Eternal Darkness: Sanity's Requiem makes it clear early on that you shouldn't get too attached to your characters - yet makes that really bloody hard. It seems as though most fans of the game have one character in particular who sticks out to them in some way. Often among the characters who meet horrible fates. Strangely, though, said fates are usually at the time more disturbing/haunting than tearjerking. Their aftermath/closure, on the other hand...
The final battle with Pious can make the tears flow. One by one you watch these otherwise fairly normal, decent people destroyed by the machinations of foul things from beyond the veil, and eventually you realize that Pious' plans never specifically targeted these people. To Pious, they were little more than collateral damage, incidental, meaningless deaths that he barely even notices until Alex gets the Tome. Realizing that every single one of them is going to get a chance at Pious' bony necrotic ass is gloriously bittersweet.
Anything and everything concerning Anthony is tragic. He spends his entire chapter desperately, painfully struggling through the effects of a zombifying curse to warn Charlemagne of treachery - and is too late, and is subjected to six hundred years isolated, the curse and his failure wearing on, until Paul comes along with his mace.
Paul Luther's death is horrifying and deeply sad - that he had braved his way through the nightmarish scenes under the cathedral - and had kept his faith - only for his life to be taken in a single, futile second.
Even Pious might inspire some pity. He had been corrupted so badly by the Ancients. He wasn't in it for the power, he wasn't calling things he couldn't contol, he just heard some weird voices who told him to smash a statue then grab a shiny gem. And for that, he was contorted to produce such evil.
A meta example with Shadow of the Eternals. The production staff was making a tremendous effort to communicate with everyone that they possibly could, taking their demo to E3 and Gamescom, and they attracted the attention/support of Operation Rainfall, David Hayter, and some other people in the industry. But between the campaign making an initial mistake in not utilizing Kickstarternote It instead used Paypal, which asks for the money up-front, although KS was implemented soon afterwards, asking for a considerable amount as the minimum needed for funding, and the general public perception of Denis Dyack following a story from Kotaku, their passion for the project largely fell on deaf ears, only succeeding in raising under half of its projected budget after it had been lowered with the aid of an outside company.