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Tear Jerker: Bound Destinies Trilogy
Blood and Spirit
The story of Terminus and her chosen hero is downright tragic. Desperate to defeat Majora, who has been ravaging Termina for centuries, the goddess Terminus calls upon a brave young man to be her champion and go into battle against the demon for her. However, before the two of them fight Majora, they kindle a passionate romance that is quite unprecedented, since Terminus is immortal and her hero is not. They eventually go into battle against Majora and defeat it, but the hero is wounded in the battle and corrupted by the demon, turning him into the Fierce Deity and commanding him to slay the goddess he once loved. Even after doing everything she could to restore her hero from his corrupted state, Terminus is only able to free him from Majora's control using the Song of Healing. Unable to restore him to the way he once was, Terminus is forced to convert his spirit into a mask that she vows to keep with her and protect for eternity.
This is made even more depressing given the fact that Terminus knew that her relationship with the hero wouldn't have been able to last because of their differing statuses:
Terminus: Perhaps it was not the will of the fates for us to be together... After all, how happy could we have been? I am a goddess and he was a mortal... Our kinds were not meant to mix...
Though this may be slightly lightened by the fact that Word of God has stated that Terminus and her hero might finally get a happy ending in at some point in Light and Shadow.
Terminus's character in general is quite melancholic. Aside from the tragic romance of her and her hero, she also is forced to personally destroy a large fraction of the people she is supposed to protect (the people of Ikana Kingdom), because they swear allegiance to Majora and practice great evil. She speaks with great sadness about this event, clearly regretting that she had to do it.
Also, there's the fact that she had to fight against Majora alone for several centuries, weakening her greatly. And then, when she finally gets some help from her chosen hero, he ends up getting corrupted by Majora and terrorizing the land and goddess that he had vowed to protect.
She was also separated from her twin sister Hylia for several centuries after Hylia's war against Demise. This certainly couldn't have been easy for Terminus to loose her once-immortal sister, with whom she had been quite close to. And then, when Hylia finally does return as Zelda, she barely recognizes Terminus, nor does she remember most of the time they spent together. Ouch.
Tieing into the aforementioned example, for all of the time that Terminus and Hylia have been apart, Terminus has harbored quite a bit of regret over the fact that she condenmed Hylia's descision to become a mortal for the sake of being reborn alongside her chosen hero as foolish. She only comes to understand why Hylia did this upon losing her own hero.
And finally, she is indirectly responsible for the corruption of not one hero, but two. By asking Link to take on the Fierce Deity in her stead, she inadvertently subjects him to the demon's corruption as well. Though Link's corruption at Majora's hands is much more gradual than that of the Deity's thanks to his strong spirit, it still causes him quite a bit of suffering throughout the story, for which Terminus takes responsibility for.
Terminus: I am so sorry, Link... This is all my fault. If I had known about Majora's trickery, I never would have asked you to take on the Deity. I see now that this was not your fight; it was mine, but I had been too weak to win it on my own. And now, because of my weakness, another noble hero must suffer Majora's Corruption...
And then, on top of all this, her and Link try to keep this a secret from Zelda so she won't have to know the same pain that Terminus did upon loosing her hero, only for her to gradually uncover the truth on her own. Zelda eventually returns to Termina on her own to get the truth about Link's corruption firsthand from Terminus. In all her grief and guilt, Terminus tearfully tells all, even though she knows that it will break her sister's heart, which it does.
Pretty much anytime Link goes into a spell of corruption can be seen as this, as well as a viable source of Nightmare Fuel. This is mostly because every time Majora starts to take control of him, not only does Link experience great physical agony, but he also has to put up with loosing complete control of his movements, senses and thoughts, all while being relentlessly taunted and goaded by Majora inside his own mind. And despite the fact that Link is usually Defiant to the End, the crippling pain he goes through inside and out actually drives him into begging to the demon for mercy quite a few times.
There's a particularly tear-jerking scene in chapter 8, during which a spell of corruption breaks through a rather tender moment between Link and Zelda. Desperate for Zelda not to find out about his corruption, Link actually yells at her in anger, something that he's never done throughout their years of friendship, after she persists in trying to find out what's wrong with him. This leaves Zelda confused and troubled, while Link goes off, ashamed for what he's done, all while struggling to free himself from the demon's grip. He does so, but his mental battle against the demon severely weakened him. Zelda finds him lying barely conscious in the woods and in a Crowning Moment Of Heart Warming, she stays by his side to comfort him and help him ease away his pain, despite the fact that the hero had gotten harsh with her mere moments before.
