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Tear Jerker: Legacy of Kain
In Legacy of Kain: Defiance, Raziel's Death. Made worse by seeing so clearly that Kain, Sociopathic Hero, Magnificent Bastard and Raziel's killer, actually cares about him, and is very clearly saddened by his death. Which came as something of a surprise, given how little he seems to care for anyone else.
Well, Kain did re-order the flow of time. More than once, in fact. And it was implied that he was doing so, at least in part, to spare Raziel the fate of being absorbed into the Reaver. The final cutscene also enters Tearjerker territory.
Think it's bad enough already? Watch it again with "The Farm" with Road to Perdition playing in the background...becomes a scene right out of a movie at that point.
YMMV heavily on this, but Umah's death in Blood Omen 2 might count. It was so deliberately cruel and brutal, especially since Kain is not normally prone to unnecessary Kick the Dog cruelty. Also, Umah was the closest thing to a Morality Pet that Kain had, and that deathblow seemed to destroy the last remnant of Kain's humanity: "You have left me alone". Yes, it's a very self-centred form of grief, but it's the closest thing to true emotion that Kain will have for centuries.