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Tear Jerker: Metro 2033
Ending of the book.
To elaborate Artyom ascends a tower with Ulman to spot for the missiles they will use to wipe out the Dark Ones, however once the missiles are launched, Artyom slips back into the dreams hes been having throughout the book at understands that the Dark Ones were just trying to make contact, but their telepathic communication drove men they talked to mad and humanity shot on sight, and that they have been trying to find someone like Artyom who can bridge the gap between them. And just when Artyom sees they can work together for a greater future, the missiles land and kill them all. Artyom then tears off his mask and breathes in the radioactive air, before heading back towards VDN Kh.
Also in the book, when Artyom says farewell to his stepfather, who stays to defend VDNKh, even though the tunnels will be collapsed, to contain the "threat" of the Dark Ones
"What a splendid world we ruined..."
The "shrine to hope" in Cursed. After Khan tells you that you have to go on without him he takes you through a small hole in the wall and you come out in a small, circular room filled with candles and the pictures of the fallen of Cursed. It actually gave this troper a flicker of hope after all the darkness and despair he'd seen while playing the game.
Even more so if you look at the door before finishing the two tasks to safe Cursed. There are 3 ghosts of soldiers standing in front of it. They won't kill you only push you back if you try to go through that door. They essentialy prevent you from trying to sneak away while the rest defends the station. It's easy to see them as ghosts of those who died defending curse, still helping the living.
Some of the background dialogue while you're leaving your station (forgot which one) at the beginning of the game. Including a dad telling his son his mom will really enjoy his drawings when she eventually comes back and a woman asking you from the other side of the door you're knocking on to find a key because you know she's bedridden (and she thinks you're her husband). Of course, some are kinda funny, like a man cracking his door open to tell you he's a bit busy (and you can see a lady friend in the background...).