Not to mention chapter 9, during which Link almost does kill Zelda while under a strong spell of corruption. He actually does manage to wound her shoulder, but he breaks free just in time to avoid killing her. But all the same, Zelda's tearful goodbye to him is... Well, you can see for yourself:
Zelda: Link... I... I'm sorry I wasn't able to help you... This isn't you... I know that you would never do this... Because... because you love me... and... I love you...
And then there's the fact that after the aforementioned event, Link comes to the conclusion that the only way he can keep Zelda safe from himself is to put as much distance between the two of them as possible. To this end, he starts to run off to parts unknown, hoping that she won't be able to find him, lest he hurt her even more, or even kill her. This plan is quickly thwarted however, when the Interlopers make their first strike, however, in chapter 28, he actually does leave, despite Zelda begging him to stay. He ultimately returns however in a Crowning Moment of Heartwarming.
After almost killing Zelda several times while under Majora's influence, Link has a nightmare in chapter 10 that is just heart wrenching. Just take a look at how it starts: with Zelda having been gravely injured, and claiming that it was all Link's fault:
Zelda: No! Stay away! Don't come near me!
Link: What happened to you?
Zelda: You should know! After all, YOU did this to me!
Link: What?! I would never hurt you! You know that!
Zelda: I thought I did, Link! You told me that you loved me... Was all that just a lie?! Did you ever really care about me at all?!
Link: Zelda, I do love you!
Zelda: Then how could you possibly do this to me?! I can never trust you again! You're nothing more than... than a monster!
After Zelda agrees to be taken captive by the Interlopers to save Link's life, the two of them share a short, but utterly tear jerking goodbye:
Link: Zelda, please. There's still time. You can still get out of this. Save yourself before its too late.
Zelda: I can't, Link... You saved me more than once... Now I'm returning the favor the only way that I can... I'm so sorry...
Link: No, don't be. If anyone should be sorry, it should be me. I couldn't protect you when you needed me to... And I promise that I will come find you. I don't care how much magic they have, I'll do anything it takes to save you.
Zelda: Oh Link... I love you... don't forget that...
Link: I love you too.
For that matter, their long-awaited reunion is pretty emotional as well. Not only is Zelda almost unconscious from her shoulder wound, but she has also just discovered the truth about Link's corruption and she knows that, no matter what, she is going to loose him. And so in her heartbreak, she guilt trips him about lying to her, which only makes things worse for both of them:
Zelda: Link... You... you lied to me...
Link: I'm sorry I lied to you. I know it was wrong and I shouldn't have done it.
Zelda: Then why did you? Because Terminus asked you to, or because-
Link: Because I didn't want to see you get hurt. But I guess its already too late for that.
Things only get more emotional when they try to sort everything out in the very next chapter. For the entire scene, the two of them are wrapped tightly in each other's arms, simply lamenting over the fact that their love is destined to die before anything can come of it. And so, in yet another series of overly long quotes...
Link: I'm sorry. I need you to you that I am so sorry for hurting you, for lying to you and for everything else that I've put you through and that I might put you through. And I-
Zelda: Stop. Please, just... stop... I don't want to hear it... It just... hurts too much...
Link': Okay. I'll stop.
Zelda: How long do you think we have left before...?
Link: I don't know. But I'd give anything just to have a little more time with you...
Zelda: Oh, Link... I... I can't... You... I... I need you... I won't be able to go on without you...
Link: Zelda, don't say that. The surface needs you. You can't just give up on everything because of me.
Zelda: Well, it needs you too.
Link: That doesn't matter. I need you to promise me something, alright?
Link: Promise me that even after I'm gone, you'll find a way to go on with your life and be happy, okay?
Zelda: After you're gone, I'll never be happy again and you know that. But for you, I'll try... On one condition.
Zelda: You have to promise me that you'll fight this... this corruption as much as you can. I want to have you for as long as I can, for however long we have left.
Link: Alright. I'll fight until I can't fight anymore...
The wedding in chapter 19 is a combination Tear Jerker and Crowning Moment of Heartwarming, especially for any diehard Link X Zelda shipper. Even though they both know that their marriage won't last long due both the threat of the Interlopers and the corruption, they still want to declare their love to each other publicly. And the fact that this is an impulsive Elopement makes the moment even more tender.
