This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Red Dead Redemption
"Dead Man's Gun." You cried, admit it.
Kind of a Fridge Horror Tear Jerker: when John confronts Dutch, he tries to convince Dutch to stop fighting and just give up, but Dutch says it's not possible. When John says that mean he has to kill Dutch, Dutch tells him "when I'm gone, they'll just find another monster". And just before throwing himself to his death, in a weak and defeated voice, he says "Our time has passed, John". When you see the ending, that scene becomes way more painful.
Another retroactive one: after killing Dutch, you return to Beecher's Hope and do a series of ranching missions. Everyone gets sick of them in a hurry, as it's just John talking with his wife and son while hunting wolves, rangling cows and delivering supplies. Play those missions again after beating the game and listen to the dialogue. Ouch...
The game Foreshadows it a lot...Even if you don't know, You will feel unrested and unhappy with this new life.
"Compass", as you return home.
The simple piano piece in the song Exodus in America, which makes its reappearance in the credits.
Losing one of your horses, if you've gotten used to it. Even moreso if it's the golden horse you get specially during one of the missions. Good news is you can quickly quit the game, or more easily, just have Marston get killed, and when he respawns the horse you got attached to will be back as well.
Nastas' abrupt, pointless death. It doesn't help he's one of the few decent characters in the game.
The fact that you can wipe out all the bison. Its far from the saddest thing in the game, but its kind of depressing gunning down a lone bison and realizing that you've killed them all and that bison, at least in the scope of the game, was the last of its kind.
It's telling that out of all of the Stranger missions, the happiest one has you reunite a zoophile with his favorite horse. Almost all of them are grim and depressing, and when you do the "right" thing, you often end up making people's lives worse. Probably the saddest is the "California" mission. You meet a friendly man, Sam, traveling in the wilderness, looking for California. Marston does his best to help him on his way, but he keeps wandering. Marston keeps running into him, and he looks more and more haggard, eventually threatening Marston with a gun. Marston eventually finds his corpse being eaten by vultures. In his possession was a letter to his wife. He explains that ever since his ancestors left the Black Sea, his family has been travelers and explorers. He thought that California would bring him hope, but America is a land of broken dreams. He says that he loves his wife and leaving her was the stupidest thing he ever did.
Also, John's last heart-to-heart with his son. The player doesn't know it yet, but after watching it a second time...
Offscreen Inertia: The game takes place over three years. Some of the "Stranger" side-missions are open from the beginning (almost) and can be finished at any time, even after the game is completed. This could mean that guy on the Mexican cliff has to work on his flying machine for a very long time... and that poor Jenny will be withering away alone in the desert forever.
The first time you enter Mexico. Irish has failed you yet again, you're in completely strange land, riding a horse that isn't even yours, wandering the desolate wastes with barely any idea where you're going. And then "Far Away" starts playing. Rarely has a video game played up how hopeless your mission seems so very well.
Read the newspaper in the game's epilogue (3 years later), and it's very easy to feel sad when you learn that Landon Ricketts passed away in his sleep.
'course, it can double as a Crowning Momentof Heartwarming that at least one Legend of the West got to pass away peacefully, unlike the one we'd been playing as for most of the game.
John saying "I love you" to Abigail moments before his death.
As if John's death isn't a tear jerker enough, there's a brief moment when he sends Jack and Abigail off where he gazes sadly after them, a gaze alone that seem to acknowledge it's the last time he sees them...
Drew MacFarlane admitting that in the 30 years he's been living on the frontier, he's buried more children than he's raised.
In the mission "And You Will Know The Truth...", as you ride with Ross and Fordham to Dutch's hideout, you quickly find that the US Army have set up a presence in the area and will be accompanying you. Okay, cool, we've got the Army with us, Dutch won't get away this time! But after playing through the game once (or if you had the ending spoiled for you), it's downright painful Foreshadowing.
Dutch's death is itself a bit of Tear Jerker. You first encounter Dutch expecting a monster, but instead discover a broken Tragic Villain who has crossed the Despair Event Horizon. His final words followed by his suicide manages to be very poignant despite the horrible things he's done.
Dutch: Our time has passed, John.
Almost everything said by Jack after you take him over as the Player Character. Everything. Take on a random NPC quest? "Sure. Nothing better to do with my time." Save a kidnapped woman? "I got nothin' else to live for." Skin an animal? "Just like you showed me, Pa." Kill a horse or dog (even by accident)? "I used to love animals." Kill a woman (again, even by accident)? "No wonder I'm alone," or "What Have I Become?" Considering everything he's gone through, it's understandable that he'd cross the Despair Event Horizon at some point... but damn.
Jack: I was gonna be a writer.
Furthermore, it means that John failed in his quest for redemption. His main goal, the one he fought desperately to achieve, was to raise his son a different man than he was, to give something good to this world after commiting so many bad things in his life. The fact that Jack ends up a vengeful, coldhearted gunslinger is heartbreaking.
There's a faint hope things will get better, however. As an easter egg, you can find in Grand Theft Auto V on some bookshelves a book titled "Red Dead", written by a certain J. Marston. Assuming this is Jack and not John (which is more likely), that means that at some point after the playable epilogue, Jack did manage to settle down and write at least one book that is still read 100 years later.
As funny as the NPC Link Huston is, it's really easy to get bummed out when you hear him plead desperately "Don't hit me, mama! Don't hit me!" when he's been injured.
Luisa's death. Sure it was case of What an Idiot, but watching one of the most decent people in the game die is still tragic. Worst part? It was all for nothing. She died trying to save a man who didn't give a crap about her and, after rising to power, becomes the same kind of person Luisa had been fighting to overthrow.