The only ending (and a truly bittersweet one) for the Fate route is "Continuation of the Dream." Having won the battle, Saber asks Shirou to let her fulfill her duty one final time, and he uses the last Command Spell to order Saber to destroy the Holy Grail. The last scene you see is the final moments of Saber, ending her life as King Arthur. She speaks to Bedivire, talking about how she had a "pleasant dream" and when she finally passes away, just to drive the knife in, the last words are "Do you see it, King Arthur? The Continuation of the Dream?" Cue profound crying.
Four simple words: "Shirou - I love you."
The anime adaptation of that scene isn't much better, either, since now you have very sad music playing in the background. Damn you La Sola, damn you!
Shirou and Saber's confrontation after their date in Fate. There's something heartbreaking about Shirou's first real admission that he's in love with Saber, mixed with his hopeless realization that he can't save her from her own self-destructive path.
Unlimited Blade Works route:
The Fate route had already established Ilya as a homicidal, sociopathicCreepy Child and her Servant Berserker as a Nigh Invulnerable embodiment of madness and destruction... And then we come across Berserker desperately pressing forward into Gilgamesh's endless hail of swords in an attempt to shield his master. After a flashback revealing their bond in Ilya's backstory, a now blinded, frightened, and dying Ilya slowly crawls across the floor, calling out for her Servant for comfort; to fulfill his master's wish, Berserker defies reality and forces his body to physically remain through sheer willpower, when even his mind ought to have disappeared. Upon feeling the touch of (dead) Berserker's stone foot, Ilya is reassured that he will protect her and loses consciousness hoping that he will pet her head when she wakes up. A moment later, Berserker's body begins to crumble to dust, and Gilgamesh rips out Ilya's heart.
Similarly, in the anime adaptation, Servant Caster tries to protect her master from Archer's hail of swords and is fatally wounded in the process. In the calm that follows, Caster desperately checks to see if he is okay. He says he is fine and promises that if she tells him her wish, he will fulfill it in her stead. But she just shakes her head and with a hand to his face says that her wish has just been fulfilled, vanishing with a smile. After another moment, he falls down dead from the fatal wounds he had sustained but kept hidden...
In the game, where it was Archer's swords, Kuzuki does survive Archer's attack but then insists on attacking Archer without the assistance of Caster's magic and Archer ruthlessly cuts him down. Not quite the same effect.
The manga redition of this scene is arguably worse: rather than Caster protecting Kuzuki, it's the other way around as Kuzuki takes Archer's arrow and collapses, to Caster's shock and horror. As Caster starts crying, we get a whole look at Kuzuki's backstory before he dies, and we cut back to him telling her to keep fighting for her wish - Caster insists that her wish was to live a second life with Soichiro by her side, and breaks down completely when he breaths his last. When Archer cuts the sobbing Caster down, it feels more like Shoot the Dog than Karmic Death.
When Archer is fighting Shirou, his past self, and screaming at the top of his lungs that his entire life was a lie. As he tries to effectively kill himself, he comes to the conclusion that while his original ideals are beautiful, they can never happen, and the only salvation from the horrors of human atrocities is his own death.
Archer's goodbye to Rin and his last smile.
Archer is a walking tearjerker. He worked tirelessly towards his ideal of trying to save everybody he could see. He realizes the limits of his powers and begins to fall into his foster father, Kiritsugu's mentality, which is sacrifice the few to save the many. But he still continues to work endlessly to try to make as many people happy as possible. But the people around him become suspicious of him, since he never asks for any rewards, and since he never talks, they start to think he's "ruthless" as well. But the real reason that he never talked or wanted any rewards was because he never had anything to talk about, and his reward was the sole action of saving people. And thus, he keeps getting betrayed by the people he saves, but he continues pursueing his ideal, because he believes that as long he doesn't betray himself, there will be another oppurtunity. He eventually even makes a contract with World giving his entire afterlife as a guardian to save a few hundred people. He eventually gets killed by one of the people he saved, but even as he is excuted, he's glad that he might still be able to save people after he died as a guardian. But after becoming a guardian, he discovers the truth, in that a guardian's sole duty is to kill people who threaten humanity as a whole, and he is essentially betrayed by his own ideal, causing him to become cynical and bitter, whose only goal is to erase himself from existence by killing his past self.
