Captain Brenner'sHeroic Sacrifice in Advance Wars Days of Ruin, especially after how close he and Will become. In his final scene you have him on the radio and he expresses joy about the impending nuclear blast, just because it reminds him of the sun.
Brenner: Look at that... it's beautiful... it's like... the... sun...
Marona in Phantom Brave is a sweet, kind-hearted young girl who gets All of the Other Reindeer reactions by the very people she tries to help to the point that, to quote one editor, he "has never actually wanted to commit genocide on a fictional world before."
This is shown most powerfully in the first episode where, after eliminating demons from near a village, a small child offers Marona a candy...and then its mother snatches the child away and basically shouts "What were you doing to my child, you evil little monster?" And this is said in a tone so fearful and full of hate not even people in horror movies performing Heroic Sacrifices would use it. To a thirteen year-old orphan.
The remake for the Wii gives another in the form of Carona's backstory: what's the one thing they could do to make Marona's childhood even worse? Take away Ash, leaving her completely vulnerable to the raw hatred of the world, then have her lose to Sulphur, then be enslaved by a dark god who holds her entire world hostage and forces her to travel to alternate Ivoires and kill, betray, and enslave other Maronas.
The Suikoden series raises this to an art form; the back of the boxes promise death, war, and betrayal, after all. In the first game in the series, Gremio, the Heroic Mime's axe-wielding nanny sacrifices himself to save the party. The player gets to listen to Gremio's last words as he's devoured by flesh-eating fungus. This scene led to more than a few tears from the series' fans. It's happened many times since, and longtime fans are wary of liking a character too much, since they tend to up and die or switch sides at a dramatic moment.
Oh by the way, on Gremio's killer, Millich? You have to forgive him for the kill or you get barred from the best ending. As if giving you another indirect punch for requiring you not to take righteous vengeance.
In Millich's defence, he wasBrainwashed and Crazy at the time and can't really be held justifiably accountable for his actions. That, of course, arguably makes it worse — in most games, the person who does something like this is an unlikable Jerkass and deserves to die (case in point being Luca Blight). Sometimes, you can praise the depth and moral complexity of a story whilst simultaneously cursing it for not giving you a free escape clause where the heroes are pure and good and the villains are clean-cut evil.
The first Suikoden also features the Heroic Mime's older friend Pahn fighting a duel against the protagonist's father. The first time you play the game and if you haven't been using a guide, you probably opted not to use Pahn when he came back through the Face Heel Revolving Door. By that point, he's pretty far under-levelled, his weapons need a massive investment of funds to get up to par, and his Boar Rune kinda sucks anyway. Plus, by this point, his awesome teamup attack with Gremio is obviously gone. It's actually a three for one player beatdown. The first is when Pahn dies to hold off General Teo. The second is when you read a guide and realize that you could have saved him. The third comes when you realize that you needed him alive to bring Gremio back. Ouch, Konami. Ouch.
Suikoden II has several Player Punches. During one of the last missions of the game, your sister Nanami is struck by an arrow from one of the guards of the treacherous leader of Rockaxe (who were trying to kill both the hero and Jowy while they were fighting). What makes this scene more of a Player Punch was Nanami's major role in supporting the hero, and after she is struck, she tells the hero how happy she was to be his sister. Whether she dies for real or survives but leaves the war is up to whether the player recruited the 108 Stars of Destiny or not.
Whether Nanami survives or dies also depends on two other factors, strangely enough. One, the player needs to be fast about a dialogue selection that occurs (though which option is selected doesn't matter). Two, Nanami needs to have a defense of 121 or greater to survive the blow (in order to trip up Genre Savvy players who already know what's going to happen and unequip her armor to keep it from being Lost Forever). Decent armor is a must.
Pilika is Player Punch fuel. This five year old is easily the most tragic character in the game. She not only has her village burned and her parents killed by Luca Blight, she is almost killed by him as well. This event renders her mute for most of the game. She is apart from her dear friend and caretaker Jowy (who she rescued early in the game) for much of the game and it made her feel lonely. In the end, a Tear Jerker scene shows Jowy telling Pilika that when he leaves, it's good-bye forever.
Attempted to invoke it in Suikoden III, but it unfortunately failed. Hugo's best friend Lulu (he's male, incidentally) dies at the end of the first (and second) chapter. It's supposed to be sad, and indeed Hugo is wracked with grief. However, since Lulu himself is whiny, irritating, not that bright, and pretty much useless in a fight, the player is generally something other than sad to see him go — though, in some cases, since the average player is quite fond of Hugo, his own grief can serve as player punch material on its own. And if not Hugo's grief, then that of Lulu's mother when you tell her she's just lost the last of her children to the war.
