1. Limbo endlessly repeats (Limbo)
That poor Limbo kid. It's bad enough that he wakes up in the middle of a monochromatic, spider-filled forest with no indication of how he got there, and that he gets smashed, gored, drowned, shocked, mind-controlled and eaten on the reg' throughout his journey. Then you get the theory that this torment goes on indefinitely, and it becomes just plain cruel.
This theory is based on the idea that Limbo opens and closes in the same location, under the same circumstances: the boy wakes up in a forest clearing, goes through his sawblade and brain-slug-filled adventure, and finishes his journey... waking up in a forest clearing. The game menu connects the two nicely, placing the ending screenshot as a backdrop behind the new game option. Add in that "Limbo" is both a solemn place between heaven and hell and, figuratively, any "indefinite state," and what this theory is proposing is sound: each time you play, you're completing another cycle of the boy's unending journey, giving the player a real feeling of being "in Limbo."