This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Samurai Warriors
Nagamasa Azai's death and his cutscene with Oichi in the second game.
Try not getting too attached on characters like Mitsuhide or Nagamasa, especially since 2 onward. The best they are allowed to get is Bittersweet Ending if they're Spared By Adaptation. Canonically and historically, they always get Downer Ending. In 4, when they're still loyal to Nobunaga, you can see they praise Nobunaga several times and how they believe Nobunaga will create a better world (to the point that Hisahide gets fed up about their wide-eyed idealism and optimism on Nobunaga). This is heartwrenching for you who know that they will eventually betray Nobunaga later.
Speaking of 4: the fact that are no alternate histories to be explored in this iteration, means battles that are fought on the losing side are still heartbreaking even if you win the fight in-game. Naturally playing Nagamasa's story and choosing the Western Army at Sekigahara hit the hardest.
Nobunaga Oda or Mitsuhide Akechi's death can be very sad, after you listen to their last words or in the stage that follows.
Nobunaga's Dream revolves around Nobunaga Oda himself seeking to unite japan without spilling more blood, by forcing the enemy officers to surrender instead.
Magoichi Saika's stage following the death of Nobunaga Oda is a foggy dark night where Kotaro Fuuma decides to troll him. In the end when he is discovered by his pal Hideyoshi, he believed Hideyoshi will execute him to avenge Nobunaga, but Hideyoshi actually saves and hides him in a shelter.
Then after that, comes one of the endings for the alternate version of Yamazaki where Magoichi is able to aid Hideyoshi....Magoichi ends up dying in the battle's aftermath, causing Hideyoshi to scream out his name in utter tears when Magoichi ends up dead in his arms.
Neither Mitsuhide or Nobunaga dies in the Nobunaga's ending in the third game. Nobunaga forgives his retainer from his betrayal after stating a man can't have everything they desire and that Japan was set back into motion. And then you realize that Ranmaru Mori dies due to a scripted event and Nouhime might have died if you were too reckless. So, he can lose EVERYTHING, except his retainer Mitsuhide Akechi.
In 4-II, during Hisahide's scenario... well this goes worse. Mitsuhide didn't go through his betrayal, he was just being a loyal retainer to the Oda that ends up being made a scapegoat by Hisahide because he chose so. Every single thing about the truth for his innocence gets buried as he's dead protecting his lord, his daughter failed in getting out and ends up Bound and Gagged inside a box (and imagine if news reached about her father's death), basically just making his and his family's lives suck, overall it makes you kind of dirty when you realize the other assistants of Hisahide at that stage are otherwise just characters like Munenori and Motonari, and there's no option to just go through the stage alone with Hisahide.
Hanzo's ending in 3 shows him at the ruins of Osaka Castle calmly playing the flute that Nene had been pestering him all Story Mode into learning how to play. He plays it and you see the bodies of Yukimura, Kunoichi, Kai, Kotaro, and others who died in the battle some most likely slain by him and you see Nene lying on the ground beside him while he plays encouraging him to keep on practicing and playing and not to feel bad about what's happened before she closes her eyes and dies.
Also when still in the battle, after Hanzo defeated those officers but before defeating Nene; she will say that how she has lost them all whom she considered as family. Listen carefully, that's a rare time when Nene talked in real despair and heartbreaking voice. That's quite a Character Development after she's often viewed as a silly lady ninja who often pretends to be mother of her husband's retainers and interrupt Battle of Sekigahara in the second game.
In Oichi's final battle in the second game, Siege of Odani. Usually before the stage begin, the character will say something and in Oichi's case, her quote is usually "I'll never forget your love for me", obviously regarding her husband Nagamasa Azai. But in her final battle, where she is forced to fight her husband under the banner of her brother Nobunaga, her quote is changed and sounds much more despair than usual. What she said is this: "If only I could ever forget your love for me..."