Suikoden IV can be quite brutal at some points where there's a But Thou Must if the player gives the wrong answer. Not getting the 108 Stars of Destiny also can cause a bit of a Downer Ending.
Suikoden V pulls this and all, repeatedly — including once during the game's prologue when you're led to expect something nasty to happen to the happy status-quo anyway. The hero's family is so carefully set up and portrayed that of course the player will come to like them... and then the assassination attempt comes. And then it looks like they're actually going to pull through - the family evaded the sleeping poison by pre-empting it with an antidote before the meal, and then the Queen and her husband proceed to make mince-meat of the horde trying to kill them by sheer weight of numbers. Except the Sun Rune drives the queen beyond sanity again, and when someone says something to her, she snaps, rounds on them, and wipes them out as she had been doing to the assassins... only to discover too late that it's her husband in the energy sphere, and is only able to prevent it killing him long enough for him to tell her he loves her before being unceremoniously wiped out. Everything just goes wrong from there.
Suikoden Tierkreis has its own fair share, such as when the player's forced to watch the brutal results of Cosmic Retcons unfold. One of the worst, however, is learning that your friend Cougar suffered this, and not even his own people realized it; he'd been Ret Goned at first.
An entire country is erased from existence, and you can't bring it back at the end of the game, even. Nobody outside the 108 stars remembers it was ever there. And that son-of-a-bitch Valfred somehow can't understand why people are horrified by his crime, he's that self-centered. At that point, even the revelation of his motives doesn't earn him sympathy — you'll be quite glad to crush his dream in penance for what he and his allies have done.
Fire Emblem: Genealogy of the Holy War has an example that's particularly haunting. Halfway through the game, Sigurd's former ally Lord Arvis betrays him and orders his mages to slaughter nearly every playable character in Sigurd's army, at least a few of which the player must surely have developed attachment to at this point. Arvis also reveals that he has taken Sigurd's wife (who has been brainwashed) as his own before personally murdering Sigurd with the legendary Valflame spell. The rest of the game takes place 17 years later, starring the children of the slain protagonists.
Quan and Ethlyn beforehand. They arrive with a contingent of Lance Knights to assist your army, and were (slowly) crossing the Yied Desert until a contingent of Thracian Dragon Knights appear at the rear. Armed with lances that are super-effective against mounted units and unfettered by movement penalties (which sand terrain does on ground units), they proceed to slaughter the entire army, culminating with Quan and Ethlin. Additionally, if Ethlyn dies first, the leader of the Dragon Knights holds her daughter hostage, forcing Quan to disarm himself so they can kill him more easily. Oh, this also happens in-game, so you can send your flier down and try to rescue them, but you'll end up breaking the game.
Blazing Sword: When Leila was slaughtered on Ephidel's orders, her mutilated corpse was left out for you to find and Ephidel mocked you over it. Many a player has cried. Matthew's heartbreaking moodswings between being drastically, flat-out dead-depressed and acting optimistic and pretending that nothing was wrong, compounded with how he talked to her like she was there... that cued another tearfest.
Ninian's death. Especially if you maxed out her support level with Eliwood. That one is such a punch that it needs some expansion. To start: One of your party members is the Mysterious Waif dancer Ninian, a Proper Lady who dances for the group, whom the young Lord Eliwood seems to grow very fond of... Later on, however, she is taken away by the Big Bad Nergal, having offered herself as a hostage to protect her brother Nils, forcing Eliwood and the others to find a weapon to defeat Nergal, namely the titular weapon, Durandal. But just after claiming the weapon, a dragon appears. Eliwood easily takes it down, but then he learns from Nergal himself... that the dragon he fatally wounded... was really Ninian. This is pretty painful on its own, but if you've gotten their A-Support conversation, that makes it even worse... Imagine killing the person you love and not knowing it until it's too late, and not only does she not blame you, but she's glad that she didn't harm you while in her dragon state, and she also begs you to finish saving the world right before breathing her last. Fortunately, she is revived by one of the legendary heroes, although if paired she will still die young.
Eliwood's father, Marquess Pherae's death was a huge punch. For almost ten chapters, Eliwod has been searching for him while untrue rumors fly that Elbert is working with the bad guys. Eliwood and co. finally find him near death on Dread Isle. Enter Big Bad Nergal, who kills Elbert to open the Dragon's Gate. The game presents a heartrending still of Eliwood holding his dying father in his arms and weeping.
Hector's death in Sword of Seals counts as one for anybody who played Blazing Sword first, especially since it was orchestrated by Zephiel, the once-kind-hearted-prince of Bern that you had to rescue in the prequel.
On the same note, you can force Nino to kill Lloyd or Linus. Again, more of an example of Video Game Cruelty Potential. The worst part is, they don't make any attempts to attack her on enemy phase, making them very easy to defeat and one of the easiest ways to level Nino fast. ...Am I going to hell for that?