This list just wouldn't be complete without the utterly depressing event that happens at the very end of chapter 22. Link dies. Though he is later brought back to life, he is first unexpectedly electrocuted to death by Veress, much to the horror and grief of Zelda and Sheik. While the latter expresses that grief in heartbroken rage towards the hero's murderer, the former pours her sorrows out in tears and this heart wrenching goodbye to her dead husband:
Zelda: I loved you... And I still do. I always will... You died too soon... Too early... But... at least we got to get married like I had always hoped we would... And last night... At least we were both happy together for a little while... Link... I... I'm going to miss you so much... You meant more to me that anyone else... I've never loved someone as much as I loved you... and I'll never love someone as much as I loved you ever again... I hope... No, I... I know that we'll meet again... somehow... someday... But until then... I'll try to go on like you wanted me to... For you...
Sheik and Veress's backstory is pretty depressing. The two of them grew up together, and were nigh-inseparable friends for most of their lives. However, a rift was torn between them when Veress decided that she wanted to lead the Sheikah tribe into battle against Demise, even though it was not the destiny of the Sheikah. Not only was Sheik secretly opposed to her friend's ambitions, but she soon discovers that Impa wants her to become the new leader of the Sheikah tribe instead of Veress. Their friendship is torn apart completely when Sheik ends up defeating Veress in the deciding duel and becoming the new Sheikah matriarch. This, and the fact that Hylia's chosen hero, Link, ultimately ends up defeating Demise instead, is ultimately what causes Veress to break away from the Sheikah tribe and form the Dark Interlopers.
Because of this, Sheik takes the full blame for all the trouble that Veress has caused Link and Zelda, plaguing her with guilt over the whole situation.
As the story goes on, Sheik starts to develop romantic feelings for Link, even though it is against the customs of her tribe to fall in love. Sheik finds that her one-sided romance is even more impossible when she discovers that Link is already in love with Zelda, who is the reincarnation of Hylia that Sheik is honor-bound to protect. Things become even more complicated when Link and Zelda ask Sheik to marry them, which she does without complaint, even though it breaks her heart. And even though she tries her hardest to forget about her strong feelings for the hero, the Sheikah leader finds that no matter what, she loves him, even if he will never love her back. An example of Love Hurts in the truest sense of the trope.
And then there's the story of Hylia and her first chosen hero, though you can basically find the same story here.
In chapter 22, Veress offers Link a Sadistic Choice: he can either watch as the Interlopers destroy the surface and everyone on in, including Zelda, or give up his own freedom too keep them all safe. The hero eventually comes to the conclusion that the only way he can keep his wife safe from not only the Interlopers, but also his own self (due to the corruption constantly pushing him to kill her) is to sacrifice himself, knowing that Veress and her followers only wish to torture him. He tells Zelda nothing of his choice, knowing it would break her heart to see him go and ultimately leaving her in the dark about the situation once again and when Sheik tries to convince him not to do this, the argument that they have over it sums up the depressing situation nicely:
Sheik: She (Zelda) loves you and you're just going to leave her.
Link: You think I don't know that?! Do you think I actually want to leave her all alone like this? I don't, but I have to, Sheik. It's the only way I can keep her safe from them, and... and from me...
Sheik: Oh, Link... I didn't..."
Link: I'm so afraid that I'm going to hurt her even more than I already have. I wouldn't even care about being corrupted if it wouldn't put her life in danger, but it is and I can't stop it. I... I'm not strong enough...
When Zelda finds out about Link's disappearance, she is appropriately distraught over his choice, so much so that she is ridden with guilt over the fact that he gave up everything to keep her safe. She believes that the only way she can atone for what she unintentionally forced him into doing is to go save him herself, even though her hero does not want her to.
After turning himself in to the Interlopers, Link suffers Cold-Blooded Torture at the hands of Veress, including whipping, stabbings and emotional trauma. The descriptions of this torture is utterly heartbreaking, especially when you consider that, no matter how much of it Link endures, he can't escape any of it through death because Majora has granted him Resurrective Immortality as part of his corruption.
After discovering the truth about Link's corruption, Veress induces the hero under a vision in which everyone he knows and cares for turns against him because of his corruption, including Zelda. This is enough to drive Link to the edge of a Despair Event Horizon, to the point that he almost willingly submits himself to permanent corruption, realizing that he has nothing left to fight for. However, upon remembering that Zelda had told him that she would never stop loving him, he's able to break free from it and resist corruption once more.
