Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Tear Jerker: Chrono Cross
Kid's reaction after Serge helps her out of Lucca's burning orphanage and they watch the scene from afar. That Serge vanishes very shortly after Kid laments that she will be left all on her own doesn't help much. Not to mention the implied fates of the Trigger crew, Kid's reading of Lucca's letter, and a number of subplots and character backstories. This can be a depressing game.