This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / Shin Megami Tensei
The bad ending in Majin Tensei after the HELL the hero and heroine go through they defeat the Final Boss and escape Makai... and find that humanity has been wiped out by a worldwide holocaust. Before that you get your ass chewed out by your doppelganger over all the blood you have spilt. The hero curses himself and his chosen path and the Heroine says her goodbyes promising that they'll meet again. The demons are probably back safe in their realm. The hero states that soon all life will cease to exist... Humans, demons, Gods. It will all end. The last thing you hear? A salvo of missiles heading right for the hero. Both of the protagonists are without a doubt killed when the missiles crash and explode.
And in the normal and best endings, the heroine gives her life so the hero can escape Makai (in the best ending, the heroine comes back from the dead). Give these two heroes a break, Atlus!
In Shin Megami Tensei I, the death of the Hero's/Kazuya's mother. No matter what, you can't do anything to prevent it. Most of the time a Silent Protagonist is The Stoic but the demon says "Aw, what's with that face!Come on, there's no reason to be sad. You'll see her soon enough... in my stomach! Until then, why don't you entertain me for a bit!! I hope you taste as good as she did!!"
Speaking of death... No matter what you kill at least one of your friends. Since the Neutral path is canon, Kazuya had to murder his only friends. Jeez...
And as the second game reveals, the Hero didn't end up faring much better as his body is found alone in a secluded cavern.
Shin Megami Tensei II: Poor poor Aleph, he's doomed no matter what. He fought so hard to save humanity and his reward? Eternal damnation.
Satan'sFamous Last Words in the Law path as he crumbles to dust, wishing you good luck and praising you as the true savior and Hiroko as the new holy mother. Lucifer's death in the neutral path has him asking you to stop Satan and YHVH from wiping out all life on earth. Even though you kill him he STILL wished for humanity to survive.
Though Chiaki from the Yosuga path in Nocturne crossed the Moral Event Horizon around the game's halfway point and never looked back, the speech she gave after you defeat her, where she asks the demi-fiend not to be sad, since she was content to die at the hands of her only true friend was particularly touching, as was her ghost's final message in the Yosuga ending, where she asks him to give her regards to the world she always dreamed of, but would never get to see.
Of course, getting the Yosuga ending requires a player to create their own tear jerker moment. The Tokyo of Nocturne has a lot of demons, but it also has these little human-like creatures called manikins, who are basically woobie incarnate. Eventually, the mantra demons, led by Chiaki, who favor strength over all else, decide to completely eradicate the manikins. When the Demi-Fiend arrives at the scene, the Manikin leader turns to him in desperation, begging him to save his people from annihilation. To get the Yosuga ending, you have to not only refuse to help the manikins, but agree to help Chiaki exterminate them When the player makes this decision, you can see the despair sink into the manikin's face, and he has this heart-rending scene where he asks why you want to destroy their dream of a peaceful world. Even though the game isn't voiced over, you can almost hear his voice cracking as he speaks.
Worse yet, even if you decide against Yosuga Futomimi dies anyway and the Demi-Fiend leaves the place knowing that.
The Digital Devil Saga had a few, as well. The first game gave us the deaths of Jinana and Lupa, as well as the deaths of every red shirt member of the embryon, if you play all the side quests.
Then the second game turned up the heartbreak even further. Not only does the exposition-filled flashback show the original Serph breaking Sera's heart with his accidentally revealing to her that he didn't give a damn about her but we also have to play through the game with our core cast of characters slowly dying one tragic death after another... they get better.
You wouldn't think a case of Demonic Possession would end like this. But the fight against Metatron... jeez, the guy at first was only fighting because he thought the party had found and hurt his girlfriend. And then the damn angel's personality overwrites his, he tries to resist, and he starts alternating between screaming Law slogans at you and desperately sobbing for his girlfriend to come help him.
Same thing with the Archangel fights in the second game, by the way. Gabriel was the worst, as she had realized they weren't in the correct world, and that maybe they could return to where they belonged if they died, to a world where they could hear the voice of their God... Doesn't matter she's a Law asshat, that kinda faith is tearjerking in its sincerity.
And yet more tears: the struggles of the four of them to regain control over the angels... and how they lost.
Some people would be sad by the end of Persona 2: Innocent Sin.
