This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Kingdom Hearts: Birth by Sleep
Before you even start the game, you know the main trio, Eraqus, and the princesses they're saving are Doomed by Canon.
At least the Birth By Sleep characters have hope of a happy ending at some point in a future installment.
The scene where Ventus asks to be erased in the Keyblade Graveyard. Thanks to Ven's Puppy-Dog Eyes.
It isn't just what he's asking that's the tear-jerker. No, it's the way Terra puts his hand on the kid's shoulder, saying they're his friends and will make sure nothing bad will happen to him, and Aqua bends down to look at Ven and cup his face gently in her palm. And then Ven says he may still have to go through with everything, slowly moving Terra and Aqua's hands off him, knowing that his friends can't help him this time, no matter how much they may want to.
Ven: I'm asking you as a friend... Please... Put an end to me.
It gets even worse when you realize that that's the last thing Terra and Aqua hear him say before everything goes straight to hell.
The cutscene shown when you begin the Final Episode. Particularly the part where Aqua comes back to the utterly DESTROYED Land of Departure, and the camera pans over all the doom and gloom, and finally comes to rest on Eraqus' Keyblade. All the while Aqua's heartrendering theme is playing...
Try visiting the Land of Departure as Terra or Aqua to collect treasure chests. All the other worlds, even the Keyblade Graveyard, has music playing, characters to interact with, or at least enemies to fight. The Land of Departure is completely barren, no music, no enemies, no life left. There is really nothing left of their home. They're on their own now.
The sheer depth of the remorse and sorrow Terra feels after he is suckered into contributing to the death of Master Eraqus and the destruction of their homeland. At the end of his story, the Lingering Will is left alone on an empty battlefield, having lost Xehanort, Ventus, Terra, and Aqua in the aftermath of the horrific battle. As he kneels in the dust, prepared to wait for as long as it takes, one thought is left in his mind.
"Aqua. Ven. One day, I will set this right."
Watch the interaction between Lea and Isa, and then go and watch their interactions in the yearsto come (as Axel and Saïx, respectively). Cry at what happened to their friendship.
Lea's wish to be "immortal", knowing how he went out.
Keeping that in mind, Days and the prologue of II just got even sadder. All Lea/Axel wants is to be remembered, and one of his two best friends forgets all about him and he himself forgets the other one even existed.
The Secret Reports in Days makes it even worse, driving it home how that dorky kid and his snarky best friend are effectively dead, and how much their relationship has deteriorated over the last ten years.
Axel: Talking to Roxas and Xion always brings back memories of my human life, back when I was a kid. It's a weird sensation. I ought to be able to share all this with Saïx, but I just don't feel like it anymore. It's strange, but I'm content with just missing what's gone. I'm not the one who changed. You did. Saïx: ...What were you really after, Lea? We joined the Organization at the same time, and formulated our plan. At this point, it's just an idle fantasy. Everything changed. You, and me.
It's even more tragic as of KH3D: Saïx is one of the Xehanort clones!
The end of all three stories. If you managed not to cry at Terra's story... wait until "Hikari Instrumental" kicks in...
The entire latter half of Birth By Sleep. Sora is driven to tears in-game, and he doesn't even know why. The tearjerker is simply that powerful.
During the credits, Mickey Mouse is so devastated over the fate of the three protagonists, he hands over both his starshard and his keyblade to Yen Sid. As he turns to leave, Yen Sid gives him back the Keyblade. Between Yen Sid not approving of Mickey's training before, the events of the game, and what's to come, it was quite a gut punch.
"Ventus's theme". At about 0:39, where the melody restarts, it sounds about the same as the beginning for a second, but then, the string portion goes up an extra octave to repeat the melody from "The Other Promise." As if the music itself is crying.
"Aqua's theme"; it makes you wonder how much longer she can last without going ballistic in some way. Gets worse when you see the ending and realize that all the time she spent in the Realm of Darkness actually did make her a bit until her friends' keyblades restored her hope.
Aqua's fate. When she sacrifices herself to save Terra, and those three words she says with a smile: "I'm with you!" And then, when she's wandering around in the Realm of Darkness and she sees Terra, and Ventus, and Eraqus, and everyone she met in every world...
"Ven, I'm sorry. I won't make it back as soon as I thought. But I promise I'll be there one day to wake you up."
What Aqua says to Sora on Destiny Islands:
Aqua: So then, if something happens, and Riku's about to get lost... or say... he starts wandering down a dark path alone — you make sure to stay with him, and keep him safe. That's your job, Sora, and I'm counting on you to do it, okay?
The sad thing is that Sora couldn't keep his promise: Riku wanders down a dark path alone and Sora is unable to stay with him to keep him safe. It all ends happily though, but the fact still stands that Aqua's intentions were ruined: Riku ended up like Terra, if not worse since he went flat-out evil before getting possessed by Xehanort.
The secret ending of Birth by Sleep.
The battle with Eraqus. Hearing Fire Lord Ozai express anguish over having to fight the student he saw as a son was more tear jerking than expected.
When Terra shows up to protect Ventus, and Eraqus and Terra begin fighting, Ven just sits there and watches, unable to do anything to stop it. But it's really what he says: "Enough, Terra! He's right!" He's actually agreeing to the fact that he should be stopped.
"The Masked Boy" features Ven's first talk with Vanitas... followed by a flashback of the former's interactions with Terra. During one of said interactions, Terra's telling Ven off, prompting poor Ven to cry. We don't get to hear why Terra was upset at Ventus, but boy howdy, does Ven have quite the Puppy-Dog Eyes.
