This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Shadowrun Returns
When you finally get to the end of the Dead Man's Switch campaign. You get a video from Sam (recorded long before his death) telling you about his twin sister, expressing concern that she's alone and regret for not being there for her. He then asks you to find her (confident that she'll forgive him because of her Catholic beliefs). By this point you've outed her as his killer (and possibly killed her or allowed her to die in revenge), partially motivated by her Catholic beliefs (to see her mother buried with all her organs).
Inside the Universal Brotherhood, one can find a letter from a member of the Brotherhood to his parents; In it, he explains that he hasn't received any letters from them, and so the Brotherhood must be right: They never loved him to begin with. Players who already know what the Brotherhood does to its members get an extra dose of Tear Jerker, plus some Fridge Horror when they realize that the Brotherhood is likely intercepting any letters that initiates would have received from their families.
One can also find the letter from the parents... in a nearby trash can.
Most of Dragonfall counts, really, as the creators went to deep lengths to show just how much a Crapsack World Shadowrun really is.
The reactions of various Kreuzbasar residents to the news that Monika died during the opening. A young man who'd "followed her around like a puppy" wanders off, never to be seen again, and Simmy Kim goes past the point of crying.
Simmy: She will got to heaven. She told me. It is a place for good people, stillborn babies, and childhood pets. And she was a good person.
The Sim-addict, "Simmy" Kim in Kreuzbasar? Turns out that she got hooked on simulations because she'd miscarried, and was told she was infertile. Hell, everything aboutpoor Kim is made harsher at this revelation, considering that practically all of her preferred simulations involve her assuming a motherly or childish role.
Simmy: Monika said I would forget. She thought the sims might help. In there, I'm strong. And I never have to lose anyone. But then I come back out... here. Where children play in the street, and I remember. Where I see Dr. Ezkibel, and I remember.
During Dragonfall, when you meet Feuerschwinge. This woman was once one of the most noble Great Dragons to exist...and now, she's a haggard, nigh-helpless Broken Bird at the complete mercy of the man who intends to kill her species. At that point, she isn't the Terror of Berlin anymore - no, she's its victim.
The endings where Raymond is sacrificed to Qian Ya. The poor guy doesn't deserve that fate.
The ending where Qian Ya remains in the Walled City. It also means that Josephine Tsang got off scot-free AND three members of the crew were killed on your orders, along with Raymond.
Is0bel's story, although typical in the setting, is still sad. Little wonder that she had her memories sealed. Alas, they are important to the research on the Yama Kings.