Fable II has one near the end of the game after Lucien's big Moral Event Horizon scene, after which you end up trapped in a dream world where you're a child and your older sister Rose is alive again. You have a big farmhouse with lots of fun things to do, and parents are mentioned though never seen. In short, it's everything your character could have ever conceivably wanted. After a day spent playing with Rose, however, you hear the music box that started everything playing in the distance, though Rose tells you to ignore it and go back to sleep. However, in order for the game to proceed, you have to head towards the sound of music box, and as you do, Rose's pleas for you to go back to sleep become more and more desperate until you cross the threshold of the farm where Rose cannot follow, and she screams 'Don't leave me again!' as you head towards the music box. It's heart-rending to hear, since you're never quite sure if the dream world is a trick of Lucien's, or if that really IS your sister's spirit, trying to give you the life you and she never had, and you have to leave her behind again to stop Lucien.
One of the Demon Doors in the game will only allow his three friends to enter it: a gallant knight, an evil mage, and a bandit. Naturally, this means you need to wear a bright plate outfit, a dark Will user outfit, and a bandit outfit in that order. Once his requirement is met, he allows you entry. When you get in, you discover that the reason he hasn't seen them in so long is because once they were inside, they fought amongst themselves for the treasure and ended up killing each other. It's bad enough on its own, but the Demon Door just sounds so happy at finally seeing his friends again.
The city of Aurora in Fable III. The people's memorial letters to their deceased loved ones are all horribly sad - though the way Kalin's voiceover gradually breaks down into tears in her letter to her father is heartwrenching.
The Hero, while exploring the devastated town, will meet an Auroran named Selan. This is the conversation that ensues.
Hero: What are you doing here? Everyone else seems to be hiding.
This one overlaps with Crowning Moment of Heartwarming: Sir Walter Beck's fate. The last of his lines nearly brought me to tears, and would have if my brother had not been watching me play. "Teach me to be a hero..."
Bit odd that nobody mentioned the really pressurising decision that your brother puts on you at the start of the game. Do you kill the peasants so you can keep your love interest, or do you sacrifice him/her for them? If you sacrifice him/her, you share one last kiss before the love interest is executed. There's also later on, when the tables turn on Logan, and you become the ruler. Your first decision as the new royal? Kill your brother or not. If you grant him mercy, he'll help you later on. If you execute him, a small cinematic plays where he is executed by a firing squad of royal soldiers.
The bit that comes after the masquerade ball. This is the face of a traitor. *sniff*
Especially Ben's reaction as he watches his friend and mentor (and possibly father figure) get publicly humiliated and executed. This troepr almost expected him to start crying. His expression... Damn. Why is there no "comfort" option?
The endings to ''Fable II'
If you choose "The Needs of the Many" there is a bittersweet element to it when you realise that you won't ever see Rose or your wife/husband and any children again. It gets worse when you also realise that you don't get your beloved dog back either, after he sacrificed his life to save you from Lucien. There's something heartbreaking about running around Albion without your best friend.
Both "the Few" and "the Many" had moments of this in addition to your family and dog, you get a letter from Rose, telling you she's okay in the afterlife and she knows you'll be together again. For "the Many," you're told you get nothing, but you will get a letter from "the People Of Albion," who know what you did, thank you for giving them their families back, and have erected a statue in your honor. "We hope you like it."
After any of the endings, if you return to the hill in Bower Lake, you will find your dog's grave. And what does it say?
When you first come back from The Spire after ten years of being away and your beloved dog is the first one to greet you by running up and licking your face? Doubles as a moment of heartwarming. The dog wasn't there the entire time, either. He knew you were coming back a week before you actually did, letting Hammer know that you were going to be alright. (sniff)
Speaking of Hammer, her angry statement that she wasn't Hannah anymore, but Hammer - after screaming in anger at the pointlessness of her father's death - was an emotional moment. Even more emotional (and satisfying) was her realization that she was sick of violence by the end of the game. She'd avenged her father enough, and she just wanted to be happy again.
Another Fable III Moment: After trudging through most of the Auroran Temple and [[spoiler: beating Walter the first time the Crawler possesses him, you have to help him out of the Auroran Temple. When you finally get to the outside, Walter is too weak to go on, and even tries to persuade you to leave him. Walter triez to get you to go on alone, though you can convince him you won't abandon him. And even if you get him to hold onto you, a few seconds later, you are forced to let him go as you are too slow to get anywhere and lets go of you, lying on the ground as he convinces you to go on alone.
In Fable 2, something rather sad can happen if you aren't careful when romancing a NPC. If you get a married NPC to react positively to the "Come Hither, Dear" and their child sees they'll ask "Mommy/Daddy where are you going?", or alternately, "Mommy/Daddy who's that strange lady/man?", in a completely heartbroken voice. The fact that you can unintentionally break apart families is in itself depressing.