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Tear Jerker: Bastion
I don't know about you, but on a certain level, hearing Ruck's narration as The Kid makes his way through some ruins of the city, and finds tons of people, turned to statues of ash, brought tears to my eyes. Each one of those people has a name. Each and every one had their own life and their own dreams, and you find them all turned to ash, and Rucks remembers them all...
Rucks: "The Jawson Boys? They didn't make it. Never got to see what it was like beyond the walls. Nordy the bird boy? Didn't make it. Grady Senior, Grady Junior... didn't make it."
Zulf's Theme. If the lyrics and minor key weren't enough, consider the context it's played in.
Arguably, if you choose to take him with you, the tone of the whole situation suddenly becomes much more optimistic and reinforces the Moment Of Awesome everyone's having. Against all odds, despite everything up to this point, he's still getting saved. He probably doesn't know about it yet, or believe it, but he's gonna make it.
When the Ura attack the Bastion, if you're not quick enough, any pets you collected can die, with a heartbreaking voiceover to accompany the moment.
Rucks:Our baby Pecker, he don't make it.
Rucks:Our li'l Squirt, he don't make it.
After returning from the Tazl Terminals, you get a bit of this mixed with a dash of awesome at the end. The Kid lands back at the Bastion, flat on his face as usual, and...
Rucks: Hey, Kid.
The Kid pushes up a foot, then falls back to the ground.
Rucks: Get up, Kid.
Kid manages to make it to his knees, then collapses again.
Rucks, worried: C'mon, now, that ain't funny. I said get up.
Kid struggles, and finally gets to his feet.
Rucks, relieved: Now that's more like it.
Some of Rucks's narration when you leave a place after taking the Core or Shard, really drives home the fact that the place is dead and gone. There's a real feeling of loss and sorrow when you leave, and can never return
Rucks: And now, ain't nothing left for nobody, down at Cinderbrick Fort. Rucks: With a good spyglass, you can still see the Cauldron from the city. But all the fires died out; there's nothin' left of it.
The journey to Mount Zand. You find that the beasts of the Wild have banded together to make a "Bastion" of their own. Young and old all fight ferociously to keep their own safe haven alive. In the end, they're all survivors, trying to make their way in the ruined world, same as the Kid and Rucks and Zia. Rucks knows this. The Kid knows this. "But we really need their Shard." Even with Rucks's narration assuring you that the Bastion will save them as well, will make everything better, it's really sad to see just how alike they are, knowing that you can't reason with them or convince them; only kill them.
The point that really makes the exit from Mount Zand sad is that, after you take the Shard, you're beset by a final pack of Wild beasts, including two of the giant flower creature seen in Jawson Bog. You can try to fight them, but Rucks's narration will say that the Kid doesn't need to deal with them anymore. The proper answer is to just run to the Skyway and leave. The beasts of the Wild don't even get to have their last stand.
Leaving Zulf at the Terminals. Bonus-the song that plays when you fight your way to the skyway is him singing his funerary song.
Saving Zulf at the Terminals. The Kid casts aside his weapons and mobility and staggers his way through a corridor of enemies, all in a seemingly futile attempt to save the man who betrayed him. The Ura he's been fighting start firing on him, but once they realise what he's doing, their attacks falter out and they move aside to let him through, watching him silently with respect.