Addendum to the above: He exchanged his freedom for power to save the people right then, right there. He thought he could continue doing what he always have been doing, but with more power. However, role of the Guardian is to clean up the mess after it's already too far gone, usually by eliminating whatever threat that caused the mess in the first place.. He felt that he ended up saving no one in the end, despite everything.
Archer:"And thus, my life has no meaning. Certainly, this body was made out of swords."
To add in, the UBW movie ending with Archer's final words to Rin with his 'Old Look' and smile back, and Rin's promise to both Archer and Shirou, and the ending theme song, ~Voice ~Tadori Tsuku Basho~ by Tainaka Sachi. Well done, Tainaka-san and Nasu-san. Damnit.
Arguably, the final epilogue of the route is even more heart wrenching than Archer and Rin's final conversation. Briefly, Archer is able to reflect on his duel with Shirou, and comes to terms with the fact that, no matter what kind of hell his ideal dragged him through, he was not wrong to pursue it. After unknown years of service as a Counter Guardian and wishing only for his own destruction, he was able to stand firm, once again, behind his choices. He knew, once and for all, that he was not wrong. The only problem is, due to the nature of Servants and the Throne of Heroes, Archer was only a copy of the true Heroic Spirit EMIYA, a copy created solely for the Holy Grail War. The real EMIYA, the one who would continue to serve as a Counter Guardian until the Earth itself died, will never receive the closure and self-assurance that Archer did, which means that he continue to cling to his self-hatred and wish for his own destruction forever. Dammit.
The game's prologue has a tearjerker moment, the nature of which only becomes clear after finishing Unlimited Blade Works. Rin's summoning goes awry, which is why she ends up with Archer rather than Saber, and as a side effect, her living room becomes a giant mess. The first order she gives Archer, the legendary hero whom she summoned to help her fight for no less a prize than the Holy Grail? "Clean up this mess." On the first go-round, it's a pure Crowning Moment of Funny, but after learning that Archer long ago lost sight of the Despair Event Horizon due to being involved in an endless cycle of pointless violence, performing so mundane a task as housecleaning is probably the closest thing to heaven he can imagine himself attaining, the more so because he was quite domestic during his lifetime as Shirou, and he's helping one of the girls whom, as Shirou, he loved the most.
And yet all those pale in comparison to the Heaven's Feel route:
Shirou is (possibly) killed off in the finale: the Tear Jerker ending then sticks to and expands on this, showing the epilogue through Sakura's eyes, as she ages and watches everything change around her, remaining alone until the end... Needlessly and maliciously cruel.
Oh, and then after that the title screen changes to both the music and background of the very last scene of that, so we can now ALWAYS feel depressed on loading the game.
And who can forget, in that same route, when if you get the true ending, the happy one, right before Shirou dies, Ilya rescues him. The entire time he's begging her to let him die so she can live, or at least he's trying to. At the end she goes out with a smile saying she's going to show Shirou a miracle.
Saber's death is bad enough (especially when Shirou learns of it, when his Command Spell disappears). Forcing the player to make the choice to stab Saber Alter in the heart while she's helpless is just mean. Yet failure to do so triggers the worst Bad End with Dark Sakura giving Rin Tohsaka a 'personal lesson' on what she suffered the past eleven years. No matter which decision you make it is a HUGE Player Punch.
What's the scene called after making that painful decision? I'll forget about you. Within it, Shirou reflects on the fact that he's just committed an unforgivable act that cannot be justified in any capacity, how he feels so bad about killing Saber that he has to erase every trace of her memory from his mind just to keep from going mad, how he knows he's sacrificing literally everything he has and he knows it just isn't worth it... but that if given the choice, he would do it again, because a world without Sakura in it is incomprehensible to him.
"Using my own hands, I killed someone who protected me until the very end ——
Neither regret nor a confession will bring forgiveness ..."
