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Tear Jerker: Shadow the Hedgehog
Maria's Heroic Sacrifice and death. "For all the people who live on that planet. Give them a chance...to be happy..." And what this game added to that already touching bit. "Please, Shadow, I need your help. Everyone's fate...depends on...YOU..." And then she launches him away. As for people who complain about Shadow's personality and his other issues, consider the shit he's been through. That's enough to give anyone trouble. Think about it: he was a week old tops when the ARK incident happened, had his memory frakked with to facilitate a grief -driven revenge, recovered only to plummet down and suffer amnesia-causing head trauma in a somewhat-botched rescue, had people keep trying to manipulate him and/or tell him he had no past during a time when all he could remember of his past was his name and part of Maria's death... Is it any wonder he has problems?
Play either The Doom or Lost Impact, with the music turned up, and think about what exactly is occurring. Enjoy yourself!
All of the endings have Shadow figure out who he is... and there's the Slightly-Hero: Hero Ending. Shadow realizes all the damage he caused, and for the first time, is actually pretty sad about it. And the one of the titles for the route you took to get to it? Shadow'sSecond Death.
The Narm that is Vector's response due to his goofy voice and clichéd, unhelpful words arguably make it worse.
At the end, when the President says "Even though we tried to destroy him, he still saved us." It brings to mind Sonic Adventure 2 and how Shadow sacrificed himself to fulfill Maria's wish despite his former Humans Are Bastards attitude. That one line perfectly captured Shadow in that moment. The piano tune over the credits didn't help matters either.
Also at the end of Shadow, Shadow standing aboard the ARK and looking at a picture of Maria before tossing it behind him and saying "Goodbye forever, Shadow the Hedgehog." Part of the impact may be from the callback to Adventure 2's "Sayonara, Shadow the Hedgehog."