Peach's Lament, when she wonders how Mario is after sending Twink to find him.
The citizens of the Mushroom Kingdom all wishing for the Princess to be alright as you ascend to the final level.
Peach wishing for the Star Beam to gain power after Bowser cancels it out.
Paper Mario: The Thousand Year Door
Chapter 1: The Koopa skeleton holding a farewell note in Hooktail Castle. Koops believes it’s his father’s skeleton, though it turns out it’s not. It's Kolorado's father.
After defeating Hooktail, she spits out Koops’ real father and they have a heartwarming reunion.
Chapter 3: Jolene reveals that she was the mysterious X person who helped you discover Grubba's evil secret. Her motivation for this was because her little brother, Mush (aka Princh Mush, the first champion of The Glitz Pit), went into fighting to provide money for his poor family. Then Grubba made him vanish. She just wanted revenge for her brother's disappearance.
Chapter 4: Vivian pulls a Heel-Face Turn during the battle against Doopliss at the end of the chapter. She decides to help Mario because her sisters treat her like dirt and that he was one of the first people who was kind to her.
One of the Trouble Center missions has you acting as a runner between Eve, a woman in Twilight Town, and Podley, her former lover. He's changed a lot since then, and pretends not to know her. But just as you leave the bar, you hear him whisper, "Oh, my Eve..." When you tell Eve that he's forgotten her, she acts like she understands and gives you your reward. And then you leave, and through the door you hear one of her children ask, "Mommy, why are you crying?"
Also found in Twilight Town, Mario can enter on of the homes to find a mother and her 3 children, all starving because their father has been turned into a pig due to the curse that plagues the town. After asking Mario for some food, the mother is interrupted by the ringing of a bell and gets turned into a pig herself. Two of the children seem quite upset about the situation, while one calmly asks Mario is pigs are a 'good eat', giving some frightening and sad implications.
Pretty minor, but still a tear jerker nonetheless. When you use Vivian's field ability to eavesdrop on some of the Twilight Town birds, one bird states that her son is getting ready to take his SAT's. Come back later and she reveals the poor kid failed.
Flo: He studied so very hard, and we spent so very much.
Chapter 5: Perhaps the biggest one in the game is Bobbery’s letter from his dead wife, Scarlette.
Each partner also has their own reactions to hearing that story. Ms. Mowz's in particular goes, "Why do most romances have to end in tragedy? Why?"
Chapter 6: Bub, son of the wealthy Goldbob and Sylvia, doesn't really care that much he's rich and just wants an autograph from the train conductor because that's the kind of job he wants, plus the train conductor's reaction that a kid actually looks up to him as well.
Grodus ordering TEC be disconnected, and his farewell message to Princess Peach.
Chapter 7: TEC barely manages to survive on backup power and weakly tells Mario how to escape the X-Naut fortress.
Chapter 8: Princess Peach is possessed by the Shadow Queen and Mario is forced to fight her.
Also, all the people you have met along your adventure start to cheer you on during the battle. They're on the edge of despair and plunged in darkness, but seeing the Crystal Star show up in their area reminds them of Mario's impact on them in his adventure, and it revitalizes their hope. It definitely reflects on the player too— you've come so far, and seeing all these characters rooting for you and showing the progress you've made, is just amazing. It definitely counts as a Crowning Moment Of Awesome and a Crowning Moment Of Heart Warming all at once.
When you get the Ultra Hammer and Toadette finishes her explanation, she starts feeling sad because that's the last time she'll see Mario, and she's clearly saddened about it. What really hits it is how she runs away as if she was trying not to cry...
Super Paper Mario
Chapter 1: Fracktail begging for forgiveness for attacking you just before he dies. Made all the more poignant that it was honestly not his fault, and he had been quite happy to let you pass up until Dimentio came along and cursed him to madness.
Chapter 4: After defeating Mr. L and enduring a slightly annoying young alien named Squirps for the entirety of the level, you find out that Squirps is actually a prince who was in hibernation for 1,500 years in order to protect the blue Pure Heart. He shows you a statue of his mother, the Queen, and after explaining things, asks her statue, "Mommy...I did good, right? Are you...proud...of me?" and then lays down in front of it in a manner sort of reminiscent of death. Luckily he was just sleeping, but the rather vague way the game puts it honestly makes it sound like he might actually be dying for a bit.
