This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / The Elder Scrolls V: Skyrim
Venture out to the northern central area and you'll come upon a lighthouse, with a dead horse outside. Not a good omen. Everyone who lived inside has been brutally murdered by Falmer. All you can really do is read through their journals, which detail a loving old couple's fantasy retirement and children with their whole lives ahead of them, and know that there was nothing you could do for them. Except take the old man's bones and deposit them in the lighthouse flame like he'd always wanted.
However, you can also venture down into the Falmer cave and brutally slaughter the bastards, finding the bodies of the rest of the family along the way. The kicker, though, is daughter Sudi's corpse, which has a bloodstained note next to it, concluding with "I think I know why Father left me this dagger."
Meeko's Shack. A lonely dog leads you to a shack in the middle of the forest with a corpse and a journal, which says that the owner is succumbing to rockjoint but is accepting of his death because everyone in his life except his dog Meeko is dead, and he hopes Meeko can take care of himself and they'll be reunited someday.
In the beginning of the game, when you exit the burned-down inn, you'll come across a scene where a boy called Haming is standing perilously close to Alduin. Hadvar calls for the young boy to come to him; he does so. 'Great,' you're probably thinking. But it's not. Why was Haming there in the first place? His father was slowly dying, lying in a pool of his own gore, and was subsequently burned to death by Alduin's fire. The poor boy was frozen in shock and sorrow as his own father died before him. If this doesn't make you want to kill Alduin, nothing will.
Want to know something that makes it worse? If you can get to Haming's father in time before Alduin roasts him, the man will say, "That's it, son...make me proud..."
What makes it even more sad is that Haming is not one of the kids you can adopt in Hearthfire. Instead, you can encounter him later in the game, living with his grandfather Froki in his small shack, located halfway up a mountain and miles from the nearest town. If that's not bad enough, there's also the matter of the nearby Dragon Lair further up the mountain. This poor kid simply can not catch a break!
Go back to Helgen after the opening, and what was once a thriving little town is now an eerie, smoldering wreck inhabited by bandits. If you look around a little, you'll discover that Vilod was still making the mead with juniper berries. It really drives home the point that Helgen was home to real people with real lives - all of which Alduin destroyed.
If you play on PC, however, you can get the "Helgen Reborn" mod, in which you can rebuild the place into a bustling, independent fort filled with unique and named characters (with varying levels of goofy voice-acting). Seeing the little settlement regain its former glory can be a crowning moment of a different kind.
If you kill Ulfric as part of the Imperial questline before completing the main quest, you find him in the Mist, too. Torygg's words are touching in their own way, but Ulfric's are just plain tragic. After watching Imperial and Stormcloak alike be lost and devoured in the mist for what must have felt like an eternity, he realizes to his dismay that his rebellion was actively making Alduin stronger by sending him so many souls. His stated reasons for fighting in the first place was what he saw in the Great War: thousands of pointless, tragic deaths, only for the White-Cold Concordat to dishonor the sacrifices of the dead. In his words, "I fight so that all the fighting I've done hasn't been for nothing." He sounds downright heartbroken at the realization that, no matter how bad the Great War was and no matter how unacceptable the consequences, his rebellion was feeding the immortal souls of countless Nords to Alduin.
The Dark Brotherhood may be remorseless assassins, and their "family" may simply be a method of conditioning for loyalty; but if you're a member of the group, it's hard not to feel crushed upon finding the Pine Forest Sanctuary being invaded and burned by Oculatus Agents. Sprinting through the inferno, viciously stabbing Agents, searching for survivors and finding none while your "home" collapses around you; discovering, one by one, the remains of your brothers and sisters... it's both awesomely dramatic and gut-wrenching. And afterwards, it's a gutted ruin and the corpses are so burnt, you can't tell which of them were enemies and which were your family.
For that matter, the state of the Brotherhood itself qualifies as this. In Oblivion you saw them at the peak of their power, feared and respected assassins with a clear code of conduct, who obeyed Sithis and honored the Tenets. But now they are little better than standard bandits, surviving off the ancient reputation that preceded them. They have abandoned the Tenets. They do not revere Sithis and look upon the Night Mother as a relic of days gone by. Even Lucien Lachance seems absolutely disgusted with the state of things.