Yukimura's ending in 3. With The Toyotomi defeated and all his allies and comrades slain, Yukimura manages to get close to Ieyasu and best him but Ieyasu manages to escape and is defended by a legion of riflemen. Ina pleads with him not to throw his life away that he doesn't have to do this. But Yukimura calmly picks up his spear and charges them and then it fades to a field and to the Narrator saying that The Tokugawa estalblished rule after the battle.
SW4 is chocked full of these moments. There's no hypotheical scenarios here like previous SW games.
Yoshitsugu's seppuku with Takatora tearfully being his second.
In the II expansion, it doesn't even end well for him either way, as Takatora himself has to bear witness to not only his lord Nagamasa's death, but Oichi's death as well when he goes against her at Shizugatake.
The quick unexpected death of Naotora at Sekigahara. Which was supposedly mirroring her son's historical fate.
Oddly enough, she's shown to have survived in Ieyasu's version of the story, so she may have just been injured.
Hanbei's death in 3 was sad enough, but at least there he was still fairly energetic, even on his deathbed. In 4 he's too weak to even lift his head and in his final moments, he weakly attempts to reach out to Kanbei only to die before he could. The voice work only makes it worse.
From the third game, Hanbei's death scene is very poignant.
The whole stage is really a Shaggy Dog Story. As soon as the forces at Amago castle notice that something is off with the Hashiba army that's trying to rescue them, they immediately decide to try fighting their way out and open the previously impenetrable castle gate. Predictably, they don't last long, and make the entire rescue operation a moot point.
In 4 everyone is devastated at Hideyoshi's death except (seemingly) Mitsunari, who coldly states that crying won't bring Hideyoshi back. He leaves to write a letter even as his friends wonder if he's so heartless that he's forgotten how to cry. Moments later as he writes the letter, it may be saying something that even Yoshitsugu can't seem to confirm is tears...but when he states "don't like the ink run", that said "ink" happens to the actual tears from his eyes staining the ink even as he continues writing. Right in the feels, since Mitsunari's normally not a very open person.
Sanada chapter ending. While we know that Yukimura is pretty much doomed, we get to see Nobuyuki's eye filled with sheer horror of his little brother rushing to his death. Cue to a flashback where the two siblings were sparring during childhood... only to switch to the same place in the present, where Nobuyuki mourns for Yukimura (and his voice goes from shaking to crying) while promising to protect the future they created.
The relationship between Kai and Hayakawa went from cute and heartwarming into gut-wrenchingly sad after Ujiyasu's death. Basically, both went separate ways with Hayakawa being left in Kanto to take care of the former Hojo retainers while Kai went to the Toyotomi side. When Eastern and Western armies are formed, both of them ended up adopting the opposing ideals, with Hayakawa fighting for Ieyasu and Kai siding with Yukimura. And when both ladies met, one of them expresses their utter sadness that they're enemies to the point that their voices were nearly breaking down in tears. Subverted in 4-II in that both of them are prepared to combat each other for their own beliefs.
Pre-Osaka after many character deaths, Masanori sees his daughter playing with other children, reminding him of the old days when he used to play with both Mitsunari and Kiyomasa. He then begins changing his tone, as he begins crying that Mitsunari's death meant that they could never be together again, as well as the pact that they made to protect the Toyotomi after Hideyoshi's death was now crumbling now that Kiyomasa was dead as well. From there, he begins crying at his own failures in helping out Hideyori, rekindling his friendships, and laughs at the irony of being unable to do anything about it.
Toyohisa's death at Sekigahara hits Yoshihiro hard. So much so even his greatest rivals, Muneshige and Ginchiyo, feel his loss and commemorate their escape after the battle (the Kyushu Gaiden stage) to him as allies.
He may just be an NPC but Saburo feeling betrayed and hurt by being made a political hostage for The Uesugi despite Ujiyasu reluctant to do so but knows its the only way to protect The Hojuou and Kantou. Saburo asks if he's being abandoned by them all and runs out with Hayakawa and Kai chasing after him trying to get him to stop. Kotaro is then shown beyond Ujiyasu asking him if he's willing to turn his heart to stone and Ujiyasu angrily throws his pipe at him.
