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Nightmare Fuel: Arc the Lad
The basement of the pseudo-orphanage called the White House contains chairs equipped with huge rotating saws. From the same place, we learn that in order to keep its children (kidnapped at best witnesses of their families slaughter and people's genocide at worst) compliant, the people in charge of the facility force kids to take "control medicines" which pretty much end up wiping their memories (it takes Elc a decade to start remembering his past).
Elc being forced to kill Mariel under the playground where they played as children. Even worse is the Hope Spot where she breaks free from her mind control, only for a bomb wired inside her to detonate and kill her anyway.
The utterly screwed up backstories of most playable characters, and the events before the last boss. The characters have destroyed bit by bit the Romalian War Machine, freed most if not all of their puppet states, and have conquered its capital. Cue the king of Romalia breaking the seal of the Big Bad. It turns out that the key of the final seal was that a human being had to willingly choose to free him. Cue the king snapping because his kingdom is collapsing under his feet and pushing the red button. The Dark One then proceeds to kill the King of Romalia (no big deal), kills Arc's girlfriend (a big deal), and unleashes the apocalypse over the world.
Then you see a scene of the cities explored by the heroes being flooded and burned down, while most of the world's population dies. Not only were all the good deeds of Arc, Elc & co for nothing, but you are at the end of the game. No opportunity to fix anything, and if this was not enough, Arc commits a heroic sacrifice after the last battle.
The ending of the second game. After you defeat the Dark One, the camera shows all the towns that he destroyed, as well as the villagers' dead bodies.