The Lost in general, really. In just half a decade, they've degenerated into a small enclave of dirt-poor, rapidly-aging desert methheads. Trevor pounds the final nail in their coffin. It was sort of inevitable with the way The Lost and Damned ended.
Gets even worse when you listen to the dialogue of the surviving members of the Lost during the wake. They all blame Johnny for the state their gang is in, and believe that Billy would've been a better leader, refusing to believe the "rumors" that Billy was planning on selling the gang out.
In the mission Caida Libre, it's hard not to feel bad for the extremely competent pilot of the target plane.
In hindsight seeing Grove Street now being run by Ballas, complete with a run down version of the Johnson house.
Especially if you kill Michael, after he got his life around.
Oh, it's even worse. From Michael's distraught voice as he screams how Franklin was like a son to him, and that Michael practically let him stay at his house, to the absolutely heartbreaking shot of Michael's bleeding corpse on the ground◊ and Franklin looking like he's just fighting back tears when he sees what he's done. It hits home that they really did look to each other. The conversation that Michael and Franklin have before Franklin tells Michael that he's going to kill him worsens it all the more.
As if that wasn't enough, you can be contacted by both Jimmy and Amanda, both distraught at Michael's death and angry at Franklin for killing Michael.
Even worse is how the mission is set up; it begins rather heartwarming, with Franklin and Michael standing under the stars reflecting on their exploits. For possibly the first time in the game, Michael seems to be truly happy and contented...and then he begins to realize what Franklin is actually there for.
Michael: "You hypocrite! I shoulda clipped you when you broke into my house!......I'm all you've got! You made the wrong call!"
That Trevor's implied to be more surprised and hurt by Franklin's betrayal than anything else is rather heartbreaking on its own; he clearly trusted him completely.
Trevor: "YOU FUCKING JUDAS! YOU'RE JUST LIKE HIM!"
Its made even worse when you realise that the fact that Trevor came despite expecting Franklin to try to patch things up between him and Michael; this pretty much means that Trevor WANTED to be friends again with Michael. Trevor is so heart-broken about this new betrayal that he doesnt even have it in himself to fight back.
Trevor really suffers from abandonment issues, if "Mrs. Philips" is any indicator. Trevor's mother returns and she asks him to get her a literal van full of Deludamol, presumably a pain killer of some sort. He does it without question, but when he returns to the trailer he finds it empty. He searches each room frantically, calling out to her as he does, but when he realizes she isn't there, he drops to the floor screaming, holding his hands to his head. It's a heartbreaking moment for him if there ever was one.
After the scene in question, control will automatically switch over to one of the other two characters- switch back to Trevor quickly enough and he can be seen sobbing for his mother on the couch in his trailer, taking something that may well be some of the Deludamol you just dropped off. While possibly not directly related, if you choose to huff gas immediately afterward, Trevor will pass out and wake up in an empty pool, and say the following, with obvious dejection in his voice-
Trevor: "Man, that stuff is pointless, all it does is make me realize how awful everything about existence really is..."
It's scenes like this, and smaller ones through the game (like his sincere concern over Michael's daughter), that make it clear that Trevor is a deeply fucked-up individual, even if he has gone beyond the line of any sympathy.
What about the hint that his mother was a hallucination? That's just heartache incarnate.
Earlier in the game he starts blubbering when he has to let Patricia Madrazo return to her husband, and, boy, was he clearly torn up about it.
Perhaps the saddest part of that scene was when Trevor pitifully asks "Why does everyone I love abandon me?" Who would have thought that you could feel so sad for such a violent lunatic?
Which makes it more understandable, though no less horrible, when the very next time he meets Floyd, the encounter ends with a brutal murder. Floyd (and to a greater extent, Floyd's girlfriend Debra) was kicking him out, and he just couldn't take another perceived betrayal.
This later becomes heartwarming when, if you proceed down the route towards getting a Golden Ending, The numerous exchanges between Trevor and Patricia hint at the relationship still existing, with Martin simply too afraid to tangle with Trevor again!
Franklin's friend, and possible Old Flame, Tonya. She's a drug addict in an emotionally abusive relationship with a lazy bum who refuses to go to work. While she's no catch herself and guilts Franklin into doing her boyfriends work for him, she's actually still out there making sure he keeps his job while it's implied that he is cheating on her. Throughout the side missions, it also becomes more and more apparent that she's become victim to her own addictions as well.
