunely, Grief Syndrome's multi-player is local only, but fans have created a third-party program called "GSOnline" that enables online-play.

The game was released during the 80th summer Comiket in Japan on August 13, 2011 for Windows PC.

See also Homura Combat, a Puella Magi Madoka Magica meets Earth Defense Force 2017 fan-game by OHBADO staring Homura Akemi.

Tropes used in Grief Syndrome include:

The Archer: Madoka, of course.
Bonus Boss: Oktavia von Seckendorf appears as an optional boss if Sayaka dies at any point of the game, which makes sense considering her fate in the anime series.
Cast from Hit Points: Using special attacks doesn't exactly take your character's vitality, but it fills a blue portion of the vitality guage that becomes the amount of damage the character will take from the next enemy attack.
Check Point Starvation: There's no checkpoints at all, so dying means starting the stage over.
Cosmetic Award: The game features Playstation Network-esque trophies for accomplishing certain goals in the game.
Death From Above: Madoka's special points her bow upward and rains arrows down around her. It gets to Game Breaker levels when the bosses are large enough to take up most of the screen.
Downer Ending: If Mami is the magical girl to survive at the end of the game, a still image of her sitting all alone at a table with tea and snacks prepared for the all her friends, who are all dead.
Harder Than Hard: After clearing the game, a new "lap" can played with stronger enemies, which in turn, can also offer more EXP and accelerate character growth. Each lap, though, is increased by a square-root of the lap number +1 (e.g. Lap 1^1+1=2; Lap 2^2+1=5; 5^5+1=26), and as absurdly high these numbers are, so will the strength the enemies.
Improbable Weapon User: Homura from the earlier timeline of the series uses a golf club for melee attacks and bombs that can also harm allies and herself.
Joke Character: Kyubey becomes playable if there are more players than characters alive, although he can't fight at all and can be killed off by the other players.
Meganekko: Homura from the earlier timelines in the anime series added in v1.10.
More Dakka: Mami and Homura, and to a lesser extent, Madoka.
Multiple Endings: Ten to exact, depending on who lives and/or dies at the of the game.
Wedding Day: Two of the game's ending have Homura marrying Madoka (which to Madoka, seems like a Fate Far Worse Than Death) if they are the only ones to survive in the end, and Sayaka marrying Kyoko (which they lived Maybe Ever After) if they survive in the end instead.