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Tear Jerker: Kingdom Hearts II
At the end of the prologue, Roxas finds out that he's actually the Nobody of another person — Sora. He reluctantly agrees to merge with Sora to restore Sora's memories and self, essentially sacrificing himself.
Roxas:I guess my summer vacation... is over.
Sora BEGGING to Saïx on HIS HANDS AND KNEES to see Kairi. Even more powerful with Japanese cultural connotation, as he is doing a bow known as Dogeza (土下座), which is reserved for when you've really fucked up, because by doing that act you literally saying you are worth nothing and purposefully and willingly putting shame and humiliation on yourself. Ain't Too Proud to Begindeed.
Goofy apparently dying in Hollow Bastion. Sure, he gets better like one cutscene later, but the loss comes completely out of nowhere and the first time this troper saw it he actually dropped the controller. The way Mickey says "Goofy...?" is what really sells the scene.
Thanks to Final Mix, the Roxas boss fight. The true kicker is that a remix of The Other Promise is playing in the background, making the fight a really better sweet one.