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Tear Jerker: Dangan Ronpa
Moments from the game itself:
Naegi nearly going into a Heroic BSOD after the first murder. Perfectly understandable, given that Sayaka was killed in his shower, and almost everyone's pulling The Corpse Stops Here on him.
And it only gets worse when it comes out during the trial that she was setting him up.
Let's not forget when Kirigiri speculates that, while she did set him up, she may have had second thoughts about it and that is why she left her Dying Clue.
There's another one, in the anime, which is after the first murder, surprisingly going with Heartwarming. Kirigiri told him to move on if he wants to survive. Naegi refused, he'll survive while not moving on the deaths of both Sayaka and Leon. Yes, despite what Sayaka did, despite condemning Leon to an undignified death, Naegi is still horrified at what happened to them and will keep them in his heart as friends. Also, since this is in the anime, without free times and such, it's also both tear-jerking and heartwarming that Naegi would consider such a thing for Leon, who probably only interacted with him in the trial, and not exactly a good interaction at that.
The Alas, Poor Villain sequences of the Sympathetic Murderers are pretty depressing in general. The game repeatedly hammers home that you're executing people who are otherwise perfectly good and moral, but were only driven to murder because of Monobear's manipulations...
Even Celes, the least sympathetic culprit, has one of these right before their execution. They claim that they're even able to deceive themselves into being upbeat about being executed, but in actuality...
"Celes-san's smile just then... Compared to her usual self, it was a very unskillful fake smile. She said she was able to fool even herself... But, I think... I think that itself was the final lie that she told."
The manga had one thing that shreds a bit of a sympathy on Celes. Before she's exposed as Taeko Yasuhiro, we're treated with a flashback image of a young girl, utterly alone, isolated without friends because she was too plain. This is actually Taeko/past!Celes. Which means, the reason she became such a gigantic liar, including one who'd even dream about getting a castle with cosplayer servants, and even orchestrated two deaths, was because her past as a plain girl isolated by many was too much to bear and she had thought that if she presented herself as someone as grand as 'Celestia Ludenburg' she could escape loneliness, and then went overboard. Then there's her execution. While it looks normal, we get to see Celes' face as the truck ran through her... she's sadly horrified. And at the end, a doll with its head charred rolled to the floor, which seems to be what remained of her... a doll labelled with the name 'Taeko'.
Her death is made even worse when you realize that she wanted to die with dignity, or have a dramatic death, but even that's taken away from her, due to the firetruck. And if we go by the manga, this also implies that not only it's taken away, it's also replaced with a death befitting of something she wanted to avoid at all cost: dying like a plain commoner (death by car (and occasionally truck) crash is rather common enough).
This would be hammered further home when you realize that every students had their memories tampered, and before the memory tampering, Celes was also one of the students agreeing to stay in Hope Peak's Academy at all cost. It was quite sad to see how that memory tampering do to Celes, transforming someone who did want to stay and had good intentions... into someone who wants to get out of the place the most, deranged enough to plan and commit two murders. In other words, Celes probably is the biggest victim out of the memory tampering. God damn you, Enoshima!
The circumstances of the second murder (Chihiro's), and everyone's reactions to The Reveal (that he was a crossdressing boy and that he was killed by Mondo).
Mondo's flashback shows Chihiro in his last moments crying in confusion as to why someone he deeply admires for his strength is so angry and accusatory at being told so.
Even worse, if you manage to have the final free-time conversation with the victim you're forced to suggest that Chihiro look up to Mondo as a strong male role-model. Granted, he does it anyway regardless of whether you have the conversation or not, but having the conversation first makes Chihiro's death more of a Player Punch.
Also, Ishimaru, after finally befriending Mondo, being so utterly convinced that you're accusing the wrong person that the Machine Gun Talk segment of the trail isn't against Mondo, but against him.
Ishimaru being totally and utterly broken by the events of the second trial. To the point that the character practically becomes an Empty Shell, responding to everything with "...." and a Thousand-Yard Stare. And if that's not bad enough? His snapping out of it is just a Hope Spot. He's the next victim.
