Please don't list this on a work's page as a trope. Examples can go on the work's YMMV tab.
Tear Jerker: Grand Theft Auto: San Andreas
The death of the CJ's mother in the video "The Introduction".
The death of Big Smoke and before finding out that the power, cash, and drugs finally corrupted him. His lines "I made it, CJ! I'm a success!" are particularly hard-hitting, because one gets the feeling that he's not only trying to convince CJ, but himself as well.