* 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.
* During one of the Sons of Samedi missions, Mr. Sunshine sics the junkies who usually buy from him to get the loa dust the Saints have, saying that they get to keep everything they steal. So, cue you having to fight off junkies while moving a truckload of Loa Dust. At the end of the mission, two of them manage to get each a box of the stuff and try to run for it, only for the boss to kill one and shoot the other on the leg. Then he demands the junkie to tell him who sent him, with him refusing because "You're still going to kill me anyway". The boss replies that he is in no rush and proceeds to step on the wounded leg. Finally the poor guy breaks and the boss [[CruelMercy lets him keep the box of stolen drug]]. The final shot is of the poor pathetic and now crippled junkie holding unto that box.
* [[PlayerPunch 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 [[spoiler: 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 [[HarsherInHindsight isn't as satisfying]] after hearing that.
* The story arc taking place during the Ronin missions, starting with the last part of 'Road Rage' and ending with 'Rest In Peace,' are suspenseful and ultimately heartbreaking...and yet they still somehow don't compare to the end of '[[MoralEventHorizon Red Asphalt.]]'
* The secret last mission, where you and [[spoiler: Julius]] fight together one last time against Ultor. It's just like old times, you and him shooting it up in his custom [[spoiler: Eiswolf]]. You think everything is forgiven, even [[spoiler:Julius]] thinks so, calling you [[spoiler:'playa']] like a friend one more time before The Boss shoots him. He calls you a sociopath, and tells you--more or less--that the path you are walking down will doom you. [[spoiler: Then you kill him.]] The worst part of it all is that you realize ''he's right''. In a game that is all about goofy escapist fun, the seriousness of this scene can be a shock.
* [[spoiler: Aisha's]] funeral, Gat's TranquilFury beating is awesome but the final line where he slightly raises his voice shows why he won't show mercy now, even though he was willing to let [[spoiler: Shogo]] walk away to die another day before that.
-->'''Gat:''' You couldn't even let her have a burial ''you fucking piece of shit''!