People always complain that IV was "too dark" or "too depressing." There was plenty of comedic relief throughout the game. Hell, almost every cutscene had some humor in it. The story was just well crafted and more serious than the previous games, and looking back on it, when you ignore all the details and everything that happened, or what was said - yeah, it's very easy in summary to say that IV was "depressing."
You tell someone: "It's a story about this guy who moves to America partly because his cousin promised him this awesome life, but that turns out to be crap. He's really looking for someone that betrayed him and killed all his friends back home during the war. He constantly runs into trouble in this city, and his overall life is pretty sh*t. He finds the guy and doesn't feel any better about it afterwards like he had hoped. At the end, his cousin is killed by a bullet that was meant for him, from a guy that was sent by another guy that has been constantly antagonizing the protagonist since the beginning of the story. And in the end he's left with nothing," you bet you're ass that's a depressing sounding f*cking story.
But that's just a summary of major plot points. You overlook and forget about all the lightheartedness that was there during the story.
Basically, IV is a bit dark, and it is pretty serious when it comes to the story. But I can't stand it when people say it was "too dark" or "too depressing," because that's just completely false. Hell, compare it to Red Dead Redemption which never met the same criticism - yet its story was just as serious and dark as IV's. John Marston only really makes a joke once the entire game, compared to Niko who every once and a while throws in some snark.