It's even more gut-wrenching when you see that these people do act like a normal family, sharing stories, food and companionship (albeit with a morbid undertone).
And even if you hate her guts, finding Astrid, after performing the Black Sacrament on herself is pretty gutting.
Speaking of the Brotherhood, Cicero might be obnoxious and creep you out more than once, but if you take a good look at his character, he really is troubled and a tortured soul. Imagine yourself in his place: You're a hard-working, experienced assassin, and your skill and dedication earns you a very respected position in the Brotherhood. When the Brotherhood starts collapsing, you become the only one who can either restore the order by protecting the Night Mother for the future Listener, or doom the age-old traditions. You slowly lose all hope as your companions and friends die one by one, and you are too afraid to leave your hideout. You are alone, lost and scared, bearing a horrible burden on your shoulders and you only have the company of the Night Mother who would know what to do. You devote your whole life, your very being to this woman in the hope that you'll become worthy and learn what do to, but there's no answer. You try for days, months, years, and yet, there's only silence. You slowly become mad from all the pressure that gnaws at you. Finally, you travel to Skyrim, hoping that after all the hardships, there will be some sort of normalcy. But as soon as you arrive, your hopes are crushed: The brothers and sisters have abandoned the Old Ways to which you've dedicated your whole life. You try to turn their heads, seeing how your beloved Brotherhood has been lowered to common criminals scraping for coin, but they do not listen. Some go as far as to mock and belittle you. You know you're not welcome, but you stay and take all their bile because they are still your only family. However, one of them is different. S/he does not insult you, and might even become the only one who you can think as a friend. You're overjoyed when it turns out s/he's the Listener, but the woman in charge still refuses to step down despite the evidence. One day, she insults your whole life's work out of sheer spite, and you finally snap, attacking her. You get chased out of the Sanctuary, being brutally wounded by the same people you thought of as your family. You know the leader will send someone to finish you off, and it turns out to be your only friend. You're at the mercy of an assassin, and there's no telling what lies the leader has whispered to his/her ear. If s/he kills you, you die with the knowledge that you failed in your task, giving your life to the Night Mother for nothing. What makes it worse is that this is all told only in his journals - but some players overlook or don't bother reading through them and kill him anyway, never knowing that Astrid played them for a pawn because she loathed Cicero for being a threat to her power.
Cicero is quite tragic, but there's no need to look at Astrid so harshly. Yes, she may have sold you out to Maro and his men, but she did it because she wanted to protect her family. And during the Cicero incident, she was not just mad for being attacked by Cicero, but also because she was genuinely concerned for Veezara and Arnbjorn's welfare, too. And when you find her burnt to a crisp in the sanctuary's ruins, she knows that she made a horrible choice in telling Maro to kill you, and is willing to sacrifice herself to Sithis and the Night Mother to pay for her crimes. And she just sounds so depressed while telling you to do so, and her voice actress's performance is so powerful, that it's hard not to feel bad for her. Is she a control freak? She is indeed, but one that genuinely cares about her family.
After part of the quest where you're supposed to kill Commander Maro's son and put the blame on him for treason for a further contract, it's possible to read Maro's letter to him, in which he says that he's proud of his son and needs him to be his best, signing it "your commanding officer and loving father". Just reading that damn letter can make you feel like a complete asshole.
Even worse is the fact that every single person you murder on behalf of the Dark Brotherhood has a family like that. Every kill leaves a family like that. Every. Single. One. (Well, except maybe GrelodtheKind. And Narfi.)
It becomes much worse if you decided to kill Narfi with the Ebony Blade for the sake of power. Narfi has been awaiting for his sister, who's not gonna return. When you get to tell him his sister's death or lied to him, you are essentially his Only Friend. By the time when you are ordered to kill him, you threatened him, gutted him with your Ebony Blade, reanimated him with Dead Thrall for 19 times until you satisfied the blade. In the end, for you, he's just a disposable sandbag for the sake of your power? What the Hell, Hero?
Dragonborn: "Die, worm!"
