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Tear Jerker: Silent Hill: Homecoming
Mayor Bartlett pleading with Sepulcher, his dead son, whom he KILLED - before being mercilessly crushed.
"She loves dollies..." And let's not forget the door leading into Scarlet's boss room, with things like "Daddy, I love you" and "I want to die" written in blood on it.
Made even more heartbreaking by the fact that her father loved her and spoiled her to make sure she had a happy life before he was forced to murder her. He's so scarred by it that he can't stop cutting himself, and when Scarlet rises as a monster, she cradles him for a moment...before literally biting his head off.
Elle's theme at first sounds a little sad, but then you find out what happened to Nora.
The scene with Alex and his mother in the prison. It goes from heartbreaking to downright traumatizing if you decide NOT to mercy-kill her.
Alex forgiving his father in the church is both this and a Crowning Moment of Heartwarming. The revelation that he did love Alex, but tried his best never to show it due to knowing he would have to sacrifice him eventually doesn't help. Neither does him asking Alex to forgive him before being brutally killed by Pyramid Head.
The scene with Josh after the final battle.
Alex: No, I can still save him. I can save him. I can save him...