The ending of Eternal Punishment. Not only are Tatsuya and Maya doomed to be separated forever, but Tatsuya is finally allowed to go around ignorant of the Other Side while Maya (and if you made the wrong choices in Monado Mandala, Lisa and Eikichi) will have to carry them around forever, Katsuya can never be with the woman he loves because of what seeing her again may do to his brother, and the strong bond of the Masquerade friends is forever shattered. "Change Your Way" will always bring the sniffles.
Speaking of Persona 2: Innocent Sin, the death of Maya Amano is pretty sad, along with the music playing.
Not to mention that just before you seal Nyx, the last voice you hear is Shinji's simple "Alright, let's do this!"
The worst part of it is Akihiko's scene at Shinji's funeral (the voice acting in either version is heartwrenching). And his new "end-of-battle" line, "Did you see that, Shinji?"
Shinjiro: Tomorrow's the day. Are you ready? Let's go in there and kick some ass.
Just to twist the knife a little bit more, the next day, during Shinji's service, two upperclassmen start talking about Shinji, claiming he's probably just some punk, and how they don't have time for this, because they need to study for their mock-exams. They then turn to the Protagonist and ask him if they knew him, but then claim that since they're juniors, how could you know this Aragaki guy. Shame Junpei didn't get to punch them for it.
Persona 3 Portable makes this even more painful. If you play as a female, he has his own Social Link and he becomes even more of a sympathetic character. Shinjiro warms up to SEES, and he is shown to be more than a brooding Jerk with a Heart of Gold, he really is a kind man, only with a fatalistic mindset on his situation. And if that isn't enough, even pursuing a romantic relationship is tragic, because he knows it would be a heartbreaking mistake for the both of them. And the Social Link is the first and only one to affect the story. It even amends the notable phrase he says as he's dying, to repeat one of his requests to her in a twisted fashion (twisted in the fact the reverse psychology will kick in).
Shinjiro: Don't cry, ______, this is how it should be.
The death of the protagonist. And his death is confirmed in FES where it serves as a major plot point.
The fact that he survives after using up his soul on pure willpower alone, despite his friends having forgotten him and the promise that was keeping him alive, until the very end, when it's too late — he lays down in Aigis's lap on the rooftop, watches the sky with her, and dies seconds before his friends arrive.
Junpei's line, "No, he's not alone! I wont let him die!" And "Memories of the School" playing during the MC's last moments keeps the tears streaming...
The "bad" ending is pretty, well, bad in this regard as well. Everyone in SEES loses their memories of the Dark Hour, and subsequently the massive amounts of Character Development they went through. Except for possibly Aigis, who looks on sadly, not knowing what to do. And then suddenly, The End of the World as We Know It.
There are even more in the FES re-release, especially if you take a minute to think about it. The worst is the Hermit S-Link epilogue. Having accidentally shown off your cellphone's wallpaper to Ms. Toriumi, the Hermit S-Link, she suitably freaks out, aaaalmost recovers in time to ask you out for dinner, but freaks out and runs away. The main character dies the next day. Ouch.
And what about the little girl you befriended, and helped to cope with her parents' divorce? Her last meeting with you, she gives you a toy ring and asks if you'll marry her someday. During the game's epilogue the day before you die, you get a letter from her where she's holding you to your promise.
This may in fact be the entire point of The Answer, being an epilogue to the king of all Bittersweet Endings, but particularly Yukari's breakdown as the epilogue progresses, becoming more and more angry and distant from the rest of the cast, but particularly the new main character, Aigis.
When Yukari watched the true video her father made of the Incident, not the one Shuji Ikutski manipulated. Her father says that he loves her and was the happiest man on Earth when he was with her, and when the video starts to short out, she cries "Dad... Daddy!?" in the most heartbreaking way.
The whole sequence with Junpei and Chidori, from the hospital visits to her death. Also a Crowning Moment of Awesome for both the character and the game.
The scene where Chidori gives her life to save Junpei, and he watches her die right in front of him.
In FES, Aigis, Metis, and Fuuka have to fight the rest of the members of SEES. The music doesn't help, though it is awesome.
The ending, and Aigis's tears. Though their meaning is debatable, it could be Aigis knowing that the hero's dying in her arms, and she can't really help, even as she's saying that her purpose will be to protect him and stay by his side. When a dialogue choice comes up with telling her "it'll be okay", and picking that choice causes the hero to brush his hand across her cheek...
Persona 3 Portable adds an even more heartbreaking variation to this scene: you can actually choose the last person you talk to at that moment. If it was painful with Aigis, imagine how hard it would be to see the hero dying in Yukari or Mitsuru's arms.
