Castlevania: Order of Ecclesia. Pretty much any scene involving Shanoa and Albus counts, but the major tear jerker comes at the very end, when the now dead-by-your-own-hand Albus, who had given up his soul to Dominus in order to spare Shanoa from making the same sacrifice, takes off for the afterlife after seeing Dracula's end.
Albus: If you want to repay me, you can grant me one final wish... Smile for me. Please... before I fade away.
And Shanoa does, as a single tear runs down her hitherto-stoic face.