This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Clock Tower
From the third game, poor little May and her horrible Family-Unfriendly Death. And of course Albert and his blind mother. When Albert gives her the shawl, only to be violently murdered moments later I just bawled. Then of course there's Phillip's death scene. It doesn't make this troper cry in and of itself, but Nancy's line just before it, "Phillip darling! Father! Alyssa has laughed for the first time!" think about it.
And seeing Alyssa's mother dying right in front of her. The worst part was Alyssa and Dennis totally downplaying it in the ending.
Also from the first game, Jennifer finding her father's corpse is a combination of this and terrifying.
The background music for that scene, Cradle Under The Star (titled after the bedroom Dan is found in), doesn't help as it only enhances the tragic factor - it's a loaded-with-reverb version of the main theme, meant to play up the general feeling of hopelessness regarding Jen's discovery - and does a good job showing the urgency of the situation and the importance of the reveal overshadowing the girl's feelings as she doesn't even have the right time to cope with them. Somebody give that poor girl a hug!
The way certain endings yank poor Jennifer's chain. If you reach the clock tower without triggering a death scene for at least one of your friends, you can find the other survivor waiting there for you... and then, if you haven't earned the S rank, Diabolus ex Machina rears its ugly head. To have Jennifer come so close, and yet so far...
But no matter what, even if you achieve S rank...it doesn't matter, because it isn't canon. Jennifer's friends are doomed to die, no matter what you do.
The fourth game has lot of it. Many cutscenes show you how lives of lovely people were ruined by your stalker.
The situation each of the Clock Tower protagonists have to go through is genuinely heartbreaking. These are young girls being thrown in horrifying situations that could result in the death of people they care about, they're forced to run and hide, or fight back and kill to defend themselves, and by the end of it you know they will be traumatized for the rest of their lives. The games might be scary, but they are undoubtedly tragic.