To be honest, all are very sob-worthy, whether as a guy or girl. In order to spend your last moments with them, you not only have to max their Social Link with them, but if you're the girl, you have to be lovers with them. That makes Shinjiro's ending excruciatingly heart breaking due to twisted irony. The girl he loved indirectly saved his life through her kindness, yet she dies in his arms and he can't do anything about it. Thanks Atlus, you cruel bastards.
The Sun Social Link in its entirety. It gets even more tear jerky towards the end and in FES, you meet the dying young man's mother which yields even more tears. What's ironic is that since the protagonist dies, he would end up meeting Akinari again far sooner than everyone thought.
Persona 4 does give you a nice reference to the Sun Link: Kanji's social link reveals that the Akinari's story was published, which probably means that Aegis (or someone else) found the notebook.
Ken. For starters, his mother accidentally gets murdered by Shinjiro. He vows to avenge her death, and when he finally confronts Shinji over it... he learns to forgive him. Then, the guy defends the kid who used to hate him from a bullet, killing him. Oh yeah, and did we mention that a good part of Shinjiro's fans see Ken as The Scrappy for "causing his death?"
Persona 4 pulls off a string of moving moments, from the beginning of the final kidnapping. You finally get the opportunity to tell the truth to your uncle about what has happened, only to watch it come just a tad too late for his daughter, who is kidnapped and thrown into the TV world. You chase down the guy who is responsible for the people being thrown in, and he seems certifiably insane. Upon completing the rescue arc, you reach the scene that is a CMoA for the game's creators. It was too late for Nanako, who dies in her hospital room with you, Teddie, and her father at her side. As Ryotaro walks calmly out of the room, your team realizes he is going to talk to Namatame, who threw Nanako in in the first place. As the police haul him off to his room, they leave the suspect unguarded, prompting you and the others to enter the room for a grand confrontation. This is the ending fork for the bad or normal ending. It's kind of hard to read the options the game gives you with tears in your eyes. But it isn't over yet. If you make the right decisions, you get to cry tears of joy as Nanako is miraculously resurrected by the will of Teddie, who has finally realized what he is: a Shadow... with a Persona. As Igor states, the Velvet Room is no place for beings without an Ego. So, only humans can enter.
Nanako's s-link when she's wondering if her dad really loves her and says a single heart wrenching "mommy".
Chie, Rise, and Yosuke's Social-Links can all tug on your heartstrings. Chie wonders aloud if other people think about what makes them worthwhile because she doesn't want to be just that girl who looks out for Yukiko. Rise used to get picked on when she was a little girl because she wasn't very good at talking to people and she'd always look at the ground; after she became an idol, she publicly campaigned against bullying, then met a girl who would get picked on just like Rise was. That girl would send Rise letters and tell her about the improvements in her life; it really meant a lot to Rise. Yosuke tries to work through how awful he feels about Saki secretly hating him. Two girls at Junes start bad-mouthing Saki, but then Yosuke stands up for her, even though she's dead and she hated him.
The Sun Link again has a chance to be a very moving one, if you choose the Drama Club. Yumi (not that Yumi) is dealing with her personal issues of a father who abandoned her, but is now dying. Through the course of the S-link, she begins to truly appreciate and accept her father as his condition gets worse. In the end, she thanks him for the gift of her own life as he dies with her at his side.
The final battle is quite touching. After wearing Izanami's HP down to almost nothing, she starts targeting the protagonist with an unblockable instant death attack every turn. One by one, the other party members shove you out of the way and are sucked down into some misty dark world. And then it hits you anyway.
After you're hit by the instant death attack, all your friends and family tell you how much you mean to them and convince you to fight against Izanagi one last time.
The fight's music when it swells into an epic version of Reach Out To The Truth. Not so much because it was the end to a great 80-90 hour game, but because, when that moment of the song kicks in, it felt like someone was cheering you on against Izanagi (a legitimately difficult boss unless you broke the game).
Watching the final cutscene, with the main character leaving and all the friends he made coming out to say goodbye. The train pulls away, the credits roll...
The texts you receive after leaving the hospital.
Hisano Kuroda's Social Link. It manages to invoke the Death Arcana's true meaning in a really tragic way: by having the person closest to you forget all about you.
From the original Persona, Alfred's death, and Nate's reaction, are heartwrenching.