Actually, Linus does attack her. And it obviously doesn't make things better.
What about Myrhh in The Sacred Stones? You can force her to kill her own freakin' father, Morva! And none of the main characters (except for Ephraim — and only if you're playing his route) will ever know until after the battle! Nice job.
Lyon is a very kind man who legitimately cares about his people. Granted, he envies his friend Ephraim, but just how much he was driven by that envy is debatable. He tries to bring his father back from the dead, and ends up possessed by the Demon King, who then uses his new vessel to start the war that drives the plot. You have to kill him, regardless of which route you play. If you play Eirika's route, it becomes clear that he loves Eirika, and he finally gets up the courage to tell her just as he's about to die.
In your first playthrough of Fire Emblem: Radiant Dawn, you have no choice but to kill the king you spent almost all of part one searching for and then trying to get up onto the throne, because according to his research, it's the only way to break the Blood Pact he was tricked into signing. But guess what? It doesn't work. So basically, you were forced to kill the poor man for nothing. Thankfully, your second playthrough onward lets you Take a Third Option.
Because of the excellent characterization, this can happen with just about any character death, depending on how much you care about your troops.
Later, you meet Lucina, Chrom's Kid from the Future who went back in time to prevent his death in the first place. At one point, she considers going as far as killing the Avatar to prevent them from becoming the Bigger Bad. Except it's possible for the Avatar to become her husband or mother, and yes, The Dev Team Thought Of Everything, this changes the scene and makes it even more painful!
Chapter 9 consists of clearing a courtyard of enemies so that Emmeryn can be safely extracted by air. However, at the very last minute, Aversa summons a veritable army of risen archers that promptly insta-kills the Pegasus Knights that were supposed to do the extraction, rendering your efforts up to that point utterly pointless. Worse, Emmeryn is forced to sacrifice herself to keep Chrom from surrendering the Fire Emblem for her life. The next chapter does nothing to uplift the mood.
Jagged Alliance, in the spirit of X-COM, has permadeath for the player's team. If you get one killed, heroically or not, their friends and/or lover who saw it happen will have a response.
Jeanne D Arc, being about Joan of Arc, naturally deals with the whole "burning at the stake" bit. Only, in this case, it's Jeanne's childhood friend and almost-sister Lianne who is captured and sold to the English, due to her having been made to impersonate the real Jeanne while the latter was presumed dead. Made even worse in that you're set on a course to rescue this character, the enemy deliberately blocks your way (not to defeat you, but merely to slow you down) and you make it just instants after Lianne has been burned at the stake. A thirdPlayer Punch comes when Roger, who has been trying to save Lianne on his own (and almost succeeded, too) takes this personally against you, and promptly pulls such a hard Face-Heel Turn he actually turns demonic.
Similarly, La Pucelle features a chapter where the party ends up a hundred years in the past and meets the girl Croix keeps seeing when he looks at Prier. The girl, unlike Prier, is sweet and kind, and a devoted follower of the goddess Poitireene... during a time when they're being persecuted. On top of that, she happens to be Croix's fiancée. Then the plot happens. She gets sold out by another villager jealous that she chose Croix over him, and your party has to race to stop an execution you already know is going to happen, since it was shown in a flashback (plus complications that make this a bit of a Scrappy Level). Unfortunately, You Can't Fight Fate, and to make things worse, the Croix from this time period also arrives too late. The shock of seeing his (pregnant) fiancée unjustly murdered (for a second time, in one case) triggers both Croix to merge and become the Dark Prince, the archenemy of the Maiden of Light.
Tactics Ogre, The Knight of Lodis has one hidden in the canon Downer Ending. Turns out that having your best friend and love interest killed/sacrifice themselves does nothing for your Wide Eyed Idealism. The character you've been playing turns out to, as a result of your choices, become one of the main antagonists of the sequel. There's a reason why the 2nd best ending is generally preferred (Hero lives, love interest lives, both walk off into the sunset and out of the history books).
When the original Tactics Ogre gets revealed, a new character, Ravness Loxaerion, a Lady of War, is introduced. However, when you had to make the decision to burn or spare Baramus... If you choose NOT to burn Baramus, then as a 'bonus' of Vice's Face-Heel Turn, he kills Ravness on the spot, made more painful if you have finished the game with the Law route first where she lived.
What happens to Karen in the first Front Mission will make you want to kill Driscoll, revive him, then kill him again. Thankfully, the game actually lets you do that.
It's revealed she survived being Stuffed Into A Fridge and was working at a hospital... just in time for Driscoll to kidnap her and turn her into a CPU Chip! She is re-kidnapped in the fifth mission, but not revealed as dead until much later. You use this chip to kill Driscoll. He turns himself into a Giant Killer Cyborg. You kill him again.
