This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Guilty Gear
The drama CD that shows how Dizzy and Testament met is full of heartwarming moments. But more importantly, we see how Dizzy suffered prior to GGX. One example of a Tear Jerker moment is when Dizzy meets a blind girl named Josephine who was lost in the forest (probably abandoned by her parents since nobody's looking for her.) When Dizzy comforts the girl, her wings are touched accidentally. After being called an angel, Dizzy sobs as she knows that she seen as demon by others and apologized to Josephine as she couldn't help her get her sight back.
Josephine:You must be an angel! After all you helped me! I go to church every day and pray... pray that I'll meet an angel, that one day I'll see again! Finally... God finally answered my prayers!
Dizzy':I'm sorry... I... I can't do anything for your eyes...!
This even becomes more sad when you read the line that says he "is tortured the depth of his sins" in the past but found a new reason to live when he meets Dizzy. Yet eventually, the two separated their ways.
Side Red has a very, very tragic end where a very young Ky dies horribly afterfighting a horde of Gears aloneto save a woman named I-No. Sol similarly hacks his way through but arrives too late. Ky struggles to breathe and talk and begged Sol to take his place as the next leader of the Holy Knights while Sol is beginning to cry. Ky drops dead and we hear Sol screaming his name. Later on, we see Sol honoring Ky's wishes when acts as the order's leader for the following years. *Sniff*
This is even sadder when you consider that Sol and Ky are rivals and, even when there's peace, they're so different cannot get along. But this is maybe because Ky who's around 13-14 is seen as naive by a lazy, but more experienced Sol.
As expected of drama CDs which are considerably darker than the already rather dark main games' storyline, we have another sad moment with Millia in the Night of Knives where she breaks down crying after learning that Zato agreed to assassinate a 2-year old king to save her life. She is horrified to realize how much she misjudged Zato's true character.
Millia: Are you insane!? This is child abuse, no, INFANTICIDE! This isn't an assassination! This is infamy!
That's just the tip of the dysfunctional ice-burg, too. Zato, who obviously does love and care about Millia (albeit in an obsessive, creepy way), already sacrificed too many of the Guild's rules to get her back safely and therefore he won't take back the new mission in fear it'll make things even worse, even if it strains their relationship. Venom had already been told in so many words that Zato wouldn't have bothered saving anyone that wasn't Millia, making the fact that she started turning her back on Zato because of his plans to rescue her (something he never would have done for Venom) and wasn't thankful in the slightest infuriating and completely unreasonable. All three of them have legitimate reasons to be upset, and knowing this is essentially what puts the nail in the coffin of the trio's relationships to one another makes it even more depressing to sit and listen to.
Guilty Gear 1, X, and XX
Sol's ending in the first game. This is the moment that establishes Sol's characterization as a Byronic Hero, and kickstarts the plot of the series. A mortally-wounded Justice furiously demands to know why Sol, a Gear, is immune to her mind control abilities as a Commander Gear. Sol reveals he is the Prototype Gear, and Justice's last words are her realizing that Sol is the man she once knew as Frederick, and wishing that she, him, and That Man could be together again. With those words, a shocking and tragic revelation dawns upon Sol - Justice is Aria, his former lover, and he has just killed her, losing her for a second time. Enraged, Sol swears to find That Man and beat some answers out of him.
Ever thought this could be any sadder? Justice's story mode ending in Accent Core Plus is this exact scene, same lines of dialogue and all, but now with voice acting.
Guilty Gear 2: Overture (and Short Stories)
Ky's story post Accent Core as narrated by the short stories. He and Dizzy were living happily and expecting their first child when the government calls him and practically "volunteered" him to be their puppet king. When he refused, they told how they know about Dizzy. In Sol's story, Ky was even described as someone who looked really unhealthy and stressed. When Sol was beating Ky after a heated meeting, Ky and Dizzy's toddler son, Sin (the cause of said beating; bringing the kid into the world just made the lives of Sol and Ky harder as far as the bounty hunter was concerned), pleads with Sol to stop hurting his dad, since he knows Dizzy cries when such things happen; Ky cries at the scene, and Sol couldn't bring himself to continue. Later on, Ky and Dizzy lets go of their beloved child and entrusts him to Sol for his own safety.
