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Tear Jerker: Castlevania
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.
On that note... The whole series from Dracula's viewpoint. Yes, Dracula is a monster. Yes, his life sucks, basically because Love Makes You Evil... And also there is the pieces of art by Kojima with him holding his first and second wife in the exact same way... A tearjerking continuity nod.
Oh by the way, to add this up further? In the Japanese version, Alucard was practically sobbing while he was uttering his mother's words to Dracula. So basically, even if his dad is an utter prick, it's still pretty sucky for Alucard to beat the crap outta him just to convey his mother's words.
Was this Troper the only one who found Castlevania: Lords of Shadow to be heart-wrenching? Not only is the entire game one big effort to bring back Gabriel's lost love, Marie, but by the end, even after you defeat Satan, he can't bring her back. Gabriel then winds up becoming the Prince of Darkness, and is tortured by not only his immortal existence, but also with the knowledge that he was the one to kill Marie. And if we REALLY want to take things further, the two DLC packs, Reverie and Resurrection, chronicles Gabriel's full descent into darkness, complete with killing off demon child Laura, and this Troper really liked her. Let the waterworks commence.
Castlevania Judgment has Golem's storyline: Golem spends his storyline trying to figure out if he really has a soul and hoping to find a place to live. During this process, his creator, Carmilla, declares he can never be human and tries to destroy him, and then Death notes that he has a soul, but tries to destroy him for no longer being a mindless servitor. Then, whilst Golem is revelling in the proof that he has a soul, Aeon reveals that if he leaves the time rift, then he will lose his soul and revert back to his mindless former self. However, unless he stops the Time Reaper who is creating the rift, all of humanity will eventually be destroyed. After hearing this, Golem makes a Heroic Sacrifice and battles Time Reaper, because "that's what a human would do". He ends up stranded in ruins, a mindless beast once more, and ends up being destroyed by some random nameless nobody of a hunter.