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Tear Jerker: Sengoku BASARA
Oichi's story mode in Heroes. Starting from witnessing Nagamasa's death, and then being told to do atrocities by her brother Nobunaga, no matter how much she begged that she didn't want to (Nobunaga, you S.O.B), until eventually she fell into madness and became possessed by her own dark powers, killed her brother and his whole army, then regained her self, breaking down in tears...and got crushed by the collapsing temple. All with a heart-wrenching song "Nemure no Hana" by her seiyuu Mamiko Noto to end it.
The third game is filled with these.
Case in point, Ieyasu's first ending. With him sitting next to Mitsunari's corpse, reflecting on their past interactions, and crying tears of genuine grief.
Every time you have to kill Yoshitsugu in the Osaka: Winter campaign.
Yoshitsugu: Is this...the end? Am I to leave him behind?
Mitsunari: NOOOO! YOU CANNOT DIE!
As if she hasn't been through enough, there's Oichi's Eastern Army ending, where she breaks down because she can't remember the precious thing she lost (i.e. Nagamasa). Then she quietly goes to sleep, since that's the only comfort she can find.
Even Oichi's Joke Weapon is a Tear Jerker. The shadow hands wear cute puppets of Nagamasa, with the flavor text, "Don't you remember why you're crying?"
When Sasuke is killed during the Ueda Castle stage, he tells Yukimura to find a replacement, fondly calling him by his old nickname of "danna". Ninja generally aren't worth much, but Yukimura tearfully begs for some time to grieve his friend.
Kasuga's death is equally upsetting, murmuring how she won't be able to return to Kenshin. Keiji's reaction is one of the few times he shows genuine rage, and Kasuga's distraught cry of "Give him back!" if Keiji dies before her isn't much better.
The last stage of Mitsunari's second route, when the time comes for Kojuro's death and his final conversation with Masamune.
Kojuro: After having gone through so much...I suppose it was beginning to get a little tedious.
Masamune: What are you saying? Kojuro, I can't go on without you.
Motonari's blue route ending. Dear God, Motochika's voice actor carried that through well...
Keiji's purple route concludes with him finding out from Ieyasu that Hideyoshi's last thoughts were of Hanbe, and shedding a Single Tear for his dead former friend. Even more heart-wrenching when you realize that Hideyoshi looked back on his past for the first time, despite being someone who believed that only the future was worth thinking of.
Season 2 pretty much made anything and everything involving Keiji a tearjerker:
Keiji ends up fighting Toshiie to prevent the Maeda Clan (who have allied with Toyotomi) from conquering Kenshin's land of Echigo and extending Toyotomi's influence. Keiji wins, but the victory isn't satisfying at all, leaving Toshiie critically injured, Matsu crying and Keiji struggling to hold back his own tears.
Keiji pleading with Hideyoshi in the penultimate episode to stop the war he's waging and turn back to the way he used to be. Hideyoshi not only ignores him, but runs him over with his horses. Keiji lies on the ground for the remainder of the season.
In Hideyoshi's dying moments, he, Keiji and Hanbe (who died earlier) meet up in a sort of Dream Land and enjoy the breeze together. Hideyoshi goes on to explain why he did what he did - Keiji's the only person he knows who can live freely in happiness, and not everyone can live that way. So he believed he had to forsake everything weak in order to find strength - including his feelings and his past. But it turned out he was a bit of a hypocrite - Keiji's charm, which belonged to Nene and went missing a few episodes back, was actually given to Hideyoshi by Yumekichi and he had been holding onto it ever since. Even during his battle with Date. When the cause that he killed Nene for was about to die along with him, he told Keiji that he was no longer worthy of having it and somehow passed it onto him even though they were kilometers apart from each other, believing that his lover's charm was better in Keiji's hands. Keiji sheds a Single Tear as the charm appears in his hand, and calls him a stubborn fool before he finally passes away.