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Tear Jerker: Persona 4
What, you thought the happiest game about murder ever wasn't going to have any Tear Jerkers? Come on, this is Shin Megami Tensei. Of course you're going to cry.
Persona 4 pulls off a string of moving moments, from the beginning of the final kidnapping. You finally get the opportunity to tell the truth to your uncle about what has happened, only to watch it come just a tad too late for his daughter, who is kidnapped and thrown into the TV world. You chase down the guy who is responsible for the people being thrown in, and he seems certifiably insane. Upon completeing the rescue arc, you reach the scene that is a CMoA for the game's creators. It was too late for Nanako, who dies in her hospital room with you, Teddie, and her father at her side. As Ryotaro walks calmly out of the room, your team realizes he is going to talk to Namatame, who threw Nanako in in the first place. As the police haul him off to his room, they leave the suspect unguarded, prompting you and the others to enter the room for a grand confrontation. This is the ending fork for the bad or normal ending. But it isn't over yet. If you make the right decisions, you get to cry tears of joy as Nanako is miraculously resurrected by the will of Teddie, who has finally realized what he is: a Shadow... with a Persona. As Igor states, the Velvet Room is no place for beings without an Ego. So, only humans can enter.
Just listen to that scream Kanji makes when he punches the wall. Sums it up perfectly.
Chie, Rise, and Yosuke's Social-Links can all tug on your heartstrings. Chie wonders aloud if other people think about what makes them worthwhile because she doesn't want to be just that girl who looks out for Yukiko. Rise used to get picked on when she was a little girl because she wasn't very good at talking to people and she'd always look at the ground; after she became an idol, she publicly campaigned against bullying, then met a girl who would get picked on just like Rise was. That girl would send Rise letters and tell her about the improvements in her life; it really meant a lot to Rise. Yosuke tries to work through how awful he feels about Saki secretly hating him. Two girls at Junes start bad-mouthing Saki, but then Yosuke stands up for her, even though she's dead and she hated him.
The Sun Link again has a chance to be a very moving one, if you choose the Drama Club. Yumi is dealing with her personal issues of a father who abandoned her, but is now dying. Through the course of the S-link, she begins to truly appreciate and accept her father as his condition gets worse. In the end, she thanks him for the gift of her own life as he dies with her at his side.
The final battle. After wearing Izanami's HP down to almost nothing, she starts targeting the protagonist with an unblockable instant death attack every turn. One by one, the other party members shove you out of the way and are sucked down into some misty dark world. And then it hits you anyway.
After you're hit by the instant death attack, all your friends and family tell you how much you mean to them and convince you to fight against Izanami one last time.
Amplified in Golden, everyone's lines are actually fully voiced.
Watching the final cutscene, with the main character leaving and all the friends he made coming out to say goodbye. The train pulls away, the credits roll...
The texts you receive after leaving the hospital.
Hisano Kuroda's Social Link. It manages to invoke the Death Arcana's true meaning in a really tragic way: by having the person closest to you forget all about you.
Alone. This song (spoilers in the comments) reduces anyone with a soul to TEARS the first time you hear it in game. There's a reason the usual response of gamers when that song plays the first time is, "I'm going to break Adachi's fucking legs..."
Then Golden adds Memory. The music is haunting enough, but it plays during a bonus dungeon, Hollow Forest, where Marie has gone, the party thinks at first, to commit suicide. Which, it turns out, she's doing to prevent the fog that she absorbed from overrunning Inaba. And you have to fight against her, when you had to get her Social Link to level 10 in order to access this dungeon. Helluva reward for the new Social Link, huh?
Hisano's backstory, combined with a dose of Adult Fear. So, your husband has Alzheimer's, you speak to him, and the response is "Who are you?"
When the MC is dragged down by Izanami's attack. Soon after that all the social links you've maxed out, all the people you've befriended appear one by one, encouraging MC to not give up and putting their thoughts with him.
Ai of the Moon Social Link at first appears to be a real jerk. Get far enough in her social link and then you find out why she's that way. She was bullied and ostracized for her appearance and weight, but when her family came into some money, she dieted like crazy and changed her looks, all because she just wanted friends and to be loved. Her change in attitude, however, just made the rift bewteen her and other people grow wider. Then there's whole scene of the Hero trying to stop her from jumping off the school's roof.
Right after Ai reveals her backstory, she begins to wonder whether she will ever be loved. The way she says "It's not like I have any other redeeming qualities!" is truly heartbreaking.
When Nanako is kidnapped and Dojima is in hospital from trying to save her, the MC returns to an empty house. No Nanako cheerfully calling out 'Hi big bro!'. No Dojima chillaxing and drinking coffee. Even the music changes to a slower, sadder version, and it is heartbreaking.
Since many considered Nanako kind of annoying the first few hours of the game. "God, she says that EVERY TIME!" But you get so used to it, and through her social link you get to see just how sad this child is. You help her through it, you help mend a tiny broken family... and then tragedy strikes and you come home to that empty house and you realize just how much you actually loved your "lil' sis", and how true the old "you never know what you have until it's gone" cliché can ring.
Naoki Konishi, the Hanged Man Social Link, is absolutely heartbreaking. Dealing with his struggle to understand his feelings over the death of his sister. It reaches it's peak in the ninth rank, where the player and Naoki goes to the scene of his sister's murder. After spending months being tormented by his emotions, he finally cries.
Naoki: She must've wanted to live more, huh?
Naoki talking about the cream puffs rotting in his fridge since his sister isn't there to eat them.
If you maxed out his social link, his plea to you at the end of the final battle can hurt a lot, too. This guy's already lost his sister, and now it looks like he's going to lose you too.
Meeting Naoto's shadow was heartbreaking as well, she was essentially a lonely child. Watching her cry about just how lonely she was nearly had this troper in tears.
Nurse Sayoko Uehara speaking about the death of one of her former patients, a little boy who had a crush on her.
Golden adds consequences for having multiple girlfriends. On Valentine's Day, each girlfriend will ask to spend the day with the MC like Christmas Eve, but this time, the player must directly reject each girl he didn't choose, one by one and face to face, watching as each girl's heart breaks.
Three of your female social links directly confess their love to you and turning them down can be painful. Yukiko immediately runs off, on the brink of tears, and you have to leave Yumi behind in an empty classroom. Ai is the only one who takes it relatively well, although she still states she needs some time to get over you.
You also have to cut Ayane off before she can even get the words out. The point where your relationship with Rise becomes romantic is when she's having an emotional crisis and doubting whether or not she truly wants to leave show business.
Teddie being utterly horrified when he thinks that Marie is dead after her boss battle.
Teddie: Come on... You're such a sleepy-head.
Teddie: It's time to wake up, okay? Emmy-chan...!
Teddie: No! This isn't happening! What did we do wrong!?
Teddie: Emmy-chan, wake up! Don't die!
During Golden, helping Marie come to the realisation that instead of trying to regain her old memories, she can make new ones with you and the others on the Investigation Team. And then this brisk, abrupt, rude girl gives you the most heartfelt of thanks, even if you only want to be friends with her.