Saber being corrupted by the Shadow and fighting against Shirou is worse when you remember the UBW route, half of which focused on Shirou and Rin attempting to rescue Saber from Caster's control after the latter had taken her in a servant. Fortunately they're able to save her before she is broken down completely. Guess Saber wasnt so lucky this time around.
The rainy night in the park, with Shirou's decision to abandon his ideals and protect the most-likely dying Sakura.
Later on, Shirou asks her what she'd like to do "when" she gets better. She says she just wants to go watch the cherryblossoms fall. Shirou then promises her they'll go do exactly that. Given that at this point, Shirou has just decided to kill her...
It's even worse if you're aware of Ilya's true parentage.
Bad End #38. Right after the Crowning Moment of Awesome for Shirou that is defeating Saber Alter single-handedly by going past his limits, the consequences of doing so hit and he's reduced to a vegetable that will never recover and is effectively dead. At this point narration switches to Saber, who contemplates his strength and what will come of his sacrifice.
Saber (thinking):The one whose limits held her back, and the one who went past his limits. The result is the one laying beside her. [...] Tohsaka Rin and Matou Sakura. No matter which one survived, the one who would bless them is no longer in this world.
The night where Shirou decides to attempt to kill Sakura to end the entire mess. Not only does he fail at stabbing her, but it turns out that she was awake the whole time and was absolutely horrified, shaking in fear, despite pretending to be calm about it. Shirou ends up crying, thinking about how he could even consider it, and gives Sakura a Cooldown Hug.
Kirei's death, oddly enough. After how much of the route is spent getting to know him better and after he became a character who's easily sympathetic to some degree, there's something oddly poignant about his short, quick, anticlimatic death, especially thanks to the narration.
Did he smile in his last moments?
The priest disappears from this world, with no one to bury him.
The ending of the Fate route can be considered one of these. Shirou and Saber defeat their respective Big Bad and yet by doing the right thing and destroying the grail, they lose any chance of staying together. This is made substantially worse when Saber tells Shirou she loves him before she leaves his life forever. How Shirou manages to smile through it all is simply amazing. I Want My Beloved to Be Happy indeed...
While Gilgamesh is taking a level in badass when killing Berserker about 13 times in the UBW route, he also destroys Ilyasviel's eyes and rips her heart out of her body, thus making an incredibly sad play on kick the dog.
The real tearjerker is the scenes we are rewarded with afterwards. Shirou desperately tries to be the big damned hero, running towards Ilyasviel and the flashback of Ilyasviel's past 'training' with Berkserker, which is spartan training at it's finest. You finally gain some affinity with the emotion driven huggable giant.
Heaven's Feel route has one when Shirou is fighting Saber Alter in the cave, and using Archer's arm causes him to lose the memory that most shaped his path in life prior to the war: the night of Kiritsugu's death and his promise to become a superhero.
Maybe it's just because of the music, but the dream-flashbacks Shirou is having about Saber's past in the Fate route, about how she was all alone and had to kill her emotions to move on, are devastating...
Archer's Heroic Sacrifice in the anime (and by extension, Fate), staying behind with the intent to defeat Berserker (or at least take out some lives) while his Master, Shirou, and Saber flee. Even as he takes that beating, not once does he think to strike at Ilya (for very good reason, as it turns out ...), and when he finally fades away upon completely draining his mana ... God. Rin's reaction is already heartbreaking as she vows to not forgive Shirou and Saber if they get killed by Berserker; worse when the credits play and instead of the usual song we get "Hikari" as the ending theme. In the last moments, we get to see Archer's red cape disintegrating into light to reveal the only thing left of him - the gemstone Rin used to save his life, back when he was still still Shirou Emiya and first got caught up in the war ...
Anime episode 18 makes it appear that Rin has had to kill Sakura to prevent Caster using her to summon the Grail. She's left holding Sakura in her arms as the credits roll, and Sakura looks up at Rin and seems to be thanking her...
Episode 21 of the anime: The moment that Shirou kisses Saber is when she seems to finally (and tearfully) realize she loves him...but even that isn't enough to change her mind on using the Holy Grail to redo the selection of the King: