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Tear Jerker: Tales of Xillia
Finding out the truth about Elize at the Labari Hollow. She was sold to the lab when she was just a child, her parents are dead, and Teepo turns out to be an Amplifier Artifact with no conciousness of his own, he just voices Elize's inner thoughts. The way Teepo casually says Nope! I'm just a machine! right when Elize needs him the most is just soul-crushing, and comes as a huge shock to a player who's used to him just beeing goofy comic relief until now.
Leia trying to push Jude on after Milla supposedly dies and he enters into a state of depression. The poor girl even has to protect him from Alvin after he returns to kill Jude and gets shot in the process.
It was especially hard to watch, considering how Jude has always taken things in stride and moved with purpose. To see him broken down and Leia vainly trying to fix things and get him to eat was rough.
Presa and Agria's death scene. Right until the end, Alvin and Leia just can't get a break.
Agria's death was especially sad because you really get to see how broken she was. When Leia grabbed her hand, Agria had a look of complete bewilderment as if she just can't accept that there are any good people in the world anymore. You can hear her breaking down all over again in her next comment.
Agria: Some things in this world you just can't fix, no matter how hard you keep try to!
And in a skit later on, after the party finds they're in Elympios, Alvin reveals Presa hated her real name, because she was abandoned by her own family. "So when I couldn't grab her hand, I was everything they said and a whole lot worse..." Ouch.
Isla almost killing herself and reverting to a child mindset when she couldn't take the guilt of killing Alvin's mother anymore. When she starts babbling, it's revealed that her parents sold her when she was child
The worst thing is that all she wanted was to be happy and start over. If Alvin had not refused her beforehand when she tried to go straight, she would not have gotten so desperate.
It gets even more sad when you see that, in her condition, Isla has revealed everything to Jurgen. And he has decided to be with her anyway. If she had believed in her fiance a little bit more, she could have had her happy ending!
Gilland's death. Shortly before he passes, he says that all he wanted to do was to restore Elympios. Milla says that they brought it upon themselves by using Spyrix, to which he screams "That wasn't me!" And it's true. Elympios has been using Spyrix, and growing closer to destruction, for 2000 years. Gilland was only born a scant few decades ago. Imagine being born into a dying world, and being blamed for what has been happening for millenia.
The ending. Sure it leans more toward sweet than bitter, but it's still a huge tearjerker nonetheless. Especially when Jude and Milla are holding hands before they have to say goodbye to each other and when Milla is crying and Jude telling her not to cry.. The beautiful music helps a lot too.
"I guess he really hates me now, huh?" The context of that line makes it bad enough, but Matthew Mercer's delivery makes it utterly soul-crushing.
Win a battle with Rowen and Alvin after Presa's death, and this conversation will sometimes play:
Rowen: You seem uncertain in your movements.
Alvin: Yeah, it's hard to stay focused right now.
Rowen: Alas, you must reap what you sow.
Alvin: So true...
Again, Matthew Mercer's delivery on the last line makes it so much worse.
There's a minor one at the end of the "History of Auj Oule" subquest involving Karla Outway. She's Gaius' younger sister, and while he loves her dearly, her feelings toward him is not as simple. Talking with the party helps her come to terms with what the two of them had to sacrifice for eachother, but when he goes missing, Kanbalar falls apart because of their dependence on him, making his efforts in Karla's eyes feel like a waste. She's normally pretty stoic and generally quite nice, so watching her break down and then throw a tantrum demanding her brother back is pretty painful.
Wingul's death. Everything he's done has been for Gaius, and he even dies for him. Made worse when you consider that Gaius fails in his mission at the end, so everything Wingul died for pretty much nothing.
Muset's breakdown after the final boss battle. It makes you feel really sorry for beating her, as she was really only fighting out of a desparate need to connect with someone. Fortunately Mila offers her her hand, and tells her if she really wants to feel needed, she should come with them.