Meche's look of defeat after she dies is somewhat somber, but for those who have lost someone to cancer or some other disease, it's absolutely painful to hear and see.
Meche: You're not the nurse...
Manny: ... No.
Meche: You're not here to give me my medication...?
Manny: No, but I am here to ease your pain.
Meche: Guess they couldn't save me, eh?
Lola's death/sprouting. Never mind she was a minor character who previously appeared in a single scene with something like five lines of dialogue. Never mind Olivia flat-out told Manny that she was doomed due to her crush on Maximino. The worst part is when Lola admits she developed feelings for Manny at some point, but figured out it was hopless due to his obsession with Meche.
Lola: Tell me, Manny. Would I have had a chance?
(Manny looks away.)
Lola: Never mind.
And it gets even worse when Manny discovers a clue she left for him at Toto Santos's scrimshaw parlor. Upon hearing her name, the normally antisocial Toto suddenly lights up and confirms that she visited him earlier, and the game never makes it clear whether or not Toto eventually found out the truth...
Toto: Sweet girl. Like daughter to me. Tell her Papa Toto says hello.
Manny: No, that was just for being you. I don't have time to get you for Lola, but I'm sure somebody will.
Not the best example maybe, but Salvador's Heroic Sacrifice for some could be considered this. After everything the good man did to help hundreds of innocent souls get what they rightfully deserve, he himself never did.
The worst part? Salvador had a Number Nine ticket all along. Had it not been for Hector, he would have gone straight to Heaven and never had to look back. Manny's reaction says it all.
At the end of the game, Manny is finally free to travel to the Land of Eternal Rest with Meche by his side, but learns at the last minute that demons are unable to go there. Glottis may now be in the most ideal position a demon could be by that point thanks to Manny, but after four years of Undying Loyalty on both of their behalves, he and his best friend are forced to separate for eternity.
In-universe, the story of beloved Sanspoof's death is so tragic that not even Manny, who normally detests cats, can resist getting choked up while he reads it. Every time the player looks at the photo finish card, the same sad music plays, capturing a moment in time just before tragedy.
Manny:(reading plaque) Beloved Sanspoof: This regal and majestic feline was a record-holder for speed, and a favorite of the crowds here in Rubacava for many years until her career was suddenly and tragically cut short on the second week of the racing season, when the airship Olivia 1, on its maiden voyage, crashed onto the track mid-race, and exploded. Many bereaved fans testified later that, before the blimp hit, Sanspoof... was in the lead.