This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Borderlands
The story and eventual fate of Hank Reiss in the Zombie Island DLC. His ECHO logs detail his love for his wife and children, one of whom made a macaroni hat for him that he wears every day. He ends up transforming into a were-skag and killed in self-defence.
TK Baha's death.
Thankfully, the Zombie Island DLC brings him back. As a zombie. But at least he is funny and allied, and naturally, incredibly cheerful.
Every time you defeat a Rakk Hive. Shortly after collapsing, their innards appear to, quite literally, explode from the inside, exposing their ribcage and pulsating organs for all to see.. and the poor creatures are visibly still breathing.
Anytime you come across a damaged Claptrap unit. The poor thing will be writhing and crying in pain on the ground, presumably after being tortured by bandits. Thankfully you can help repair the poor guys and gain some nice rewards in the process.