This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Glory of Heracles
This is one of those "smiles and tears" series. Your party will have some good times, but the story can hit YOU hard when you least expect it.
Just before the last battle of the DS game, the party is walking towards Typhon and the floor shatters. It's too far to jump, so Daedalus throws the protagonist. Before his floor gives way and he falls to his death, he gives some pretty heart-wrenching lines to the protagonist
Daedalus: Hey, you! My little reanimated doll! Will you quit trying to fly! Keep your feet planted firmly on the ground! <pause> Wait, I take that back. Your fate is your own, and I can't change it. Live your life as you wish.
The scene where Leucos opens up about her father, who became an actor after giving up his career as a soldier to raise her. One day black rain fell, monsters cornered them to a cliff, and he revealed that she was really immortal, but failed to save himself from the monsters. Heracles telling her to laugh because her life is too long to be miserable doesn't help either.
Also, the Heracles traveling in your party realizes he's really been Dead All Along and fades into ether. His brother, the true Heracles then loses it.