A particularly heartbreaking point in his brokenness is when you find him in a room with a huge machine. When Naegi muses about what the machine is, Monobear shows up and declares that it's a time machine. Ishimaru rouses himself out of his funk to beg Monobear to use it so the consequences of the last chapter could be undone, and Monobear laughs and reveals that he was only lying and that it's really an air purifier. He leaves Ishimarueven more broken than before, and Naegi comments on how awful Monobear really is.
In Chapter 3, when the students are reminded that This Is Reality as Aoi's tears seem to revive Hifumi... only for him to breathe his last moments afterward. Alas, Poor Scrappy, indeed. What's more, the blow to the head jolted his brain enough to restore some of his memories of their previous time at the school... and one of them, apparently, was Celes's real name, which probably means she once trusted him enough to let him know it.
The Dwindling Party gets driven home in so many ways. The elevator ride sequences, for instance, and the memorial pictures set up on each stand...
Completing all of Sakura's free time events reveals that the person she could never defeat is her boyfriend, who ceded the title of strongest person to her when he became terminally ill. The last time she saw him, doctors had given him only six months to live, and while he was fighting, between two years actually having passed and the Worst, Most Despair-Inducing Incident in the World taking place, there's a high chance that he's dead by time she commits suicide.
Chapter 4 has the reveal that Sakura committed suicide. Aoi tries to take the blame and goes into a Motive Rant about how the other students drove Sakura to that point, so a guilty verdict would mean that the 'real' culprits are punished - and Asahina can die with her. It's heartbreaking.
And the reality of the situation is even more heartbreaking, given that it causes in-universe tears in Aoi's eyes: Sakura killed herself, so everyone would stop fighting. This makes Aoi's actions completely meaningless...good thing the other students decide to absolve Aoi of blame so they can unite against Monokuma.
The execution in Chapter 4 is a huge tear jerker, especially given how many fans this particular character had on the Something Awful thread: It's not a living person. Alter Ego is the one being executed. The artificial intelligence that everyone bonded with, who only ever wanted to help his friends, who risked discovery to try to help them all escape...gets a completely unceremonious death as Monokuma destroys his laptop by bashing it with a bulldozer's claw a million times, and then having the laptop being molded into a ball with Monokuma's face. To add insult to injury, it wasn't even because of Alter Ego's conspiracy against Monokuma, either. Monokuma just executed him because there was no real murder culprit and Monokuma wanted to execute someone, so Alter Ego doesn't even get to die in heroic martyrdom, either. God damn you, Monokuma...
Chapter 5's bad ending. It's a Tear Jerker for multiple reasons, too. First of all, you get the bad ending just by doing what you've been doing this whole time: revealing a lie, this time by Kirigiri, and pointing it out in court. Any player would naturally choose "Reveal the lie", especially since you get that choice right after Kirigiri accuses you of murder in court, so having it turn out to be the wrong choice is a nasty shock. Second, the execution itself is a tear jerker: poor Kirigiri is slowly moved on a conveyor belt to be crushed to death by a huge block. But before the crushing happens, you first see Kirigiri's shoulders heaving slightly and her face turn blue with fear: Kirigiri's stoicism has finally been broken, just before she dies. Third, the game then tries to make you think this was the best move. You get a happy photograph of a more grown-up Naegi, Togami, Hagakure, and Asahina, with a photo of a dead Fukawa suggesting that Fukawa has somehow died in the interim. Naegi's narration suggested they lived in eternal peace and bliss inside the schools, with no murders taking place. Why is that a tear jerker, you ask? Because for one thing, while there aren't any more murders, they're all living in a gilded cage, wasting their potential and dreams. For another thing, Asahina is holding babies — which, since Fukawa's dead for some unexplained reason, means Asahina is the only one who could've given birth to them — unless one of them is Fukawa's either fell victim to Death by Childbirth or died soon afterwards. (Though it could also mean that Aoi's got a "reverse harem" of sorts with Naegi, Togami and Hagakure, thus at least trying to make the best out of her situation. Hopefully.)
