Despite this series being largely an action role play, it has a great deal of tremendously saddening moments.
Lord Blumiere and Tippi's final goodbye combined both the Crowning Moment Of Heart Warming trope and this trope, they finally had their love set into the bonds of marriage, despite everything that Blumiere did as Count Bleck, Tippi still forgave him...but ultimately, they both died to save the Omniverse.
The death of Samus Aran...Just...the death of Samus Aran. The Lone Wanderer's reaction to his death is especially devastating. After everything they had been through, after all their promises, after all their tender love scenes together, it feels like a punch to the gut. And to watch the Lone Wanderer break down completely after having lost the one bit of family he still had...;-;
Optimus' Death was also quite sad, both in and out of character. He was enormously well developed, hugely badass, compassionate...and he gave his life to defend John. He was widely respected by the characters in the game, and his passing still has a great effect on the role play.