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Tear Jerker: Tales of Destiny
What happens to Leon around the halfway point. You know, where he dies? After his Face-Heel Turn, it's revealed that the Big Bad was forcing Leon to fight the rest of the party by holding the one person he really cares about hostage. After the fight (manga only), Stahn gives a speech about how friends help each other, and they're just about to shake hands and become friends, when an earthquake hits and Leon has a Heroic Sacrifice to save the rest of the party, but not before revealing that he's Rutee's brother.
Before that, in the PS2 remake, the entire second half of Leon's story serves to drive him farther and farther past the Despair Event Horizon, until Marian tries to commit suicide to allow Leon to leave his father's command. Hearing this finally puts him into enough of a blind rage to try attacking his father, only for him to get beaten into a five day coma. And then he's forced into betraying the party.
The bad ending of Mary's story, where Dahlis dies after she regains her memory. Even more heart-wrenching if you decide to visit her afterward.
Hugo's final moments in life, especially when Rutee realizes that Hugo actually cared about her.