In XCOM: Enemy Unknown and XCOM: Enemy Within, only the most skilled operatives dared to play on the Impossible Ironman difficulty setting. This setting limits players to a single save file, so there are no do-overs; there are no second chances. The majority of players who accepted this challenge lost quite early on in the war against the alien threat.
This is the setting for the bleak future players will find themselves in when XCOM 2 launches in November. Learn more about the setting and how XCOM lost the war in this in-depth piece on IGN.