Game Over

There is no real Game Over in Darkest Dungeon.

Recruiting new Heroes is free. And because of that you can embark over and over again with new Heroes.

By going in, collecting some Gold and then Dismissing the useless Heroes you can build your Gold back up, although Gold problems should be easy to avoid.

In New Game + however, there is an added failure condition where if the player does not complete the game in 86 weeks or has 12 deaths, they will get a Game Over and have their save subsequently deleted.