This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Saints Row 2
The "Bleeding Out" mission where the Boss carts Johnny Gat, who'd been impaled by Jyunichi, to the hospital. The entire way there, you can hear Gat have a near-death dream where he's attempting to rescue Aisha, who had been killed mere minutes before. Even though Gat's a badass, it was depressing listening to him believing he could still rescue the girl he loved.
Red Asphalt. Especially tragic is that the Boss, who never missed a moment to talk in the game, never said a word throughout the entire cutscene, and especially when they sat by Carlos's lifeless body, grieving for a fallen comrade. Anyone who says that the Boss was an uncaring psycho in the second game has apparently never played this mission.
Jessica calling up The Mix to hear 'Sister Christian'. She mentions that it's "Her and Maero's song". The revenge just isn't as satisfying after hearing that.