The scene where Sol is inside Valentine's fortress. Imagine killing the remnants of your dead girlfriend all the while hearing her voice around you- angry, happy, crying or saying I love you. Once Sol defeats her, they call each other by their real names.
What's worse, right before That Man sends Sol out of the now-sealed off Backyard, Sol's conversation with That Man has the latter allude to Justice's death at Sol's hands back in the first game. Therefore, Sol's lot in life is such: Your lover is converted into what is intended to be the next step in human evolution (heavily implied to be a unwitting conversion at that) but loses her memories in the process and is subsequently horrified by the evils mankind is capable of, turning against her creators and causing 100+ years of genocide in which Japan is all but wiped off of the map. And who has to put her down? You do, using the powers you gained from also being converted against your will. Five years later, you have to do the same to her pitiable clone, who spends most of the game acting like a dutiful child running errands for her "Mother" and later breaks down, going into a maddening rage once she fails at that task.
Sol: Answer me one thing! Valentine... She looked as if she were a living copy of Aria...! No, she herself was Aria... Bastard, was that your doing too? That Man: Not at all. But that girl... You and I both... already killed her.
Testament's profile is enough to help you shed a tear. It is stated that prior to his Gear conversion, he was actually a kind, charitable man who loves children and has taken in several orphans in the past. His hatred of violence even borders on phobia and he believes that people should not be punished, but rather, be reformed. Then you suddenly remember the part where he was converted into a Gear unwillingly and was forced to kill humans as his conscious mind tried to resist.
Guilty Gear Xrd
The heartwarming moment with Sin and Ramlethal when they look up at the night sky is interrupted by Bedman, who makes his entrance by killing the puppy Ramlethal was caring for, all to teach her the meaning of the word "replacement" and show her that she is unique. He creates a new puppy for Ramlethal, bearing the same likeness as the original, but unlike the first puppy it doesn't bite her. Ramlethal notices and points out that it's not the same as the one she grew to care for, nearly having a breakdown. Even Bedman himself is shaken at what he had to do.
Both ending themes count as this when you factor Fridge Brilliance into the equation. Both songs are actually about Sol pining away for Aria and lamenting about how he could no longer bring back the past. In fact the end theme for the console version, Icarus, seems like just any generic sad song about shattered dreams and a lost love at first until you reach Story Mode and are treated to a flashback where Aria asks Sol if he ever wondered how it felt to be like a bird, and instead gets treated to a short debate between Frederick and That Man on the merits of idealism and romanticism vs. realism and stoicism. The man likely never got over how much of a hardcase he had been to a woman who was simply trying to get him to open up and dream, and is now merely living out his days filled with regret.
The Kiske family reunion. Every moment of it. Dizzy is finally brought back after years of being sealed, and Sin finally calls Ky "Dad" for the first time.
Three words: Ky getting shot. One of the most powerful scenes in the entire story, even before The Reveal that he survives because he's now part-Gear.
Elphelt's fate. After being stopped by Sol, she begins to disappear. Despite being shielded by Absolute Defense: Felion, Sol continues punching at it in order to jog her memory and bring the Elphelt that they all know back. After coming to her senses, she attempts to self-destruct as her last act of having free will, but is stopped by Ramlethal, who finally gains emotions and tells her to hold out hope that they will save her. With tears in her eyes, Elphelt ascends into the sky and vanishes, saying she will do her best.
The flashback of the destruction of Japan. No one was happy. The scientist who'd be known as That Man turned Aria into the Justice that destroyed Japan because of desperation that an unknown force is coming out from Japan and would wipe out humanity. We saw how That Man sounded full of anguish as he overrode the command for Justice to unleash the Gamma Ray on Japan, and in the end apologized for what he had to do. Compounding on this, Aria was utterly devastated at the damage she caused.
Elphelt's Episode Mode story in -REVELATOR-. Full stop. At first, it seems like she's forgotten everything and has returned to her original programming of finding true love, but being forbidden by the Universal Will to actually fall in love. In her sub-boss fight, it's revealed that all of her experinces from the 1st fight onwards have been a simulation. She is presented with a simulation of Sol that acts absolutely nothing like him, until Bedman decides he has had enough of Ariels' simulation and pleads with Elphelt in a heartfelt manner to not wake up from the dream-state she's in. Elphelt doesn't listen, and when she wakes up, she is inside of Justice, acting as her core.