Wow. This is the kind of videogame I have wanted to see someone make for a long time.
http://www.molleindustria.org/everydaythesamedream/everydaythesamedream.html
The game was only about 10 minutes long, but it had a big impact on me. I was teary eyed at the ending.

Broken link.

Fixed. Thanks.

Not really, from that page just go to games, it is the one listed at the top.

I couldn't really be bothered to play through 5 times, but what happens after 5th step?

I really suggest playing it through to the end on your own, but here is my experience of it from my play through
Day 1.
I did what you're "supposed" to do in life. I got up, turned off the alarm, and put on my clothes. I tried to talk to my wife, but she insisted I was late and there was no time, so I went to work and sat at my cubicle. This was a familiar routine from real world life and I just mimicked it in the game. It's boring. I assume that's the point.
Day 2.
I repeated the same things, only this time I walked past my cubicle to find a ledge. I thought about returning to my cubicle, but I chose to jump rather than continue the mundane life cycle. It's interesting to me that I did this so early in the game. When faced with the choice of a mundane repetitive "game" of going to work every day, I chose death, you know, just to see what would happen.
Day 3.
My suicide attempt only resulted in the dream repeating. I awoke again. Got dressed and didn't even bother trying to talk to my wife. I felt like I snubbed her and I was too apathetic to care. She only cares if I'm working anyway. Is that all I am to her? A living breathing paycheck? I just went straight to work, only this time, I noticed the leaf hanging from the tree branch that I hadn't paid much notice to before. It's funny how you can miss those little things. As it swirls in the wind, I think of the plastic bag in the movie American Beauty. I sat and watched it until it blew away, then I went to my cubicle.
Day 4.
Every day is the same. Let's try something crazy. Death is no way out and the thought of repeating the get-up-go-to-work cycle ad infinitum is unbearable, so it's time to not give a fuck and play with the rules. I decide to go to work in my underwear. My wife tells me to get dressed. I ignore her. My boss tells me I'm fired. I laugh. Have I broken free of my chains?
Day 5.
I awake again in this dream. I've made up my mind. I'm not going to work today. I try to talk to my wife about it, but she just wants me to work. As I walk out the door and turn in the opposite direction I would normally go. There's a homeless man. I feel a strange connection to him-- he is helpless without a job, and I feel helpless with a job. We talk and he offers to take me to a quiet place. I think he's going to offer me drugs, but instead we go to a cemetary and contemplate death. This experience manages to paradoxically be both peaceful and unsettling.
Day 6.
Get up. Get dressed. Go to work. I'm stuck in traffic and I think I just don't care anymore. I get out of the car and walk away from the busy work world. There is a cow and I decide to pet it. It's an odd and akward moment between modern man and nature. I yearn for something real, yet I feel so unnatural. I suddenly decide I should go to work anyway, but as I'm walking past my office cubicle I'm still feeling crazy and I once again decide to keep walking and I jump off the ledge.
Day 7.
I wake up. I don't bother to get dressed. Since I don't have any clothes on, I think maybe I can skip work and make love to my wife to liven things up. I walk into the kitchen, but she is not there. Has she left me? There is no note. I walk outside in my underwear. The homeless man is gone. When I get in my car there is no traffic. This is weird. Has the world ended? Am I being punished for thinking of killing myself? I arrive at work. There are no leaves on the tree. Everything is barren and empty. I feel alone. My boss is not there. The data charts show a plummeting red line. The cubicles are all empty. I would sit at my desk and work, but there is no point. I feel so alone. Those people may have all been cogs, but they were my only hope at some sort of understanding. I am a cog too, surely we can relate. My absent wife comes to mind. Why couldn't I connect with her? What about the weird lady in the elevator? She must have a story. I even miss my grumpy boss in this moment. Anyone is better than isolation. I didnt realize it until they were gone, but these people mattered. There is nowhere left to go but the ledge. I walk out and am happy to finally see another person, but I realize that the person is me and I am watching myself climb to top of the ledge. I want to stop myself from jumping, but I don't know how. The music turns ominous. I realize in that instant that I now have no choice, but before, I always did. It may have felt like I could only go to work on repeat forever, but there were always little things to appreciate. Every step I took had a seed for choice. Every step, but this last one. I watch myself jump...and the game is over.
I am brought back to my real life. I am sitting at my computer. I need to get to work. And I want to live.

I played that game months ago. I love the music.

That has to be one thought provoking short game right there! It's funny I only noticed you can jump off the ledge in the last days. Same for the leaf.
At first I also thought that if you cross the road where the homeless man sits, you would get chopped by a car... I was a bit disappointed :P
Really good I've to say.

Darn it, I give up. I can't seem to trigger the last step :(

The game is so depressing for me. My town looks alot like this. Gray, uncomunicative prude people with empty faces, the same slowly killing everyday life.

What a nice little game. At first it felt like one of those bizarre animations/cartoons that occasionally crop up on late night TV, where you watch some kind of repetitive action going on that strangely draws you in but you don't know why, but then you're actually playing it. It quickly draws upon you the kind of things Jungletoad said.... you start to try and see what you can do to change your character's mundane life. It's thought provoking because it draws parallels to our own lives. Same thing day in day out, but here you're forced to try and find some little way to change it and you want to. It becomes quite predictable, especially the end, but the artistic style and the music is excellent. A nice find that.

First thing I did was of course to jump. :P
Had to use a walkthrough for the leaf, though.

Interesting. Our playthroughs were virtually identical, and I deliberately didn't read yours until I'd played it through myself.
On day 4 (probably) I noticed that the leaf fell from the tree as I passed it. I turned around and caught it, and looked at it closely for a moment.
That's the only thing I found that you didn't. I think the "game" is very well executed, although I think it is too simple. I'd like to have more options. Love the graphic style and the music though.
This made me think about an interesting idea for a game. Groundhog Day. Same concept as this one, but played out in a much larger, living, breathing world. Sort of like Postal 2, except everyone has a scripted agenda that is repeated each day, unless you disrupt it somehow, directly or indirectly. For each "mission", you would have to complete a certain task, which would require you to replay the day over and over again, exploring the world and the things going on there, in order to figure out a way, any way, to accomplish your task. (If you haven't seen the movie Groundhog Day, then go do so, right now).

I wanted to cry.

Wow. The game really has this deep, depressing story.
Thank you for the link. Too bad its flash though, this game deserves a dedicated Windows / Mac OS X / Linux version.