To the point in The Uesugi story mode during which from after the battle in their point of view Saburo is shown ready to commit suicide feeling he's got nothing left to live for. Thankfully Kenshin and Aya are there to stop him.
And then, after the death of Kenshin, Kagekatsu and Saburo both fought each other to become the head of the Uesugi. In the end, Kagekatsu kills Saburo, ending with Kagekatsu letting a scream of sorrow.
The bad endings of the "What-if" Scenarios in Sengoku Musou Chronicles 3. Fortunately, all of the scenarios with bad endings get a Redux version where you're able to avert this, but only after you've seen the first version:
Legend of the Imagawa: Poor Yoshimoto: His goal was to unite Japan through sport (kemari) rather than bloodshed, but no one would take him seriously. After suffering repeated humiliations, Ieyasu rebels and Yoshimoto has to fight him. The battle reaches its climax when Naotora charges Ieyasu's garrison and is killed by Hanzo. After the battle Yoshimoto is so distraught over Naotora's death that he takes her body and commits suicide by burning himself alive.
Legend of the Azai: Nagamasa Azai desires a land of true peace. Hisahide doesn't. What follows is that Hisahide, with Magoichi's help, manages to assassinate Nobunaga (who Azai had managed to persuade to join his cause in his first scenario). Azai takes his brother-in-law's death hard, he starts to overwork himself, and the peace he attained is unstable and hanging on a thread, just like Hisahide wanted.
Legend of the Takeda: Shingen defeats the combined Tokugawa-Oda army and unites the land, but the vassals of the defeated armies want revenge for the deaths of their masters. Uesugi Kenshin aids these troops, and the Takeda ends up having to surpress the rebellion. Shingen succeeds and kills most of the disgruntled former vassals, but as he's walking amongst the fallen corpses, Ranmaru, who wants revenge for Nobunaga stabs him with a knife and Shingen ends up dying in Uesugi's hands.
Legend of the Oda: Hideyoshi, in despair over the death of Oda Nobunaga (unaware that his death has been faked and he's living as a farmer), even after sending Kanbei and the player to ensure that he survives his assassination attempt, rules the land as a tyrannic despot. After Hideyoshi uses Kanbei as a scapegoat and executes him, Nobunaga is convinced by Munenori and Magoichi to take up arms and join their efforts to depose him. The subsequent siege of Osaka castle leaves all of Hideyoshi's closest vassals dead, Hideyoshi himself a broken and disgraced man who gets executed himself latter on, and tension between the Oda and the Tokugawa which is implied will lead them into a war with each other.
Legend of the Akechi: Akechi Mitsuhide successfully defeats both the Hashiba and Oda clans after his betrayal and has gathered a group of loyal vassals in Motochika, Munenori, Sakon, and Koshosho. However, in battle against the Mori clan led by Takakage, Gracia (who is the Strategist for that battle) comes up with a good strategy on paper but which, unbeknownst to her, has a glaring hole that the Mori has taken advantage of before. The end result is that at a crucial point in the battle, Motochika, Munenori, and Sakon are all assassinated and while the battle is won, the knowledge that it was her strategy which led to the deaths of the three ends up scarring her badly. Though some other fans may deem this instead as a What an Idiot moment for both Gracia and/or Mitsuhide.
Legend of the Western Army: When Kiyomasa and Masanori decides to aid the Western Army instead of the Eastern army, the bond demonstrated between the Western Army officers leads them to take a decisive win against the Eastern army. Leading an army against Tokugawa who has holed himself in Edo castle, the battle goes relatively well for Mitsunari until an allied officer, secretly a mole for Tokugawa, turns on them at an opportune moment and assassinates his friend Yoshitsugu. Mitsunari, who already heavily dislikes Tokugawa, decides that this is the final straw, and when Tokugawa is defeated, he executes him in revenge. The excessive cruelty of this punishment leads the Western Army and Mitsunari to achieve a Pyrrhic Victory, where the people doubt his ability to lead and the peace he sought to attain is unstable, especially with Mitsunari grieving over Yoshitsugu's grave for quite a long time and wanting to be left alone.