"That would be the last night we ever spent beneath the same stars." Now, let's be honest. How often do you replay that section?
Though this definitely pales in comparison to moments later on in the game, the conclusion of Experiment 626/Stitch's story is really depressing. He finally understands through his encounters with Terra, Aqua, and Ven what friendship really is, but Gantu's inability to understand that Stitch could change leads Stitch to escape from the ship on a cruiser with a faulty navigation system that separates him from Ven.
Before that, it's hard not to cry a little at Gantu breaking Stitch's makeshift Wayfinder that he fashioned after seeing Terra's. It's the fact that Stitch stares at it for awhile afterwards even while Gantu is threatening him that gets you.
Stitch's friendship with Terra allowed him to start to grow a heart of his own, and Aqua and Ventus helped even further.
The (possible) fact that the trio have not only lost their home and master, they've lost over a decade of their lives. Ven may likely wake up suddenly twenty something with all of his friends aged, moved on, and just plain different thanks to maturing, Aqua may likely be in her late twenties or early thirties after spending all that time in isolation in what is basically hell with monster fighting on a daily basis which is gonna make recuperation and reintegration all the more difficult, and Terra might not even be completely himself ever again: he might be so tied to Xehanort that it'll be impossible to completely remove the shadow from his heart no matter how clean he ends up of Xehanort's influence.
It's more of bittersweet in the first two's cases as of Kingdom Hearts 3D: Dream Drop Distance. Ven never appeared to age one bit as he still looks 15 even as a 27 (actually ~227) year old (the castle probably had a spell casted to prevent him from ageing while comatose). And time goes much faster in the realm of darkness. Aqua still looks around 18 even after spending what to us was 11 years (KHII). Hopefully if Master Xehanort is restored to his true body, Terra will be restored to his 19-year-old self (provided that he was even revived).
Okay sure, let it be known that in this verse, Cinderella's stepfamily are absolute monsters. But then, recall thesequels, where Anastasia would meet a baker that will slowly make her renounce her evil stepsister way and becoming a lot more decent. Everything that happened in this game takes place before that chance meeting, meaning that Anastasia was in her absolute worst and was driven to do all those things before the idea of Heel–Face Turn ever crosses her head rather than rejecting it, and then died a completely irredeemable monster. We can certainly cheer for the deaths of Lady Tremaine and Drizella, but maybe we could spare a tear or two for Anastasia, who cruelly received something of a Heel–Face Door-Slam (or rather, the door was slammed when she was far from it), and also that baker who redeems her. His life would never be the same, or if he finds a new love, it won't have the same amount of joy because he's not redeeming anything.
And if Anastasia was aware of another verse after her death (in which the sequel happened), maybe she would be crying and regretting that if she didn't bite in to her jealousy to Cinderella, her life would be A LOT better because of that sequel. Yeah.
This also means sweet little Dizzy will never be born in this continuity if her mother, grandmother and aunt did go to Hell. She was the only light that came from her family, and because Drizella died/became a Heartless with her heart 100% darkness, the light that is her daughter was extinguished long beforehand. It wasn't just the Baker who got caught in a For Want of a Nail moment.
Just the fact that Cinderella's whole life ever since she lost her father in some way has been just tragic. Her stepfamily and their cat hates her, abuses her, and makes her do all the chores while they go by an Idle Rich lifestyle (just like in the movie, but worse here). But she goes on with life as an Iron Woobie. The only time she ever asked her stepfamily for something (to attend the ball), rather than decline, they give her too much work and eventually rip up the dress Ven helps repair. While Terra helps her fulfill her wish for that night and meet the Prince, her happiness at the ball is short-lived when she's unknowingly busted by her stepmother, who then summons the Symphony Master to commit a massacre against everyone present. After that, she's forced to leave, where she's imminently imprisoned in her room for an unknown fate. And then, after escaping and earning her happy ending, another monster attacks her. Her stepfamily summoned it to show that they hate her so much, they'd rather kill her than lose her. Even though said incident caused Cinderella to hate them in return, she does look on in solemnly as they meet their much deserved fates. And because she's Doomed by Canon, her happiness as a princess is still short-lived.
Terra and Aqua's argument after they defeat the giant Unversed at Radiant Garden. In a somewhat of a Third-Act Misunderstanding, Terra finds out that Aqua was sent by their master to spy on him, and he just walks away giving her the cold shoulder when she tries to explain why. You can just hear the anger and sadness in his voice when he finds out. The music during that scene doesn't help much either.
Terra: Just stay put! I'm on my own now, alright?! Aqua: [looking and sounding like she's about to break down crying] Terra, please listen to me! It's not that the master doesn't trust you, he's just worried!
She actually start to chase after him when he storms off, but he brushes her off and she just stands there looking lost. All she wanted to do was make sure he'd be alright, but she mangled the communication and may have lost their friendship for it.
And then there's poor Ven, who can only look back and forth between them like a little kid watching his parents fight. He gets why they're fighting, he understands their reasons, but he doesn't know how to get them to stop.
And of course after Terra leaves Ven gets the wrong conclusion from it all and blames Aqua for how badly it went. To add insult to injury Aqua just silently accepts it.
Ventus: You're awful, Aqua.
Even telling Ven, a complete stranger to them, about Ienzo's being an orphan. Ienzo doesn't say anything, but he can't be happy about that or the fact that he needed saving. Also, in the CoM novels, Zexion is distraught over the combined losses of Vexen and Lexaeus as well as his own defeat. Loss must be a familiar feeling to him, though he claims to feel nothing.