This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Dino Attack RPG
On a somewhat meta level, the fact that so many characters vanished over the years, their stories coming to an abrupt halt, because their writers left Dino Attack RPG. We never got to find out if Voltage was able to stop Beta Force, or if Kotua survived his first mission as an elite agent, or if Databoard ever rescued Stealth. It can be a little hard on the reader to go back through the archive and read these stories, knowing they'll never be resolved.
Kat's death came as an unexpected shock. It was so saddening, Atton Rand went so far as to attempt to revive Kat.
The reveal that Rex had been paralyzed came as a close second, as it was similarly a big shock to most of the players.
This eventually started to happen with Zenna, who was shot by an enemy sniper, with several posts simply detailing her lying in agony unable to move, and later on revealing her to have lost the use of an arm, then getting several broken bones just a few hours later when mutant dinosaurs suddenly started rampaging.
The tragedy of Dr. Rex's character, from his backstory with Katerina Schattenberg to being rejected by everyone, from his descent into madness to the ultimate realization that everything he has done was just the puppet work of the Darkitect, and all the agony and pain that he suffers in A Fate Worse Than Death. Especially notable is the scene where Katerina confronts Dr. Rex during the Final Battle and calls him out before renouncing him as her brother.
The deaths of Adventure, Amanda, and Trouble in quick succession all bummed out players, but especiallyAmanda, whose death even caused PeabodySam to tear up a little as he was writing the scene.
The final moments of Athena Fabello were rather heartbreaking, especially with that bit about Minerva truly recognizing her mother for the first time since Isaac's death.
The final moments of Kareem Nazareno saddened players.
Atton Rand's final posts were incredibly depressing compared to some of the more upbeat posts of the other players. After buzzing excitement over Cabin and Rotor coming together they quickly find their relationship deteriorating as soon as the war is over and they are unable to adjust to normal lives. Sarah Bishop makes it through the entire war, marries her old love and manages to keep her daughter safe, but will forever be haunted by guilt over her actions. Kate is severely traumatized by everything and nearly died from a drug overdose while Pierce desperately struggles to help them both.
The end of Dino Attack RPG. It's just... it's just that everything that has happened over the past seven years is finally coming to an end.
"Thread closed by request" sent a few shudders down my spine, knowing that the RPG was absolutely over now.
After seven and a half years, Dino Attack RPG was finally finished at last. Then suddenly, the BZPower Forum Archives were destroyed by a hacker, and over five and a half of those years were erased. While some of it has already been recovered by means of the Wayback Machine, it seems definite at this point that the majority of the RPG will remain lost forever. All that work and effort gone to writing this epic piece of BZPower literature... gone to waste. Also, due to the spotty nature of Wayback archiving, some players' contributions to the RPG have been entirely erased forever.
The ending of The Madness of Agent Zero. Zero, a cheery and likeable agent, suffers a mental breakdown as he realizes that he is suffering from hallucinations. He asks the hallucinations of Phantom for help, but Phantom can't help him.
It ultimately builds up to Zero talking to a hallucination of Rex. Zero asks Rex if they can ever see each other again, and then he begs and pleads Rex not to leave him behind, only for Rex to tell him that Zero's story doesn't make sense anymore and, since his "guiding hand" has been lost, they can never meet again. To add extra salt in the wound, because this story takes place just before Ata's debut in the original RPG, Zero was so close to actually seeing Rex again. If only he held out a little longer...
Then, to top it all off, Zero realizes that he's just a fictional character, and this makes him Go Mad from the Revelation, leaving him curled up in a fetal position while mumbling about being made-up. If that's not sad enough for you, keep in mind that the "guiding hand" refers to his writer, BZP Noob #30000. Zero has been abandoned by his creator.