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Tear Jerker: Metal Gear Solid: Portable Ops
Elisa's death. She's in her early teens, has an obvious crush on Naked Snake, and is seen by him as almost a daughter figure, considering how freely he talks to her about himself. Not to mention her vision of Big Boss' future, complete with foreshadowing of what happens in other games of the series. Double tear jerker for fans of the entire series.
How about the death of Jonathan? The cold, matter of fact message you get after is just heartbreaking.
Jonathan has died.
The potential death of Python, Snake's old war buddy.
The music that plays during the battle with Gene is quite sad. Probably because it takes place right after Elisa's death.