The lady sits and stands and sleeps,
forgotten, in her tower.
Dreams line up to play with her.
A new game every hour.

There's a fun old game of Hide and Seek
in a room that's bare as sin.

Of course she came up as normal for every test they ran. That was the whole point of her. She existed to be normal, to fool everyone, including herself. When the coffee machine in the small break room a few hallways down clogged, nobody thought it could be SCP-1943. When a rat got into the circuitry through a loose panel and bit through a few crucial wires, unlocking half of the cells in Site-06-3, the only thing that Sarah Gruenwald did was hold her door shut until a security officer called through it to say that the breach had been contained.
No culprit aside from bad luck was considered when SCP-1669-65 appeared in a corridor with a small but incredibly powerful bomb strapped to his chest. As the site dissolved into chaos a much, much larger bomb under the ground was activated.
As the architects drew up the plans for Site-06-4, where the few humanoids that they had been able to evacuate would be housed, nobody ever imagined that SCP-1943 had done anything but sacrifice herself to save an old coworker. How could they? She was just a normal, scared human being.

There's the game where winning lies in
The perfect placing of a pin.

Sarah woke up and ached everywhere. She had spent hours in a machine, being thrashed around, injected, and tattooed all over her body.
Now she was bound hands and feet with a single rope that had been braided in the most complex pattern she had ever seen. She would have screamed, but her mouth was gagged with the same dusty hempen rope. She was wearing a simple white silk robe, and being carried over bare red rock by two large men, both patchworks of human, machine, and magic.
The Insurgency.
She was set down at the center of an immaculately drawn circle covered in strange runes. The sky above her was black, no stars, no moon. Out side of her field of vision, there was the sound of paper being unrolled, and a voice called out, "Has the Portal been de-humanized by its former friends?"
"Yes!" came the reply.
"How long have the runes sat untouched by the wind and rain?"
"79 days and 13 hours!"
"What is the exact longitude and latitude of the Portal's heart?"
"25.34505683 degrees South, 131.036162539 degrees East!"
"Then let it begin!"
There was chanting, hours and hours of chanting, and dances, and fire, and water, and other liquids, until finally one of them stood before Sarah with a knife. The blade plunged down, and pierced her chest. As Sarah Gruenwald's vision went dark, something began to fade into being. An eye, serpentine, glowing in the blackness. As the Portal died, she heard the poisonous hissing of a being that would not stop until the entire world dissolved into the black.

There's the game where she must make sense from
The howling of the wind.

One night, after dinner, SCP-1943 complained of mild chest pains to her guard. The site medic came to have a look, and told her that it was probably nothing, but she would come back in the morning. Later that night, Sarah Gruenwald suffered from a heart attack and died.
It was a regrettable incident, but as far as the Foundation could see, nothing had happened. Of course, they had always been blind.
The universe was connected, in ways that nobody had yet been able to fully understand. There were threads, curling and spreading through space and time. If they could have been seen, they would have made the most beautiful patterns. And now, one crucial thread became slack as the force that supported it died away. Small but significant subatomic particles at the edge of creation were nudged just slightly out of alignment. These caused further jostling among the atoms, bonds broke, and order began to unravel at the seams.
It was years before the entropy had spread far enough that the Foundation could observe it. It was catalogued as a Keter threat and plans began to form. Coincidentally, it was given the designation 1943, a space that had been left open for several years by sentimental researchers.
They were too slow in their planning, however. The chaos spread too far, too fast, and the entire world was swallowed by it.

But no matter what the game may be,

Sarah Gruenwald spent the rest of her life as an SCP. Researchers she had known eventually got promoted, and appealed for her release several times. But there was always some test that hadn't been tried yet, or the Insurgency mounted another raid, or there was just some niggling sense of Doubt, of some stone left unturned, some route left untraveled, that kept her exactly where she was.
Then… she was just another SCP object. Those old friends got promoted away, to new sites, and nobody was left that really knew her. To them, she had always been SCP-1943, so she must be an SCP for some reason. The Foundation trained their Humanoid researchers very well. They took her out from time to time, interviewed her, ran some of the old tests, and took dry notes that they added to a file, and never once referred to her by name, or recognized her gender with any term other than "female."
Then she died. Her remains were tested and found to be non-anomalous. The Site Director shook her head once, and signed the paperwork to award SCP-1943 a posthumous Foundation Star. The body was burned, and SCP-1943 was reclassified as neutralized on ██/██/████

The lady never wins.

Fred was momentarily distracted by the difficulty of weaving through the various futures, and cursed the author and multi-outcome stories for making him expend an entire sentence on that.