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Tear Jerker: Guild Wars 2
Each of your Order mentor's death:
Magister Sieran (Durmand Priory): A very happy-go-lucky Sylvari who was in love with the world, and had a tendency to say 'cherry!' when she was happy about something. She treats her death as another adventure, and says she is excited to see what awaits her in the Mists, but you can tell she's terrified.
Lightbringer Tybalt Leftpaw (Order of Whispers): A very easygoing charr engineer, who, despite being a member of the Order for some time, did his first field mission with the Player Character, and rejoiced when he is assigned to permanent field duty. A complicity slowly grows between him and the PC, with this odd charr who has a fondness for apples, who has insecurities linked to his missing right pawn (which blew up a few years ago), and reveals to the PC that his partnership with him is what gives him the courage to stay in the field. He sacrifices himself in order to help you escape from Claw Island. During a later mission defending the Order of Whispers from a Risen assault, it is revealed that the security system was designed by Tybalt, and that the password to override the system is apples.
Warmaster Forgal Kernsson (Vigil): In contrast to the other two, Forgal acts more as a stern father-figure to your character than a good friend. He softens up gradually, showing more and more how proud he is of you, until you learn at Claw Island that he had previously lost his family, meaning that he as a norn had no one to tell and pass on his legend until you came along. He thus decides that keeping back the Risen while you escape will be a worthy death, and entrusts you to tell it while he walks back into battle again a dragon-champion and a huge number of Risen.
This comes back to haunt your player character in the penultimate story mission where you fight ANOTHER GODDAMN EYE OF ZHAITAN. In addition to not wanting to fight another goddamn Eye of Zhaitan for the nth time, he taunts you about your dead mentor and says that he or she is "waiting for you now, beneath the dragon's wings..."
Snaff's death, and the disbandment of Destiny's Edge. Along with the fact that the dragon Glint is also dead. The events closely following after the deaths were quite heartwrenching for this troper.
Eir being told that her whole plan failed and that she killed Snaff.
Eir: You can't die!
Zojja: He's already dead.
Eir: You can't die. (takes Snaff's body from his golem and cradles it)
Zojja: Put him down! You have no right! Your plan failed. You killed him!
Eir: I killed him?
Zojja having to cremate her own master's body.
And her exchange of words with Caithe after gathering his ashes:
Caithe: Rytlock is leaving.
Zojja: Just like Logan.
Caithe: We have to stop him, or go with him.
Zojja: I don't have to do anything.
Caithe: Don't be irrational.
Zojja: Who are you to tell me anything? You're not my master, my master is dead.
Caithe: This could be the death of the whole world.
Zojja: My world is dead.
Rytlock realizing that all their efforts were pointless and that he was a fool for trusting Logan.
Caithe's efforts on trying to keep the group together, which miserably failed.
And until now, at the present time of the game she still attempts to do so. And all those attempts failed as well.
In a different timeline when the Pale Tree presents a vision of Orr to the Player Character, you find that she's grown so tired of rounding them up only to fail again that she decides to join Faolain in the Nightmare Court.
The fact that a number of the allies (Lionguard Apatia from Claw Island, Kekt from the undead ambush in Ural's Delve and so on) you met, usually from earlier missions, started dying in the personal story missions for levels around 70-80 is just really, really sad...
It gets sadder when your other allies have put all their trust in that person or when you find out they've been turned into Risen or when you find out that that person looked up to your Player Character.
The sight of fallen refugees in the new Living Story update.
A more recent update to Flame and Frost (as of Feb. 19, 2013) added a few new NPCs around refugee camps in their cities. One of them, the Refugee Primus, mentions how the cubs he was watching over were killed. Also, the general idea of the refugees being completely beaten down by the disaster and forced into rat-infested camps in their capitals.
One particular event in Straits of Devastation requires you to clear out a field hospital of Risen. After the event is completed, we get this exchange:
Commander Blaike: "Status report. How many of our sick and injured did we lose?
Medic Kellye: All of them... sir.
Commander Blaike: "I... I see. Repair the damage and prepare to receive more casualties."
What really sells it is the way Blaike's second line is delivered, with the perfect blend of horror and realization, yet still remaining partly stoic in the face of crisis.