In another attempt to break Link's spirit, in chapter 26, Veress convinces him that Zelda has been killed by the Interlopers, as well as Sheik and Fi. Simply believing that his wife is dead drives the hero to the depths of sorrow, to the point that he basically loses his will to live. And it is simply depressing in every sense of the word.
There's a scene between Link and Zelda in chapter 25 that is particularly tearjerking and a Crowning Moment of Heartwarming at the same time. Zelda manages to telepathically contact Link from miles away, as she is out searching for him and trying to save him from the Interlopers. The entire conversation is brief, but it manages to tug hard at the heartstrings, especially since the scene ends with the in-universe creation of Zelda's Lullaby.
Chapter 28 is a HUGE source of these. After actually murdering Zelda in a dream (under the influence of corruption) and almost killing her once more in real life, Link comes to the final conclusion that he can no longer be around her, lest he actually does unintentionally hurt or kill her. Zelda pleads with him to stay, but Link claims that its the only way he can keep her safe from him, even if he has to spend the rest of what's left of his life completely alone. This series of quotes describes the utter despair and desperation of the situation:
Link: I'm afraid of hurting you, ok?! I've almost killed you several times now. I can't even imagine what would happen if I actually did...
Zelda: I... I think I understand... But... this is something that you don't have to go through alone. I'm here for you and I always will be. Running away isn't going to solve this problem.
Link: It's the only solution I can see for it. Every second we spend together, I'm putting your life in danger and I won't allow myself to be the cause of your death. That's way I can't stay here anymore. Your life isn't mine to risk.
Zelda: But where will you go?
Link: I don't know. But I'll find a place. Somewhere where I can't hurt anyone every again.
Zelda: You're not some kind of monster, Link. And don't think for a second that you are.
Link: Then what am I, Zelda? Because I certainly feel like a monster.
Zelda: Well you're not. You're my hero. But you're so much more than that. You're my husband, my first and only, and my best friend. You mean everything to me and you're someone who I know is worth fighting for, right up to the very end. And nothing, absolutely nothing could ever change that.
Upon finally leaving Zelda, Link goes through what could easily be considered a Despair Event Horizon: all alone in the empty fields in the dead of night and pouring rain, he ruminates in despair over the fact that he has no future other than being Majora's mindless slave for eternity, despite the fact that there had once been a time when his and Zelda's future had looked so bright. In light of this, he realizes that his descision to leave Zelda was wrong, since she had been willing to stand by him no matter what happened. And, in a Crowning Moment of Heartwarming, Link returns to her, vowing to never leave her again.
In chapter 29, Zelda asks Terminus whether or not her and Link will ever meet again in another life, even after he's corrupted. Terminus's response only worsens the blow that Zelda is already being forced to endure from losing her [[spoiiler: husband]], as its a reminder of what Link's fate will ultimately be and what that means for Zelda:
Terminus: Oh, my dear sister... I wish with my heart that I could tell you that you will, that the two of you would both be reborn someday and find love in each other once more, a love that would last and be free from such ruin, but... I cannot. As you most likely know by now, once the Spirit of the Hero within Link is finally broken, it cannot be restored. Unlike your sacred bloodline, his spirit will not be revived in a new era. Instead he will exist as the demon's soulless, immortal servant for eternity, robbed of his free will, his memories and his very identity...
The subtle revelation of Zelda's pregancy (also in chapter 29) can be seen as tearjerking, especially when you think about the fact that there is a large chance that the baby will never get to know its father, since its implied that Link will certainly be corrupted before the child is even born. Tied into this is the fact that Zelda despairs over the fact that she'll have to raise the baby on her own, in the midst of a war for which there is no definite end in sight. With this in mind, Zelda even goes as far as to keep it a secret from Link, believing that if he finds out, he'll put himself in even more danger in order to protect both her and their unborn child.
Also in chapter 29, Zelda is told about a way that she could possibly free Link from his corruption, however it comes with a morality choice for her. She can either let her hero become Majora's eternal slave, or she can shoot him in the heat with a light arrow, but watch him die at her hands, and both choices are absolutely detestable to her.
In chapter 30, Link suffers from a panic attack upon returning to the entrance to the Interlopers' fortress with Zelda, Sheik and Fi in order to destory the Fused Shadow. Its implied that its brought about from him reliving the torture and pain he had to go through in that place inside his mind and the fact that the goddess's chosen hero has finally started to succumb to all of the mental pressure (possibly even boarding on PTSD is quite depressing indeed.