The Reveal that Everyone Went to School Together and that the students were all friends. These kids were busy being kids and didn't worry about the end of the world... and then The Most Despair-Inducing Event occurred and they all agreed to spend the rest of their lives at Hope's Peak. That's bad enough, but then they were all afflicted with Laser-Guided Amnesia so they forgot about the past two years of their lives and the genuine friendship they'd shared. These friends end up killing each other to the point where only six remain at the end. And even then, they're still missing two years of their lives and have no idea where their families are or what happened to them.
Everything about Mukuro Ikusaba, starting with the fact that she followed Junko thinking that she understood her and having the hopes or recieving a "I love you sister", only to be betrayed by her and killed in the game. She also has to deal with the fact that her first and only friends will be killed by each other and that no one will remember her. To add salt to the wound, considering the events of Dangan IF and Dangan Zero, being treated as someone dangerous by the students. There were also implications that she developed a crush on Naegi, who was the kindest to her.
Related to the above, but taking place in If, and partially terrifying, Monobear giving Sayaka a My God, What Have I Done? moment by almost revealing what Sayaka was up to when visiting Naegi. While Leon thankfully stops Monobear from doing so, Sayaka almost had a BSOD over it, and it's justified since the reason is the same as in the game: Kill Leon and frame Naegi for it! It's bad enough to know that you almost killed someone who you spent two years being friends and having fun with, but the reason you forgot all that is not even your fault, and Monobear having no other reason for revealing her shame other than seeing her despair just tacks on even more bastard points for Monobear and Junko as a whole. Given how Sayaka acted in the game proper, it gets even more sad.
Moments from the anime series
Leon's execution in the game was already sad enough, but, in the anime, it is so much worse. Here, before his execution starts, Leon actually breaks down in tears and tries to desperately escape to the door, pleading for his life. And then Mononobear sends him to his death anyway. (That is, unless it was ruined by the sloppy Madness Mantra deal. Or sometimes even in spite of that.)
What's more, the sobbing breakdown happens just after he's asked why he did it, and he screams that he had to and it could've been any of them in his place. The anime leaves out the part where Celes points out he didn't have to kill once his would-be killer had retreated, so there's more of a focus on his misfortune in being chosen as a victim in the first place.
After the execution, it cuts to a shot of Ishimaru sobbing into the floor, sharp-eyed viewers will notice the puddle underneath him.
And then there's Mondo's actual reason for killing Chihiro itself: His older brother formed the top biker gang team in all of Japan and chose Mondo as his successor. After his brother's retirement ceremony, Mondo challenged him to a bike race where a truck would have hit him had it not for his brother pushing him out of the way and dying himself. Mondo never came to terms with it and vehemently envied Chihiro for being stronger than he was and deciding to do overcome his own shortcomings.
In spite of being incredibly rushed to accomodate for a lot of ground during Chapter 3, episode 6 has quite a few, including Ishimaru tearfully speaking to Alter Ego about Mondo, and Yamada's final words, tearfully choked out before his death. For anyone knowing the truth about Yamada's killer and their motivation for it, it makes the scene even more gut-wrenching than it was in the game, pacing-issues aside.
The end of episode six, added Yamada, with tears in his eyes as he dies.
Leon's death is noticeably more sympathetic in the manga. When Maizono locked herself in the bathroom, he didn't go get his tools because he wanted to hunt her down and kill her, but rather because he didn't want to leave her so upset and wanted to try calming her down. He tells her that he doesn't want to kill or hurt her, but as soon as he opens the door Maizono leaps out and tries to stab him. He wrestles the knife from her and accidentally stabs her in the gut. It makes what happened to him that much more horrible. At the end of the trial, after Celes points out that he went back for the toolkit, he struggles to explain to the others what happened until Monobear interrupts and tells him his intentions don't make any difference. And both he and Maizono scream and beg for their lives using some of the same phrases.
A tiny moment: On the morning the body is discovered Leon is one of the students to arrive late to breakfast, claiming he overslept. In the manga, this is accompanied by a thought bubble revealing that he didn't sleep at all.