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Tear Jerker: Red Dead Redemption: Undead Nightmare
So, John. You're alive, but your family is zombified. Until the end, anyway.
Paternal Pride. Bonnie MacFarlane's father, Drew, has been trying to contain the Ranch's undead by locking them in the barn, but he hasn't come out since the day before. John goes to investigate, and sure enough, Drew has been zombified, forcing John to put him down. Bonnie is devastated, despite her attempts not to show it, and John laments that Drew "was a good man".
Keep in mind that Undead Nightmare takes place shortly before the original story's ending. At this point Bonnie has nearly lost her cattle, the lifeblood of her ranch, multiple times, and kidnapped and nearly murdered by cattle rustlers, and now she's lost her father. Even in a spinoff, Bonnie just can't catch a break.
The scene in which Nigel West Dickens leaves John with his train to Mexico. It feels vaguely depressing, and the way Dickens seems to have simply given up is disquieting, especially considering he was a comic relief type of character.
One of the things John can say when he shoots Uncle at the start of the game is "Goddammit, Uncle! After all we did for you!" It comes off less angry and more distraught.
Birth of the Conservation Movement. You've just killed all but one of the peaceful Sasquatch, and the last one is distraught and begging you to kill him. It's up to you to decide whether or not to oblige him. All because some random crazy guy told you they ate babies.Nice one, Marston.