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Tear Jerker: Ib
The "Forgotten Portrait" ending, where Garry sacrifices himself to save Ib, Ib kills Mary, and in the end Ib escapes alive but has forgotten Garry. Although there is a painting of some sleeping man in the art gallery now...
Mary having a psychotic breakdown in the brown area was quite depressing.
Mary's character in general is quite tragic, as her case of Pinocchio Syndrome gives her major sympathy points despite or perhaps because of her instability caused by extreme loneliness from being trapped in a painting and being unable to enjoy the outside world.
The A Painting's Demise ending is as tragic as it is terrifying, as poor Mary gets confused and frightened by the nightmarish things the Gallery turns into when she finds she can't escape. First, she tries to find a way out, then, she draws her palette knife for self-defense, then finally, she cries about how it's nothing like what she expected of the outside world and begs for help from anyone, ending with a whimper for her father. Alone in the darkness.
The two endings added in version 1.04 (A Painting's Demise and Welcome to the world of Guertena) are both triggered by Garry becoming unable to regain his wits after being horribly traumatized by the Doll Room, and poor Ib is so distraught by this that she becomes unable to continue her escape from the Gallery. Poor girl. In these endings, Mary tries to convince Ib to escape with her, but to no avail, because Ib is in a state of total shock and despair because Garry went completely insane. Mary's attempts to snap Ib back to reality are just heartbreaking, not just because Garry and Ib are both completely broken now, but because Mary thought she'd found a friend only to have her friend completely collapse on her.
In the Liar's Hallway, one of the paintings tries to help Ib while the others all try to get her killed. If she follows the advice of the helpful one, she can proceed. Awful nice of him, right? His companions get angry and murder him while Ib is in the other room. As of 1.04, if you return to that room with Garry in your party, Garry will be visibly upset by the sight of it.
The simple fact that none of the endings are entirely perfect; even in "Promise of Reunion", Mary has to die.
The mannequins start following you around if you destroy any of them outside of the one you have to break to complete a puzzle. The more mannequins you harm, the more you will see. Until the toy box, though, none of them ever actually try to harm you. They just stare at you. Some of them are crying. It's like they're sorrowful that you could be so awful to one of them.
When you learn in the endings "A Painting's Demise" and "Welcome to the World of Guertena" that the artworks basically treat each other like family for the most part, it makes scenes such as the murder of the truth-teller in the Liar's Room and the part where Mary stabs a mannequin for simply being in the way a lot more upsetting than they already are.
Kicking over the doll that stalks Garry. She didn't seem to mean him any harm, she just wanted to play, and her pained reaction if he harms her is just....upsetting.
During Mary's breakdown in the brown area, Mary at one point asks Ib why adults are so tall and if she'll be tall like Garry when she grows up. Considering you just learned she's a painting and probably can't grow up, among other things, it makes this little moment heartbreaking.
If anyone's keeping track of the endings, they'll get another one of these: Ib states at one point that she'd sacrifice herself to let Mary and Garry get out. There are two endings where Ib and Garry get out, one where Ib and Mary get out - there's even one ending each for just one person getting out, and a couple for no-one (although it can't be considered a happy ending unless two people escape). But... there's no ending where Mary and Garry escape together. Pretty sad by itself, but then you remember that Ib is the Player Character and she has control over your ending. So no matter what happens, Ib will have to condemn one of her friends to be trapped in the gallery forever, whether she stays with them or not.
A fan-made hack of Ib, called "Green Edition", which adds another ending, called Sacrifice (alternate link): Ib refuses to allow Garry to investigate the room with Mary's painting, and Ib and Garry are set to escape through "Fabricated World" when Mary confronts them and demands to be allowed to escape with Ib, leaving Garry behind. At this point, the "Together, Forever" ending can be attained by choosing Mary, or one of the Garry endings by choosing him. But there is a third option... Ib, rather than leaving either of her friends behind, rips her rose apart and shoves them to reality through "Fabricated World" with the last of her strength. To make things worse, Garry doesn't remember Ib, and thinks he's Mary's older brother. Ib's parents don't remember her, though they talk about how they wanted children. Mary remembers... and she's devastatedby her guilt. Finally, to stick the pallete knife in even deeper and twist it, Garry discovers a very familiar painting that Mary recognizes, one of Ib tangled in rose thorns with a sad smile. A very familar painting titled "Goodbye".