In Nethack, you start out with a pet. This pet will help you in combat whenever it can. You can even name it. It is one of your only friends in your quest. It can become startled and instantly become hostile. Killing a long time companion that has helped you a lot can be very sad. What's worse is that you get no punishment or threats for killing them, almost stating that they were beyond hope and had to be put down.
In Azure Dreams a pretty big one happens when you make it to the thirtieth floor of the Monster Tower. A hologram of your father's old partner Beldo tells you how he betrayed and killed your father Guy in an attempt to claim the ultimate power at the top of the Monster Tower. This just magnifies your resolve to make it to the top of the Monster Tower as soon as possible.
In Special Episode 2 in Pokemon Mystery Dungeon Explorers Of Sky- Igglybuff the Prodigy, you send the episode finding and befriending the local Misunderstood Loner with a Heart of Gold, Armaldo, who turns out to be a retired explorer. Eventually he agrees to bring you along on a search for treasure, and he eventually becomes your mentor. After a grueling but ultimately successful mission, you and him return from Fortune Ravine to find Igglybuff's friends and family waiting for them, along with Officer Magnezone. They then explain that Armaldo wasn't a retired explorer, but a B Rank outlaw on the run. They then produced to drag him into custody.
In Pokémon Mystery Dungeon: Gates to Infinity, one is likely to spend most of the story thinking that the seemingly Obviously Evil Hydreigon is a major antagonist. Except when you do finally meet him in person, it turns out he's the Big Good and probably the nicest guy in the world. The first thing he does is save your skin from the real villains, then later proceeds to help rescue your partner as well, after learning that they were kidnapped by the aforementioned bad guys. In a jarring turn of events, however, while he's escorting you and your partner home, Kyurem shows up out of nowhere and freezes, then smashes him to pieces. Any Genre Savvy player would've immediately expected that he wouldn't be a permanent party member due to how overpowered he is, but the nature of his departure is another story entirely, especially coming from a Pokemon game. Fortunately, he ends up being perfectly fine in the ending, thanks to him being what's essentially an immortal nature spirit (He doesn't actually clarify on the "immortal" part until he comes back).