Tear Jerker / Mega Man ZX

  • At the very beginning of the first game where after fighting a posessed Giro, he sacrifices himself to allow Model Z to lend you its power in order to survive. And in the implied backstory, Ciel is murdered by Serpent (who was supposedly her ally) during an expedition to find the biometals.
  • Towards the end game of Advent, Prometheus and Pandora get their revenge on Albert - only to have their energy drained by the real Albert and Model W. Even after everything they'd done, the pair were still entirely forced against their wills to do Albert's bidding, their bodies forcibly mutated by Model W permanently, and then they were left to die at the bottom of the ocean in an exploding base. Probably one of the most depressing fates in the franchise for such memorable characters.
http://tvtropes.org/pmwiki/pmwiki.php/TearJerker/MegamanZX