Permadeath
Also said as Permanent death, Hardcore mode, Ironman
When a character dies, they are gone for good, with no reloading. It may end the whole run or only remove that one character.
It gives each choice real weight, and it changes which choices are correct. It also throws away hours of a player's time in a moment, so it usually needs short runs or a big reason to accept it.
Say it
“Named soldiers can die for good, but losing one costs the player a soldier, never the campaign. And give an optional Ironman mode with one save slot for those who want it.”
Where you’ve seen it
Rogue (1980) ended your run for good at each death, and gave roguelikes their name. In XCOM, a soldier you have named and levelled for hours can die on one bad shot and stay dead, and Ironman mode takes away your save-scumming as well.
Not to be confused with game over
Game over lets you pick up from your last save. Permadeath means there is no save to go back to.