In the book "Rising Threat, Vol. 1", a chronicle of an Altmeri refugee from the Thalmor purges of Summerset is recorded. It tells of his experience of the Oblivion Invasion, how Summerset's iconic and steadfast Crystal Tower (referred to as "Crystal-Like-Law" in the book) became a last bastion for those fleeing the daedra onslaught. Despite the valiant efforts of the elite mages and archers, Crystal-Like-Law fell... literally. Reading the book may bring back chilling flashbacks of the Twin Towers falling.
There's a part in the main quest line when, after you first meet Paarthurnax, you're supposed to ask either Esbern or Arngeir about the location of an Elder Scroll If you head back to Esbern, you'll notice that neither he nor Delphine are hanging out in the temple, but are instead found outside at the overlook. Esbern is talking to Delphine about a dream he had, standing atop a tower or mountain surrounded by an orange warm glow and hearing a sound like thunder. He then proceeds to clarify that the glow is a fire burning below him and the sound is the roaring of Alduin as he descends upon Esbern.
Along the eastern border with Cyrodiil, a structure known as Darklight Tower can be found. Within are hagravens and their ever-loyal group of servants, consisting of witches and hags. Ever-loyal, that is, except for one. This witch, Illia, has seen the error of her ways and wishes to stop her mother from becoming a hagraven during an upcoming ceremony. When you finally stop to intervene, Illia decides that her mother must die so that she may find the happiness in the afterlife that she lacked in the mortal realm. After helping Illia commit the deed, she just stands there, grieving at what had to be done and confused as to what she should now do with her life. (This can become a Crowning Moment of Heartwarming, though, if you accept her as a traveling companion or - with Hearthfire - even a steward for one of your houses. She's actually quite skillful with frost spells.)
Tullius' death at the end of the Stormcloak questline. After seeing his beloved Empire, Tamriel's last bastion of hope against the Thalmor Dominion, crumble around him, utterly powerless to stop it, he can only watch as you and Ulfric butcher his Lancer and men like animals before being captured and set to be executed himself. His final words, in a voice full of sorrow and pain, are to lay into Ulfric for essentially handing the Dominion their victory. Ulfric's response? Ignore him and casually order the executioner to get on with it. Way to go, Dragonborn.
But wait, it gets worse. Unlike Rikke, Ulfric or Galmar, he's not immune to Soul Trap. Which means you can condemn him to an eternity of And I Must Scream and/or to serve as the battery for one of the (numerous) objects you're using.
Ulfric's death. He gets to watch as the rebellion he has devoted years to crumble all due to the actions of one person, who also happens to be a hero to all Nords, the same Nords he's been fighting for. Imperial forces close in on his lifelong home of Windhelm, and then, none other than the Dragonborn enters, flanked by Tullius and Ulfric's former friend Legate Rikke. He's already lost the war, but damnif he isn't going to make you fight for it. And then, after watching his friend and companion Galmar Stone-Fist butchered before his eyes, he is defeated and about to be executed. In a voice describable only as that of a broken man, his last request is, "Let the Dragonborn do it. It'll make for a better song."You can deny his request.
The interaction between Ulfric, Galmar, and Rikke - on both sides of the Civil War questline - is utterly heartbreaking. All three fought together during the Great War, and if you take Windhelm for the Imperials, Rikke whispers "Talos be with you" after Ulfric is dead, with Tullius politely pretending not to hear. If you take Solitude for the Stormcloaks, Ulfric and Galmar come just short of begging Rikke to stand down and leave rather than stay and fight. Either way, one half of the group of old friends will end up helping to kill the other.
One of Rikke's random lines of dialogue is "Ulfric...what have you done, my old friend?"
A note found on a bandit's corpse east of Whiterun can leave you feeling horribly guilty. The note is from the bandit's father, begging him to stop running with the wrong crowd and that he'll get in serious trouble one day if he keeps being a criminal. He had no idea how right he was....
The death of Kodlak Whitemane in the Companions storyline hits especially hard if you choose to read his journal, which really drums it in that his soul, despite his very best efforts and intentions, will now be in the hands of Hircine and not in Sovngarde like he wished. This makes the next quest even sweeter as you journey into the barrows of his forefathers to kill the wolf spirit tethering him to Hircine and allow him (and yourself if you so choose) a chance at Sovngarde.
