These games don't work, because sites with hints do not work. Please, help.

Look for a patch that updates your version of the game so it uses a newer website.

There is a patch at
http://patches-scrolls.de/patch/2173

Thank you, but nothing happened, when I used patch.

You may already know this, but you have to unzip the patch before you can actually run it.

The file you download is called in_memoriam_v2.3_pc_us.zip
Once you unzip in_memoriam_v2.3_pc_us.zip you get a file called in_memoriam_v2.3_pc_us.exe
It's the in_memoriam_v2.3_pc_us.exe file that you have to run to install the patch.
(The ".exe" part may not display in Windows if you have extensions hidden.)

Once the patch is unzipped,
try copying the unzipped patch to the game folder before running it.
You may have to right-click it and choose "Run as Administrator" to get it to install. I don't have the game anymore, so I can't test how to install the patch on XP or Windows 7.

Assuming you installed the patch properly, it may be that there are other issues.

The patch has to be compatible with your version of the game. If you have the US version, which was called "Missing Since January" instead of "In Memoriam," the patch may not work correctly.

Patches-Scrolls says the patch is from 2013, but that may be the date it was uploaded and not the date it was created.

There are tips on getting it working one of the comments at the end of this review
http://justgamesretro.com/win/missing

Thank you, Jenny100.
I have Russian version, the patch doesn't work.

I don't know anything about a Russian version.
The Patches-Scrolls website only has patches for the English, French, German, Spanish, and Italian versions.

Mobygames lists the Russian version here and mentions a patch for the "European version" but not a Russian version.
http://www.mobygames.com/game/missing/release-info

You could see if the patch here helps
http://www.inmemoriam-thegame.com/gb/gam6.htm

Direct link here
http://www.inmemoriam-thegame.com/fr/Patch_Missing_2005_09_05.EXE

Maybe that patch isn't specific to the language.

Thank you, Jenny100.
The game is working (I finished Chapter 1), but the sites are not supported. I sit together the walkthrough and seek nesessary sites in archive.

I think that's the best you'll be able to do with it.
If you know what sites to look for, you can search for them in the web archive.
https://archive.org/

Thank you, Jenny100.
I exactly do.
Names of sites, which aren't supported, can be seen when you follow the link. I add at the beginning "http://web.archive.org/http://", then - name of site.
Yesterday I finished Chapter 2. The game is wonderful!