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Tear Jerker: Final Fantasy III
The scene accompanied by "Elia: Maiden of Water". Better tears, happy tears (or, well, sad since The Journey Is Over) likely accompany the post-game sequence (in the DS version, at least).
If you return to Dorga's house after his death, you will find all of his servant moogles mourning his death. It's made even worse by the fact that YOU killed him.
Xande's Start of Darkness. You've spent your immortal life apprenticed to a master wizard - no doubt making close friends with the other two apprentices, by the way - and what is your reward for this dedication? One gets phenomenal cosmic powers, and an entire continent, the other becomes the ruler of the world of dreams, and you get... mortality. And they call you evil when you want to keep things the way they were? Xande got painted into the villain corner, plain and simple.
Basically, Doga and Unei outright killed him, though not before they essentially arranged for their deaths. What's Xande going to think when/if he finds that, essentially, Doga and Unei enviedhismortality?
King Gorn's death. For weeks, he's been mind-controlled by his Evil Chancellor to set his soldiers against each other and to banish his ten-year-old son Alus from the castle. And the final act in Gigameth's plan? Have Gorn murder Alus in his bed—but the order is too much, and Gorn turns the knife on himself to save his son.