In Final Fantasy XII: Revenant Wings, after having spent most of the game opening up to you and regaining his anima, when Llyud performs a Heroic Sacrifice, and takes an attack from Feolthanos meant for Vaan, although he survives, Llyud is striped of the anima he spent the whole game regaining. He's just an emotionless shell again. What makes this worse however, is if you go an talk to Llyud on the Bridge, or in the Sky Saloon, with him only saying that it "feels like a fire inside [of him] has gone", "words elude me", and the worst one of the lot: "..." Not only is it a Tear Jerker, it's a pretty darn big Player Punch too.
Earlier, there's the night where the party learns the truth about Velis, the man that they've been guarding since they became stranded, and who has been warming up to Penelo ever since they met. He is already dead. Not only that, but he used to be the Judge of Wings' lover, and she personally turns him into Odin and makes him fight you. Just before the battle, Penelo breaks down, unable to bring herself to fight him, and at the end of the battle, the party can't bring themselves to put him out of his misery. So Llyud, who has realized at this point that he is devoid of emotion, does it himself. Even worse, after that, Penelo breaks down crying, and Llyud says "I cannot even understand why you cry".
In Final Fantasy XII, the scene that plays upon your return to Eruyt Village after rescuing Mjrn. To sum up: Mjrn, having seen the world outside of their home, begs her sister, the Viera leader Jote, to change their isolationist and essentially xenophobic ways. Fran, however, convinces Mjrn to stay so she'll never have to deal with the same pain and loneliness she went through by abandoning the Wood. This leads Mjrn to run off crying. Fran then asks Jote if the Wood hates her and, after speaking to it, Jote replies that it doesn't. Fran's reply before leaving is quite solemn: "A pleasant lie, that."
The end of the Prologue, when Reks calls out his brother's name before dying.
"Hadn't you best be off, fool of a pirate?" Even if you were meant to hate Cid, his death has a way of making you terribly upset, even if it is short.
All of him is a Tear Jerker. Balthier recounts how, years ago, the man was a good father and devoted to his family... until he began researching the stones. And by the end of the game, we've learned that this was because Venat chose him to carry out his plot, and Cid himself believed he was doing the right thing freeing humanity from the Occuria. So, we're subtly told that Cid went insane and neglected his family because he wanted to make a better world for them... even if he was too far gone by the end for it to make any difference.
When Judge Gabranth dies in the ending, and asks his brother to look after Larsa, the only person he cared about...
Admit it, his entire back story is extremely tragic in nature.
Fury's death scene.
After Judge Bergan is defeated in Mt. Bur-Omisace, the devastation is terrible. Talking to the wounded refugees and seeing the burning of their tents in the distance only adds to the Player Punch. But the final blow is the sad music that plays in the background.
This short bit of dialogue from Vayne near the end of the game.