Arc The Lad II could be called Player Punch II: The Game.
First, when Elc has to kill Mariel, his first love interest, right below the playground where they played together 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.
Then there is the fact that Arc finally found his father, after literally YEARS spent looking for him, going into exile while being framed as a terrorist, and he dies 4 minutes after that. Finding his father was the reason he started his quest.
Then you can add the utterly screwed up backstories of most playable characters, and finally 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 Big Bad 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 sadistic scene of the cities explored by the heroes being flooded, 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.
Final Fantasy Tactics — Algus was already an unlikable, classist jerk, but he seals the deal when he shoots Teta at the end of the first Chapter for no reason other than "her life has no meaning to me".
This game is made of this trope. Algus crossing the Moral Event Horizon is just the first. Then you learn that Ovelia, who Ramza has just stormed an execution site and then a castle for, has decided to take the Shrine Knight's offer. Then Ramza's sister gets kidnapped. Then you learn that Rafa hates Barinten not just because he killed her village, but because he raped her, which Ramza discovered right after finding out that killing all those guards was useless, because his sister is already gone. It doesn't get any better when Ramza finds out that his sister has actually been taken to Hell itself, and that if he wants to follow to stop the apocalypse it's going to be a one way trip. The worst part is that you know Ramza's struggles are ultimately for nothing, since Delita Hyral is going to wind up king while Ramza's deeds are going to go completely unrewarded. At best, Ramza fades into obscurity at the end of the game. At best.
Somehow even "made of this trope" doesn't quite do Tactics justice. That character you like? S/he dies. Ramza and Alma might live, depending on interpretation. Aside from those two, of about 50 characters in the game, FIVE survive, and Delita is the only major one among them. The ending to the game is one of the nastier punches out there.
*Sigh* Again, there's no confirmation that all your allies died or not — just because they weren't with Ramza and Alma doesn't mean they didn't just part ways after the final battle. It's still quite sad, though, that you have no idea... in the end, the one bright light is the revelation that Olan's descendant Arazlam Durai will reveal the truth and vindicate them as heroes, 400 years into the future.
When put in conjunction with other Ivalice games, this game has a very different kind of player punch. Final Fantasy Tactics Advance gives us a different kind of Ivalice, where strange races abound and everything is magical; it's a false world, but one that bases itself on something magnificent. In Final Fantasy XII, we are properly introduced to the world of Ivalice past, a heartbreakingly beautiful place of airships and magic woods, with several interesting races and its own unique society. We can't help but fall in love with the Moogle Mechanics, Magical Viera, and Brutish Bangaa who populate every corner of this magical world. Final Fantasy Tactics A2 takes this further by dropping dramatics with a much lighter tale than FFXII, about a boy going into a book and having an adventure. We even get to play our old favorite races and some more! Then you go back to the first FF Tactics, which chronologically, takes place after all of this... All of the other races, all of the airships, everything is gone. By Vagrant Story, Humes can't even remember magic anymore. Talk about a Crapsack World.
Final Fantasy Tactics A2 has a painful player punch for one mission where someone requests some zombie powder so that they can die and end their misery. Luso learns from the Witch of the Fens that taking the powder in large doses over time will not outright kill them, but will turn them into a zombie while they still retain their memories. Luso then learns from Ezel that the alternative to this is to make a draught where the user will lose memories instead. From there, you have to make the ultimate choice in the mission; do you do what the requester asked you to do or do you do the opposite and get him something different so he can still live? Doing either option still makes the mission completed, but the choice you make won't easily be forgotten.
Another quest is to rescue some miners trapped in a cave-in and menaced by undead monsters. When you get to the mine, all you find are spirits and zombies... and then a note from the miner who gave you the quest saying that they were already gone and those zombies you killed were the miners. Who you did a kindness because you released them from their tormented state.
Tactics Ogre gives several of these... you learn that many bosses you fought throughout the game are architects, philosophers, twins, mothers-to-be, or were just fighting to get money to pay for their sick daughter's medicine. Matsuno really hammers in the point that war brings in a lot of people who don't want to be there... and does so even more effectively than Final Fantasy Tactics.
XCOM, in any of its incarnations, is entirely built on this. Being able to rename and customize them can lead to the player becoming attached to them as they progress in level; however, it doesn't matter how advanced or strong your soldiers are, the risk of them dying in the blink of an eye because an alien outmaneuvered you or got a lucky shot is always present. Having one of your troops die unceremoniously after having taken them on a dozen missions and making them look like your friends is a common scenario players bring up to mention the emotional investment one gets to their troops. Its latest incarnation features a memorial wall to your base which lists your fallen soldiers...complete with the Last Post playing in the background, reminding you of your failure to get them home alive.