This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Sakura Wars
Rikaretta/Rosita: Lost her father at young age and worked as a bounty hunter since. Heck, she even lived in an empty warehouse.
The final battle's first part in V. Nobunaga takes away Shinjiro's partners, one by one, ending with his love..."so long," indeed.
The ending to 4. It feels like a a goodbye to the entirety of 1-3. Yoneda's monologue doesn't help, especially when he sees his fallen comrades Yamazaki, Ayame, and Kazuma smiling at him. That part really got to this troper, especially after having just played 1 to 3.
The second half of Episode 8 of the third game. Erica overhears Leno asking Ogami to tell her to leave the convent, and she runs away from Chattes Noire, believing herself to be worthless to the Paris Kagekidan. The Gray Rain of Depression really makes this section a whole lot sadder, as each member of the Paris Kagekidan scrambles to find Erica.