And if you complete said quest before finishing the main one? You'll meet him in Sovngarde. Manly tears indeed.
Crosses into Fridge Horror if you complete the Companions questline before you finish the main Dragon quest, as Alduin is hunting down souls to devour, and Kodlak hasn't even reached Shor's Hall... hope you're fast enough to kill the bastard so Kodlak can get his Happily Ever After.
To add to the impact of reading Kodlak's journal, he also wrote down how much he admired the Dragonborn and that he was looking forward to spending many more years mentoring him/her.
Braig's story of why he thrown into Cidhna Mine. He only spoke to Madanach, king of the Forsworn, once. As a result, his daughter was beheaded in front of him and then he was imprisoned anyway to mine silver for the people who killed his daughter, the Silver-Bloods. The fact that he actually breaks down sobbing while he tells you is just...
It gets worse. Braig says if his daughter had lived, she'd be twenty-three. He's also been in the mine the longest, aside from Madanach. Borkul the Beast has been imprisoned for twelve years. That means Braig's daughter couldn't have been more than eleven years old when the Silver-Bloods and the Jarl had her executed.
Furthermore, Uraccen in the same mine who mentions wishing he knew what became of his daughter Ualie. You'd previously met her while investigating Nepos the Nose earlier in the questline and more than likely, were forced to kill her when she attacked you. You can practically hear the Dragonborn's relief that the development team didn't include a dialogue option to reveal this to him, whilst surrounded by a bunch of prisoners with no weapons or armour to speak of.
In the "Mind of Madness" quest, you'll meet Sheogorath who is filled with as much mirth and hammyness as you can imagine, asking you to clear out the mind of Pelagius. It's a fun and clever quest. But when you stop and see just how fucked up Pelagius' mind was, it can be quite harsh, especially when watching the manifestation of his self-esteem get beaten down.
Doubles as a weird sort of Moment of Heartwarming for Sheogorath. He's the Prince of Madness, but enlists your help in making Pelagius (comparatively) sane - especially considering the implication that Pelagius finding the Wabbajack might well have been a factor in him going mad.
It's even sadder, and also more horrifying, if you read the series of in-game books called The Wolf Queen, which is a biographical novel of the life of Pelagius's aunt Potema. The final volume of the book suggests that Potema, who was definitely known to be a powerful mage and necromancer, may have started Pelagius on the road to his insanity by presenting him with a cursed amulet when he was a child.
YMMV on whether it's actually a tearjerker, but the fact that the Sheogorath you meet in Skyrim is your character from Oblivion, having transformed into the familiar old man with a cane (and possibly lost his mind, personality, and appearance) due to the events of the Shivering Isles expansion. Of course, there are several hints that the Hero is more in control of his mantle than you might think; firstly, he jokes that you remind him of himself at a young age, and secondly, his reasons for being in Pelagius's mind are actually far more benevolent than you would have ever expected from Sheogorath's behavior in the previous game - he's there to fix it, and given how absolutely batshit insane Pelagius was, he may have been trying for a very long time. In addition, Sheogorath was and remains one of the most popular characters in the series, so the fact that your old character has become an extremely powerful insane Daedric prince with impeccable fashion sense may be more of a CMoA for some fans.
A Fridge Tear Jerker for Sheogorath: If he is the Hero of Kvatch, then one can only imagine how he must have felt watching the Empire fall - that same Empire Martin gave his life for and what he spent so long defending and helping, and unable to interfere or do anything to change it.
One of the books in the game, A Dream of Sovngarde, is written by an Imperial the night before the siege on the Imperial City to take it back from the Dominion. That night he dreamed that he was in Sovngarde and granted visitor's permission to enter the Hall of Valor, where he confessed to Ysgramor that he was afraid of tomorrow's battle. Ysgramor told him that Nords must remember, it is not how they live, but how they die, that is how they will be judged in death. Ysgramor then leads the Hall of Valor in a cheer that the soldier still hears as he awakens, and he tells his men this tale to lift their spirits before the battle in the morning. The last passage says that the soldier hopes he proves worthy to see the Hall of Valor again if he dies that day. What passes this from Heartwarming alone into Tear Jerker is the name of the author... Skardan Free-Winter. Yes, as in Brunwulf Free-Winter. And the author does not appear in person in the game. Perhaps there's a very good reason Brunwulf is a Shell-Shocked Veteran.
