As a Moments page, per wiki policy Spoilers Off applies here and are unmarked.
Right off the bat, before you even start the first chapter, the prologue sees a Bayonetta taking her last stand against Singularity and ultimately being killed. Not helping is the song playing during the Last Stand, "Requiem", that truly gives off the feeling of someone like Bayonetta suffering a true, permanent defeat despite throwing everything she has into her final battle.
During this, Viola is clearly distraught at watching Bayonetta being killed so horribly. At the end of the game, we find out why: That version of Bayonetta was her birth mother.
Enzo sobbing in The Gates of Hell as he stares at a photo of his family, who are pretty much confirmed to have died in the homuncli attack (and the resulting flood), a sharp contrast to the usual slapstick role he usually holds. Rodin himself dragged Enzo into the Gates of Hell before the mobster did something reckless.
Enzo: Mi amore... Ed... Edna...
As Bayonetta talks to Viola and says they'll have a "girl's talk" during their journey, Viola looks a bit hesitant but excited. Despite knowing that she had just watched her mother die before her eyes, she now has to face an alternate version of her that's still alive.
Bayonetta comes across a memory of Tokyo Jeanne being killed, with Tokyo Bayonetta tearfully screaming for her friend and holding her dead body.
Most of the other Jeanne's appeared to have been killed off or lost in most of the other universes. Of note, Egyptian Jeanne dies being absorbed into a Homunculi with Egyptian Bayonetta killing her and it to spare her the pain, and Prime Jeanne also dies thanks to "Dr. Sigurd".
Tokyo Bayonetta gets killed unceremoniously, unable to avenge Jeanne despite destroying the Iridescent Core. All she can do before she dies is simply toss her Ignis Araneae Yo-Yo to Prime Bayonetta, who promptly takes vengeance in her stead. Not only that, she dies of no fault of her own, for Singularity already made sure her death is a certain.
Luka being forced to transform into a faerie-werewolf monster against his will by Dark Adam, the form known as Strider, going so far as to impale Viola. After the truth is revealed, it's made even worse. He's forced to try to kill his daughter, and later try to do the same to the woman he loves, Bayonetta.
Remember how hilarious and awesome Bayonetta's first fight against Strider was? Go back now with the knowledge that she's been attacking Luka this entire time, and it's heartbreaking to know that she's unknowingly attacking the man she loves.
During Desert Bayonetta's memories, you can hear her begging Jeanne not to go in alone, doing everything she can to convince her they can fight together. As the memory ends for Prime Bayonetta, she tries to reach out to Jeanne too late as the memory ends.
After fighting off the homunculi, Baal starts to fade away. She begs for Bayonetta to save her mistress and is clearly worried for Desert Jeanne's life slowly getting weaker.
The desert-verse version of Jeanne gets trapped in one of the giant Homunculi and begs prime-Bayonetta to kill them both. Bayonetta has her guns ready... but can't pull the trigger. Instead, the desert-verse Bayonetta comes in and fulfills the deed. You can even see a tear falling out of her eye, unable to look back at Jeanne.
Desert Bayonetta: Forgive me. My weakness failed you again. Desert Jeanne:(as she dies) No... you've grown stronger than you know... Cereza...
In relation to Desert Bayonetta, after destroying Stratocumulus, Prime Bayonetta falls unconscious due to the sheer exertion of the Deadly Sin ritual. However, the boss's death has also opened a black hole which begins annihilating the rest of her timeline. Instead of staying on Malphas and saving herself, Desert Bayonetta goes through all the debris and dangers to save Prime Bayonetta. In the end, she leaps off of Malphas, grabbing Prime Bayonetta and tossing her onto him, throwing her fan as well to clear the path so she can safely escape ...at the cost of falling into the black hole and dying herself.At least, she died smiling to herself that she won for Desert Jeanne's sake.
In the alternate Paris, Bayonetta meets up with the Gentleman Thief version of her mother and has no choice but to shoot her as a Mercy Kill due to alternate-Rosa have been infected by a Puppeteer Parasite. Later on, after her Gentleman Thief self is killed also due to the parasitic Homunculi, she only requests, "May you be reunited with your mummy..."
