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Tear Jerker: Ghost Trick
The fate of Detective Jowd's wife and Kamila's mother. Kamila, a little girl, built her mother a machine that would reveal a cake, light the candles, and launch party poppers. Instead, she sees her invention kill her mother instead. Sissel even lampshades it.
Sissel: .....This is all so unbelievably tragic...
For some added Fridge Tearjerker, present timeline Kamila is a klutz, nearly dropping the headphones without Sissel's help, dropping the phone receiver, and generally not showing much coordination. Yet her father recalls her as being rather creative and good with her hands. Watching her contraption, which she knew was safe, go so horrifically wrong seems to have traumatized her enough to damage her dexterity.
Yomiel's backstory and motivation.
Detective Jowd: But... what would you get out of the deal?
Yomiel: A new life.
Detective Jowd: "Life"...?
Yomiel: I asked them for two conditions. Number one being that they help me with my revenge plot. And the second was a "rebirth" for me.
Detective Jowd: "Rebirth"...? A new beginning, eh?
Yomiel: I didn't care if it was a "fake" life, an "artificial" life... I just wanted a physical receptacle for my soul, a name, an identity - an everyday life. I wanted to grow old in a society that would accept me. And finally, I wanted to die, surrounded by a loving family. That's the kind of "life" I asked them for.
Detective Jowd: A completely man-made life...
Yomiel: That's right. I knew I couldn't hope for anything more than that...
Yomiel's only friend for ten long, lonely years? He accidentally shot him. When Yomiel states that he can't rewind time, what he says he'd done if he could have: "I would've saved your life".
When Yomiel mentions how Lynne's sympathy for him in the sinking sub made him stop his motive for revenge.
Yomiel: She understood. She shed tears for me...That's when my revenge was over. She saved me from the darkness.
The truth behind Ray. And on a more happier note, the ending after you avert fate for the final time.
Sissel: So you waited and waited, these ten long years; all for the sake of your two ladies, Lynne and Kamila, eh?
Missile: Of course! Because that's what doggies do!
When Sissel gives up on his own illusion of being Yomiel and reverts back to his soul's basic flame-form. This one single moment just screams "We know nothing about that poor guy and he knows nothing either. Everything was wrong, we knew nothing, all the time. We were and are at zero, despite all our efforts. And it's almost Dawn."
While we're on the topic, this exchange:
Lynne: S-Sissel! Look at you! What happened?
Sissel: I can't hold on to that image of myself any longer.
Lynne's goodbye to Sissel near the end, sincerely thanking him for everything he'd done even though they never found out who he was. Yet. There's just some sort of finality you can see in the animation when she pulls the switch to launch the torpedo with Sissel and Missile in it out of the sub. Even worse, they never do see Sissel again, in that timeline. Yes, he resets everything and saves them all, but if he hadn't, Lynne, Kamila, and Yomiel would have been trapped on a one-way trip to the bottom of the ocean, where they would either die from the pressure or die of hunger and thirst. Or, in the case of Yomiel, go insane from loneliness. Even more worse, they'd probably become ghosts like Yomiel, leaving only each other and him for company. And given how the girls died through the direct action of someone else, perhaps just as maddened by loneliness and vengefulness as he was, trapped forever at the bottom of the ocean. Unless Yomiel figured out how to ghost-jump out of the wreck with them in tow and inch to the surface, and by that point, who knows what Sith would have managed to do with the Temsik?
"Somebody, please look at me... Somebody, please reach out a hand to me..." There's just something so utterly heartbreaking about a little creature just begging for someone to notice him, especially when no one can hear or understand him. There's this huge drama unfolding in front of him, with threats and death and fear, and he doesn't understand it at all. He just knows that he's literally crying aloud to them, begging, but no one is taking notice, let alone reaching out to him. It's utter loneliness and despair. Sissel, a stray kitten, starving for attention. And stray kittens don't last for long...
Sissel's despair about being unable to help Yomiel.
Sissel: Those ten years were happy for me. But they weren't happy for the man. And there was nothing I could do for him.
Missile being killed by the assassin, who he just wanted to say "welcome" to. Luckily we get to reverse that one.
Jowd's decision to live in the moment he asks for Sissel's help. Of course, he's then immediately captured by Cabanela, which erases the Hope Spot in order to create a Big Damn Heroes moment shortly thereafter.
In the ending, it's revealed in the first timeline, Sissel refused to help Lynne. As a result, everyone died and we get to see it. Making things worse is Missile-Prime's determination to do anything to save his masters, but he can't because he needed the ability to move objects.
Jowd in the final chapter screaming at his past self not to pull the trigger but knowing he's ultimately powerless. It's the anguish of fruitless desperation that you can't help but share.