This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Mega Man Legends
Despite being villains, the Bonne's implied death after Mega Man shoots down the Fouke-Wolf is this. Teisel comforting Tron as they go down is the kicker:
Tron: I'm... sorry Teisel. ... I lost.
Teisel: Don't worry your pretty little head over it, Tron. We tried our best, but sometimes your best isn't good enough. We lost fair and square. That's life...
At one point in Legends 2, Tron comes up with the idea of using a voice modifier to make it sound like Roll doesn't really care about Megaman. While Roll does manage to chime in later, when Megaman actually believed these awful things, one can see a tear roll down one of his eyes. Considering how close he and Roll are, this must've been heartbreaking for him to hear.
Even though she brought it upon herself, it is sad to see Tron after the fight watching Mega Man and Roll have their cute little conversation about dinner while she stands on the sidelines alone. You can tell she wishes she had that kind of relationship with Mega Man.
The music that accompanies both the Shuttle Bay(which leads to the final stage), as well as the Mother Zone. There's a sadness to both of them, especially when you realize that this game is the last canonical game in the Mega Man timeline, thousands of years into the future, long after many of your favorite characters from each iteration have passed away.
A rarely shown counterpart scene to the infamous scene of walking in on Roll in the bath, occurs if you get bad karma in Legends 2 and are also mean to Roll. You find her depressed and laying in bed, and when spoken to she explains Mega Man is doing so many bad things, and she's worrying about him changing from how he used to be. The player can apologize and cheer her up, or can Kick the Dog and call her a busybody and tell her to leave you alone.
The ending of Legends 2 has Mega Man stuck on the moon.