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Tear Jerker: Lunar: The Silver Star
Luna's song when she sings with the other captive girls.
The ending, wherein Alex reunites with Luna, just as the Goddess Tower starts to collapse, and the rest of the team has to escape without them. They stand on a nearby cliff, and watch the tower fall into the ocean, and can only assume that Alex and Luna died in the crash. When the normally tough-as-nails Jessica and wisecracking Nall BOTH start bawling their eyes out, it's almost impossible not to shed a few tears yourself. Good thing that both Alex and Luna reveal themselves to be perfectly fine a few seconds later.