Chapter 5: Everything about the whacka near Downtown Crag, if you decide to hurt him. He's a lovable, optimistic One-Scene Wonder... and if you hit him repeatedly to get a whacka bump, bit by bit you inflict brain damage on him and finally kill him in what is probably the most horrifically disturbing sequence in the entire game.
There's a Whacka in every game, and the same sequence of events occurs each time. Ladies and Gentlemen, Paper Mario: a game series where you can murder an innocent creature and eat his remains.
Chapter 6: The entire Sammer Kingdom is destroyed with you in it, with Tippi saying something along the lines of "It can't end here...not like this..." You, of course, survive. And when you try to return to the world, there's almost literally nothing there. Just a white abyss with occasional debris from what used to be the world.
Chapter 7: Bonechill had told Luvbi that she was actually one of the Pure Hearts, which Grambi and Jaydes confirm is true. Luvbi angrily yells at them for pretending to be her parents. They eventually admit that, over time, they grew to love Luvbi as though she was their real daughter; Luvbi eventually admits that she loves them too. In the end, Luvbi ceases to exist, allowing the Pure Heart form to take over and be collected by Mario, and Grambi and Jaydes are in tears.
Thankfully, if you return to the Overthere, you can see Luvbi alive and well, with no idea of how she got there. Since the Pure Hearts are The Power of Love objectified, however, it's not quite a stretch.
Before you go off to defeat Count Bleck, travel around in Flipside and Flopside. Most of them realize their impending doom. For instance:
There's an old woman and her granddaughter chatting together. The Flipside girl asks her grandmother what's going to happen, and the grandmother says that they should face it with hope. The Flopside grandmother tells her granddaughter that doom is certain, but to prepare for the worst, and to face the black hole not with sadness, but a cry of defiance.
There's also the little boy you made the deal with to get the fishbowl earlier in the game. He knows what's going to happen and doesn't seem too scared. But he also wishes to see his goldfish one last time.
There are also various characters that make comments along the lines of "See you on the other side, man!", "If I die, at least I'll die with you!", "I'm going to die happy!". Saving these fellows' world makes it all worthwhile.
During the course of Chapter 8, Bowser, Peach, and Luigi split up to fight Count Bleck's cronies. And after their fights, something terrible happens, leaving them presumed dead. The heroes and the loveable minions are picked off one by one, leaving poor Mario alone with Timpani. Of course, during the final battle, everyone turns out to be okay, but it's still pretty depressing.
NastasiaTaking the Bullet for Count Bleck in the final battle. Like the other minions, she thankfully turns out to be alive later on.
The ultimate one would have to be the tragic tale of the antagonist Count Bleck. Bleck was once in love with a woman named Lady Timpani, but his father banished her to a far dimension, left to die. Heartbroken, the Count began to use the Dark Prognosticus to destroy all the worlds in the universe as well as every living thing, including himself, because he found no trace of his loved one.
At the end of everything, Bleck and Timpani are finally reunited and manage to exchange their vows and confess their love to one another, and the music which has accompanied their love plays over the montage of reality resurrecting... that scene is just too beautiful for words. What happens to them next is rather vague... some fans think the shot of them together at the end is them being shown in the afterlife (particularly since Timpani has her human body again, which is not supposed to be possible.) In that case, they are Together in Death. Talk about a Bittersweet Ending.
However, Mimi, O'Chunks, and Nastasia sense that Bleck and Timpani are alive in a distant world.
On that note, a lot of the music evokes this. Take Proof of Existence, which plays when Nastasia comes to and the group discuss Bleck and Timpani's fate. The feeling of hopefulness after tragedy given off by this song is remarkable.
Use Tiptron on Francis.
Paper Mario: Sticker Star
The truth behind the boss of World 4: Mizzter Blizzard, a snowman who made a wish on the Sticker Star so he wouldn't melt when spring came. He got his wish, but went insane from the Royal Sticker's power. When you defeat him, he apologises for attacking you and hopes that Mario comes back and rebuilds him next winter.
The final battle, when Kersti sacrifices herself to help Mario. After spending the game yelling at Mario, yelling at Kamek, and yelling about the scenery, she gives everything up to help Mario stop Bowser, and even apologizes for more or less forcing him to begin the journey. Should Mario go through with his end of the situation, the player gets a half awesome/half sad Theme Music Power-Up to help the impact.