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Tear Jerker: Radiant Historia
The second chapter in the Alternate History is full of these. Kiel's fatal sacrifice, Rosch's hospitalisation, Raynie and Marco staying behind to ensure Stocke's escape...
Raynie's ending. If "At Journey's End" was completed, she's convinced that Stocke isn't dead and that she's going to wait for him because he promised her they would be together after everything was over. If you didn't get the best ending, her waiting will be in vain.
Marco's ending sidequest. Never mind the fact that the only reason why they're working with Stocke is thanks to Heiss re-engineering history that led to the death of their entire mercenary group, but then Marco finds Mimiel, the only other survivor of the group (and heavily hinted to be Marco's love interest), who turns out to be an enemy spy and you're forced to choose between turning her in or letting her go. If you turn her in, she ends up dying in prison and Marco completely flips, ending up with a bad end where he kills the rest of your team in a rage at Stocke in what looks like the game's final dungeon after his misery and anger seem to have finally boiled over. If you let her go, Mimiel promptly dies due to the Sand Plague after switching her allegiance, and Marco is devastated anyway. This is also the prerequesite for Marco's ending, but even by then, it's clear that he hasn't gotten over Mimiel. He's pretty much the only usable or significant character that gets an ending who has it worst off.
The sidequest involving Liese the Satyros and her human boyfriend. She decides that it just can't work out, and then he follows her to Abyssia Forest and gets killed by a beast. A letter found on his corpse is filled with the wedding vows of the Satyros, written in their language by his hand, proving his willingness to fit into her culture. She then realizes that she had made the biggest mistake of her life, that nothing she could ever do would make it right and runs off into the wilderness. At least you can help Stocke fix this, after you dry your tears of course.
Stocke, in order to save Eruca, being forced to kill his best friend Rosch, who uses his last words to condemn Stocke for betraying him and their nation.
This one is also notable for sending Stocke into one of his biggest Not So Stoic moments in the entire game.
Though it can also qualify as Heartwarming, Heiss' sacrifice in the Golden Ending. He finally finds something in the world worth sacrificing himself for, and gives his life so that Stocke can live his.
Heiss: He is the only hope left in the world...If I can't protect that hope, then what other use is my life?