The manga's handling of the event made it all the more depressing. Especially the flashbacks to Kei's childhood, and him forcing everyone to go on ahead without him.
A horrific and heartrending one is found in Shin Megami Tensei: Strange Journey. In the depths of Jack's Squad HQ, you will find a bunch of demons who have been experimented upon, and even as they curse humans and will them to die for their incredibly abominable acts, the Protagonist realizes he has but a single thing to give, to allow them peace - disconnect the machinery keeping them alive.
And in either the Law or Chaos path, if you've been talking to your fellow crewmen, you have gotten to learn about them and know their personalities, from the Southern-Fried Genius Irving, to Gadgeteer Genius Chen, to shy nurse Maebe... and then you get to see the horrific results of Zelenin's Song or Jimenez' demons obliterating that spark of humanity and leaving either something unspeakably hollow beneath eternally unblinking eyes or a mass of burgeoning chaos and unrestrained emotion. Either way, it's a kick in the nuts to see them reduced to that state from the lively people they used to be. The worst is the guy who has become your friend across the game, issuing missions from the crew, and then he suddenly realizes everybody's missions are complete, so all of their hopes have come to pass, and thus he has no more need to be friendly, and either begins groveling and calling you "master" or get as excited for a world of chaos as everyone else is...
As an alignment-affecting choice earlier, you an either choose to side with the demons seeking revenge upon Jack's Squad or to ask Zelenin to use her song to blast those demons, the demons you earlier saved from experimentation and thus are more victims than anything else, allowing a throng of mindless holy zombies to survive.
Alice's story. Once the beautiful spirit of Wonderland, or really, just a normal girl, something happened. Nothing is explicitly stated, but when you begin from an innocent, happy child and end up with the Anthropomorphic Personification of childhood sadism, using the corrupted armies of Wonderland for her Signature Move, desperately wishing for a friend and repeteadly asking anyone who approaches her with her Die For Me! question, something bad is bound to have happened. Belial and Nebiros certainly try to help, but honestly the poor girl is a burgeoning sorceress with powers she can barely understand and can only see through an innocent child's eyes, which makes it all the worse when you have to refuse her requests for friendship and prepare to kill her. And even then, she just cries a bit, calls you a meanie in her plaintive voice, and fades into the darkness...
The Hare of Inaba explains it in Shin Megami Tensei: Strange Journey: Alice as you meet her isn't the "real" Alice; she's only the memory of the original, the shadow of a girl beloved by demons and blessed with their magic, which rendered her insane and very likely killed her, causing a part of her to be reborn as a demon with the innocent mindset of the true Alice.
Nagi, desiring to prove herself to her master, insists on undergoing a trial alone. Her personal demon and friend, High Pixie, dies for it. She gets better in the epilogue.
Geirin Kuzunoha, the elderly summoner tasked with guarding Tsukigata, dies of tuberculosis after overexerting himself to protect his apprentice, Nagi. With his dying words, he tasks Nagi with becoming a devil summoner worthy of the Kuzunoha name, thus acknowledging her as his successor. (Un) Manly Tears will be shed.
In the ending, the player finds his path to the Final Boss blocked by a massive copy of the mask its human form wears. With the Mineral MacGuffin fresh out of juice, all hope seems lost... until either the sweet girl whose awful fate she was on the verge of being freed from, or her rough'n'tumble brother who set off the events of the plot to save her perform a Heroic Sacrifice to open the way for you. You then fight a giant version of that character who reveals that the hope they just expressed could not overcome their despair with their mistakes and life, and insists that Raidou give up hope as well. Whole Sadness replaces the boss theme.
Devil Survivor Overclocked has the Inhuman Naoya/Kaido route and the confrontation with Amane herself. Instead of her joining your party, you kill her. Then an even bigger Player Punch comes up Yuzu and Midori confront you to end your rampage.
After the battle you can say "I need to talk to you." Yuzu's response? "I don't want to hear it... Good bye..." You can make The Protagonist have a small My God, What Have I Done? moment, but it doesn't stick.
The Kind-hearted Overlord route yields better results, and less bodies lying on the floor, by choosing to only kill the angels. Yuzu and Amane convince the people of the lockdown that you are there to save them and save them you do in a battle at the pond against Metatron. You win and Naoya reveals that humans aren't able to enter the demon world. Yuzu begs to go... but you calm her down by promising to return. If Naoya's message to Atsubro is anything to go by, Yuzu gets her wish.