Almost anything to do with Anders or Justice in Awakenings after playing Dragon Age II. Knowing that no matter what you do, Anders and Justice will merge and leave the Grey Wardens for Kirkwall, even if your epilogue has Anders finding a home with the Wardens. Seeing Vengeance!Anders slowly lose it throughout Dragon Age II is painful, and Justice has been corrupted into Vengeance. Even if your Warden does their best to make all their companions happy and Hawke sides with the mages, Anders will still blow up the Chantry and let you kill him without a fight. The possibility that it is no longer Anders or Justice but Vengeance who controls their actions is unsettling.
And worse, the Warden is indirectly responsible for the Mage-Templar War, after introducing him to Justice, the Grey Wardens philosophy that Utopia Justifies the Means and possibly planting the seeds in his mind with one conversation in particular.
Anders: All I want is a pretty girl, a decent meal, and the right to shoot lightning at fools.
When the darkspawn assault Amaranthine in Awakening, an old man tells you that his family is still in the city and begs you to save them. If you defend the city and defeat the darkspawn generals, the next scene pans over the cheering crowds ... and the corpse of the old man lying in the street while an older woman kneels beside him. It's a reminder that victory has come, but not without cost.
With his Big, Screwed-Up Family, it's no wonder that Nathaniel was closer to most of the housekeepers and staff at Vigil's Keep. Upon discovering his surrogate mother figure Adria is one of the people trapped by the darkspawn, he begs you to rescue her, only by the time you discover her, she's already turned into an insane ghoul.
Made worse because we never get to see his reaction or get to comfort him on yet another loss he's suffered.
There is an obscure Sidequest initiated upon overhearing a woman named Alma praying in the chantry for her husband, who has gone missing. The Warden will track down the husband by following various notes scattered throughout Amaranthine. Eventually, you'll find his body hanged in an abandoned house outside of town. He hung himself because he thought himself unworthy of his wife, who tearfully laments that he should have told her about his feelings. The saddest part of this quest is how it depicts the feelings of inferiority and guilt that many real suicide victims suffer from.
Somehow, they actually managed to make one that is half-tearjerker, half-black comedy. In Black Marsh, you can find the bones of a man named Corin who drank poison after his lover, Bonnie, left him due to being upset over a trail of riddles he'd left for her to follow. If you follow the trail yourself, it ends with a bottle containing an engagement ring and a letter from Corin asking Bonnie to marry him. Should've just asked, Corin.
It's even worse than that - it's implied in the note that the main reason she was upset about the riddles was because the first one had a Last-Second Word Swap dick joke, and she thought he wasn't taking their relationship seriously.
After finding her clan, virtually her family, completely massacred, Velanna buried every single one completely alone. Not only had she suddenly lost all her loved ones, but she'd had to personally dispose of every body. It's no wonder she's lost in her rage when the Warden Commander finds her.
After defeating the sylvan she summons and going to confront her after learning that she fell for the darkspawn's trick, which, from her perspective, is the Warden chasing her to bring her to justice for attacking those who killed those closest to her, the slump of her shoulders and defeat in her voice indicate that she's absolutely ready to attempt Suicide By Grey Warden, and it's only revealing the trick played on her and the hope that her sister is alive that pulls her out of it.