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Tear Jerker: Spyro the Dragon
Bianca in Year of the Dragon as she becomes stuck between a rock and a hard place- she doesn't want Spyro, Sparx and Hunter to get killed, and she knows that they'll take care of the baby dragons that should rightfully be back in their world, but the magic in her world is dying and her boss has a heavy hand...
The epilogue of the third game. It comes with the normal goofy pictures, but the last image is just the entire cast of characters lined up with the words "Thanks for playing! We'll miss you!" It's like they knew this was their last game before Insomniac gave them up, and while there would be other Spyro games, none of them would be able to capture the magic of the original trilogy.
In Dawn of the Dragon, When the world is breaking apart, Cynder tells Spyro that she loves him and it is assumed that they died, only be watching the credits is it shown that they're still alive