During their ensuing fight, Prime Bayonetta claims Phantom Thief Bayo has the wrong person, with Phantom Thief bitterly remarks she's not fighting the wrong person. She claims won't forgive Bayonetta for killing her mother, no matter what reason she may have had.
The pain on Prime Bayonetta's face at having to fight and shoot the Rosa of this reality, who's begging to be killed before the Singularity can force her to do more harm.
In a scene eerily reminiscent to how Viola's mother died, Singularity holds up Prime Bayonetta up in the air and prepares to stab her. Viola lets out an agonized "Mummy!" as she tries to reach out for Bayonetta. While Bayonetta is thankfully immune to this type of attack from Singularity, Viola almost had to experience losing her mother to Singularity in a similar fashion a second time.
During Bayonetta's second fight with Strider, we can hear Luka go on a self-loathing rant about himself. All his life, he was guided by a voice to seek the truth and accepted it because things went okay with him. But now he's a monster in the physical sense, lashing out at everyone, a cesspool of hatred towards himself that he's not "the marvelous Luka Redgrave" as he tries to make himself to be, roaring at the woman he loves, accepting that becoming this werewolf was to be his ultimate fate because he honestly can't be the hero like he wanted to.
Luka: The truth is, I'm not "the marvelous Luka Redgrave". I'm...just some pathetic nobody!
Bayonetta is nothing but kind and empathetic towards Luka's struggles, vowing that she'll take him home and states that she loves him as he is — her silly, clumsy Cheshire. She's also horrified when it looks like Strider falls to his death and coldly tells the darkness that is Arch-Adam that he has no right to call her Cerezita.
The ending. Bayonetta's Umbral Watch is destroyed, releasing Gomorrah from her control. Luka is forced to choose between saving Viola — his daughter from another universe — and the woman he loves, and chooses the former, resulting in Gomorrah killing Bayonetta by striking her soul out of her body. While Luka slays the dragon-demon before it can devour Bayonetta's soul, it's too late to save her. All Luka can do is hold her tight as Inferno claims her, the two sharing a kiss and a hug as they are taken into Hell together, all while Viola watches in despair. While it is later implied that Bayonetta and Luka have gotten perhaps the best life one could hope for in Inferno (namely possibly being in the service of a high rank demon that actually cares about you, i.e. Madama Butterfly), it doesn't change the fact that Viola had to watch her parents die again, and is separated from them for likely the rest of her life.
Viola: Daddy... mummy! (breaks down into tears)
Goofiness aside, just everything about Viola. First, she has to watch her version of Bayonetta (her birth mother) and Sigurd die in order to buy her time to escape. Then during her and Bayonetta’s visit to the β2 universe, she can only watch as Luka goes berserk and transforms into Strider, even impaling her when she tries to calm him down (resulting in her own transformation). Then after a long journey with the current Bayonetta, her hopes of a possible solution are dashed when it turns out the Alphaverse was just a decoy to trap the both of them and the Dr. Sigurd that Jeanne had "rescued" turned out to be Singularity in disguise, costing them both a valuable ally and friend in Jeanne. Finally, after watching Bayonetta nearly die several times and revealing their connection, Viola ends up losing both her and Luka (her father) for good when they are dragged down into Inferno - as Luka decides to join Bayonetta so she wouldn't be alone — leaving her a sobbing wreck. At the end of it all, she inherits Bayonetta’s title, her glasses, Luka's scarf, and it’s implied that Rodin is keeping an eye on her and informing her parents about how she’s doing.
A Re Watch Bonus occurs in the β2 universe when Luka lifts up her face with his finger; She looks ready to cry.
The initial staff roll. Instead of a pole dance with a classic version of the covered song, it's a solemn, final sendoff to the titular heroine, with a new Award-Bait Song and scenes from the past games scattering in crystal, as Bayonetta performs one final swan song of a dance. And as the song approaches its end, cracks are seen forming across her body as she's still dancing, and in the end, she falls to the ground and crystallizes, shattering into pieces that float upwards.
The final scene we see in crystal (which came from Bayonetta’s body, unlike the others)? Her and Luka embracing.
", that truly gives off the feeling of someone like Bayonetta suffering a true, permanent defeat despite throwing everything she has into her final battle.