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Tear Jerker: Phantom Brave
The first part of Phantom Brave is depressing enough with its absolutely brutalAll of the Other Reindeer moments, but the new scenario in the remake makes it even worse by introducing "Carona", who is a Marona from a world without Ash. Also, everyone in the world dies in the opening cut scene. It's like NIS looked at the original and asked "How could we possibly make this more depressing?"
That doesn't make the main scenario any less depressing. Take for example the end of Chapter 2 when Marona is harshly scolded and ridiculed by her client, one of the few she felt could trust in the entire world, upon finding out she is the "rumored" Possessed. Had Walnut not been there, I doubt Ash would have had the restraint to keep himself for beating the living hell out of Marona's client.
Or any of the chapters where Marona is not trusted for hanging with Phantoms, her only friends who aren't alive. In short, most of the whole damn game. Except for stuff under Crowning Moment Of Heart Warming.
Marona is a sweet, kind-hearted young girl who gets All of the Other Reindeer reactions by the very people she tries to help to the point that, to quote one editor, he "has never actually wanted to commit genocide on a fictional world before."
This is shown most powerfully in the first episode where, after eliminating demons from near a village, a small child offers Marona a candy...and then its mother snatches the child away and basically shouts "What were you doing to my child, you evil little monster?" And this is said in a tone so fearful and full of hate not even people in horror movies performing Heroic Sacrifices would use it. To a thirteen year-old orphan.
The remake for the Wii gives another in the form of Carona's backstory: what's the one thing they could do to make Marona's childhood even worse? Take away Ash, leaving her completely vulnerable to the raw hatred of the world, then have her lose to Sulphur, then be enslaved by a dark god who holds her entire world hostage and forces her to travel to alternate Ivoires and kill, betray, and enslave other Maronas.