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Tear Jerker: Silent Hill Downpour
Near the end of the game, Murphy is finally close to resolving his grief over his deceased son. He meets with a Nun that eerily knows a lot about his grief:
Nun: "Thank you for coming to shepherd your son home, Mr. Pendleton. I know it's difficult losing a child..."
Murphy: "With all due respect, I don't think you do, and like I already told you, there's been a mistake, I buried my son years ago."
Nun: "I understand Mr. Pendleton, we all deal with grief in our own way."
Later during the same scene, Murphy finally breaks down:
Murphy: I get it, I screwed up! But I didn't see any other way! You don't know what it was like... to know it was my fault he was gone. Every time I shut my eyes I saw Charlie's face, and all I could think was "That monster's still alive, but I'll never get to see my boy again"...
At one point, in the Monastary, you can hear what seems to be Charlie crying out for Murphy's help, saying "Daddy! Help! Make him stop! He's hurting me!"
In the prison level, you can find a note from Carol, Murphy's wife. In it, she rants about how it's all Murphy's fault Charlie is dead and how she will never forgive him and how he should not have even asked for forgiveness in the first place because he doesn't deserve it. She's completely and utterly wrong in her accusations, but the whole game up to this point has shown that Murphy believes she's right.
When the little boy in the Monastary dies. Murphy desperately tries to remember the Bogeyman rhyme, it's heartbreaking. Especially near the end of the cutscene when the boy is killed and Murphy begins calling out his own son's name with grief.