Trevorin general, really. Think about his backstory for a while; implied abuse of an unspecified sort from his father, implied emotional and sexual abuse by his mother, the above-mentioned abandonment issues, loses his best friend first to a stripper and then to a bullet, finds out that friend has been alive and living in San Andreas, their friendship frays and tears throughout the course of the game, and in 2 of 3 possible endings, he ends up either Killed Off for Real or back where he started with Michael really dead this time. Of course you can pick the Golden Ending, too, but that's the only ending that's not a bummer for Trevor. Still, yikes. No wonder he became an Ax-Crazy meth addict/dealer and black market weapons dealer.
While the circumstances he puts himself in are less than sympathetic, Michael's situation is also quite sad. He managed to go from Northwest trailer-park trash to become a wealthy man and truly provide for his family, living in the game's version of Beverly Hills. But to do it, he had to betray his closest friends. What did he get out of it? At the start of the game, he's a lonely, jaded man struggling to accept his own faults and failures with an incredibly dysfunctional, spoiled family that wants nothing to do with him. The worst of it is that despite his own failings, he tries to make things right, but their spoiled and selfish attitudes combined with his own inability to connect with them just keep pushing his family apart. Roughly halfway through the game, he's drugged and has his car stolen by his own son and comes back home to find his wife has taken his children and left him alone in his massive mansion. By the end of the game, however, he manages to get them back, make some real connection with them, fulfill his life's goal of getting in the movie industry and seems to be on the road to having the happy—if unconventional—family he always wanted.
Molly Schultz's death, especially knowing that everything she did was absolutely pointless. Not only did Solomon still have copies of Michael's movie, but Weston never repaid even a fraction of the affection Molly had for him. He even coldly tells Michael that he basically can get another attorney.
The way Franklin's life falls apart throughout the game. Even after managing to fulfill his dream of escaping the hood life, the situation gets worse when his aunt disowns him for abandoning his roots on the street and living a life that isn't suited for him and his lost love is getting married to someone else. If the player goes for the Ending C, he has only Michael, Trevor and Lamar for friends. If the player goes for Ending A or B, he has no one.
Subjective Tear Jerker, but there's a Youtube video that features all of the post-game conversations the protagonists can have with NPCs and each other. One spot in the video shows the part where Franklin calmly makes peace with Tanisha getting married to her doctor fiancee the next day, hangs up the phone, then drives his car straight into the fucking ocean before cutting to black. It was probably supposed to be Played for Laughs and it's non-canon, but it can also come off as an incredibly depressing scenario where the usually logical Franklin has been Driven to Suicide despite all of his newfound wealth and success.
As noted in the Trivia section, Ending C was originally supposed to be a "Kill Franklin," ending, with Lamar taking Frank out. There are no specifics available as to how the scenario would play out, leaving Lamar's motivations, any possible heated exchanges and Frank's ultimate demise to fans imaginations.
The pause menu theme, while calming, it also sounds pretty depressing.
Just driving around the area, many of the residences that are up for sale are foreclosures which really hits home how bad the economy in the game has tanked.
The scene where Trevor and Michael have a standoff after the former sees the corpse of Brad in Michael's coffin. The look on their faces as they almost beg each other to pull the trigger right before Mr. Cheng's men show up is heartbreaking, especially if you remember how long they've been friends.
During the drive to the graveyard, the player hears Michael's explaining to Amanda how they were going to Los Santos after his last job in North Yankton, and how life would be a vast improvement once they left. In the time since then, Michael had become disillusioned with life after crime, and returned to his old calling as a professional robber, only for this choice to lead him to becoming a slave to the FIB, his family to leave him, and his best friend moments away from discovering one of his darkest secrets, one that could be the end of their friendship and their lives...
The subtext probably makes it even worse; despite the tension in the air, the harsh words and harsher feelings, and the fact that both of them are a hair's breadth away from killing the other, neither one of them can bring himself to kill his best friend.
As Trevor has pointed out every time Michael brings up his family as why he quit the business Trevor says he has no family. When Michael is pointing the gun at him Trevor is goading him into shooting him Michael says he has the most left to lose and Trevor agrees cementing his status of being alone. It sounds like he legitimately wants Michael to kill him because he doesn't want to kill Michael but the situation has pretty much forced him into it.
This... Just, this. Pretty much the entirety of Michael's story summed up to one video as he falls to his death. The fact that by the ending, you can hear Jimmy talking to Franklin about Michael's disappearance and his mom freaking out over it only makes it worse.