It'll probably fly over your head the first time, but during the cutscene after you battle various enemies summoned by Ganondorf after the Ancient Minister's Heel-Face Turn, the camera shows that the R.O.B.s eyes are turning blue before they close their eyes for the final time. Also, before the next playable section, while the rest of the characters are running, Donkey Kong has to carry the playable R.O.B., who also has blue eyes at this point. Throughout the game, it's seen that their eyes turn appropriate colors depending on what's happening, such as going red when Ganondorf takes control of them. So when they go blue... they're pretty much crying.
Watching one of the R.O.B.s waved goodbye to the Ancient Minster right before getting blown to smithereens.
To put that scene into more detail, The Ancient Minister is attacked by Mario and Link, with Pit, Yoshi and Kirby not far behind. A group of R.O.Bs come in to help their master and hold the heroes back. As the Minister prepares to leave, he looks down and notices another R.O.B clinging onto him, attempting to drag the Subspace Bomb down to the ground. He succeeds, then he falls with the bomb but his head breaks off. As two of the remaining R.O.Bs activate it, a third turns to the fleeing Minister, doing the aforementioned wave. The bomb then explodes, showing in full detail the R.O.Bs being pulled in and torn apart. ...Wow.
Mei Ling: Marth was betrayed by his most trusted friend. I can't imagine what that feels like... Snake: ...I can.
Everybody trying in vain to stop the Island of the Ancients exploding, and combined with the aforementioned Heel-Face Turn.
All of the characters you obtained after the Meta Ridley battle travel to Subspace where they meet The Man Behind the Man. Tabuu unleashes an attack that instantly turns everyone into trophies. The scene plays in slow motion as each character are floating from the attack, with shock and fear in their eyes, and are turned back into trophies one by one. You then see all the characters in trophy form lying on the ground as Tabuu begins to absorb the Smash Bros world. After that, you see Luigi, Ness, and King Dedede who are also trophies and it seems all is lost until Dedede's badges revive Luigi and Ness. Ness then revives King Dedede and he glomps him and Luigi as thanks before they go and rescue everyone. OK, so death doesn't totally exist in the Smash Bros world for the main characters, but this comes close for me to welling up.
The Ancient Minister has a horrible story, really. His best friend forces him to use his people (the R.O.B.s) to drag the world into Subspace, sacrificing many of them in the process. When the heroes and the bombs have killed most of the R.O.B.s, Ganondorf orders the remaining ones to blow up the Island of Ancients. When the Minister tries to stop them, Ganondorf provokes them to attack their true master with the press of a button. As the heroes left the island, they brought with them the Ancient Minister, the very last sane R.O.B., and just managed to escape the complete and permanent obliteration of the Island of Ancients, with every last one of the Minister's people and comrades. And, finally, close to the end, the Minister's best friend is mortally wounded when he attempts to attack The Man Behind the Man.
In the Subspace Emissary, when Lucas is running away from the Porky Statue. The moment he trips and looks at the statue... You can almost see him thinking: "Crap, not again!"
The worse scene with Lucas is when Ness gets turned into a trophy.
Towards the end of the Robin and Lucina trailer, a beaten-up Chrom gives a very disheartening quip: "I suppose I'll get my chance... another day...", as he watches Robin and Lucina fight Captain Falcon before going unconscious. It's alleviated a bit with the reveal that he's in as Robin's Final Smash, but you can't help but feel bad for the guy not being able to actually fight against Marth, Ike, or the other Nintendo greats.
It seems the devs knew he was a popular request, but since the roster had been finalized well before, they wanted to make it up to the fanbase. They really do care!
Lucas's Trophy description in Smash Bros. 3DS isn't actually about the character. Instead, it goes on to say how Lucas may well have made a family and have lived a happy life... then says how he and Ness may well be kids forever to MOTHER fans. Not bad at first, until you realize it's referring to how we'll probably never see another MOTHER game, and never see how their lives went...
"Lucas used to be weak-willed, and cry all the time. However, he overcame unimaginable hardships, and must surely be out adventuring somewhere right now. Or perhaps, he's found a partner and made a family of his own... No, no, that feels too soon. To fans of the MOTHER series, both Lucas and Ness might be young boys for all eternity."