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Tear Jerker: The Binding of Isaac
The whole premise of the game is pretty bad what with Isaac's mother wanting to kill her son. It doesn't help that Isaac is crying throughout the game.
On that note, every memory he has during level transitions are just horrible to look at. The poor kid just never got a break...
Ending 13, It depicts Isaac, his pre-insanity mother, and a skinny man who's presumably Isaac's dad, the first few pictures are of all of them living happily, then it gets dark, it shows Isaac crying by a chest, a demonic him in the mirror, and the very last photo? Isaac, with his mother setting her hand on his back to comfort him, looking out to the hill where an earlier picture showed the family picnicking at, that now houses a lonely grave, The End.
The new endings of Rebirth also count. The first, number 15, shows that Issac has gone missing, with his Mother desperately searching for him. The second, 16, shows Issac locked in his chest, as his breathing gets faster and harsher, and his heart beats quicker and quicker. Flashes are shown of him turning into a demon, and as his heartbeat slows down, Issac morphs into a demon, and stays that way. A harsh Downer Ending.
The Torn Photo item in Rebirth. It appears as a boss item and shows Isaac and his Mom, with the other halve of the photo missing. Picking it up increases tear fire rate and makes Isaac much sadder.