Narfi and the quest related to him. The fact that he reverts to a generic beggar character after the quest makes it feel worse somehow...
Twisting the knife even further, the poor guy is also being targeted by the Dark Brotherhood. And guess who has to kill him? Then again, since everyone he ever loved is dead and he's a pitiful crazy beggar, it's arguably a Mercy Kill.
It's never explicitly said if he ever wronged anyone, so the contract certainly could have been a mercy kill in disguise. However, the dialogue options for the Dragonborn seems to really kick the dog if this is the case.
This is all very, very debatable though, because - as mentioned elsewhere on this wiki - upon completing an unrelated quest for him you are rewarded with assorted alchemy ingredients, which may include daedra and human hearts. Daedra hearts are only gotten off, well, daedra, incredibly powerful summoned creatures, and the human heart, well... lets just say his madness and situation could be self-inflected.
There's a guy named Ramnir in Winterhold who spends his days drowning his sorrows and wallowing in self-pity because his lover Isabelle left him. By following a few clues and asking the right people, you will eventually find Isabelle dead in a cave full of necromancers. A letter on her body reveals that she only left because she wanted to find treasure to help support Ramnir after seeing how frustrated he was over being unable to make ends meet. Giving Isabelle's letter to Ranmir doesn't bring him any joy since the love of his life is dead, but it does give him closure.
Near the Guardian Stones is a (barely) hidden shrine to Talos, where people were continuing to worship him in violation of the law. Sadly, someone ratted them out to the Thalmor, but the agent who knew couldn't find the place with a squad seven times. Finally, Elenwen told him to go find it himself and stop wasting their resources. This time he found it. And he killed 4 people, a couple who were worshiping and priests, but they didn't go down easy. They took the Thalmor agent with them. Since Elenwen didn't care what happened to the agent, the Thalmor don't believe that there is a shrine here at all and with his death, they will never know. So anyone can worship there, saving potentially hundreds of people from being killed by the Thalmor. Still, there is that spy. So who knows...
The plight of Azura's last loyal follower. After completing Azura's quest, she tells you that Azura will no longer give her any visions. She confesses that she has no idea what to do without Azura's guidance after spending most of her life worshiping her. She becomes one of your followers mostly because she can't think of anything better to do with her life. Sadly, unlike the witch Illia mentioned above, she's not a candidate to become a steward with Hearthfire.You can, however, have her inducted into the Blades to give her a new purpose.
In one particular part of Eastmarch (the area south of Windhelm with all the geysers and hot springs), one can find a single giant gazing forlornly at the corpse of a mammoth, which apparently became mired in the springs and died. The giant is completely non-hostile, and will not react even if the player goes up and touches him. He'll turn to regard the player sadly, but as soon as you leave, he'll just go back to looking straight at his big furry pet, never abandoning his silent vigil.
Even worse, this mammoth corpse is one of a handful of corpses that are transparent to the mouse cursor, meaning you can't even force the game to revive it using the command console.
If any enemies attack him, he'll fight them off, and then return to his mammoth and continue his grieving. Crowning moments of awesome, heartwarming, and tear jerker all in one.
Perhaps a bit of a Genius Bonus: This is exactly how elephants behave near recently deceased members of their herd.
The Old Orc. For a bit of elaboration, you may come across an orc in the wilderness while traveling, standing over the corpses of two sabre cats. If you talk to him, the very first thing he tells you is "I am waiting for a good death." If you ask him to explain, he will tell you that he is too old to become a chieftain or take a wife, and that to simply lay down and die would not please his god, Malacath. You then have the option of telling him that perhaps you could provide the death he seeks...
Of course, knowing about Orc culture beforehand makes this a sort of weird Crowning Moment of Heartwarming. Not only do you get to satisfy an old man's dying wish, but by killing him in a fight, you make sure he had a battle to the death with a legendary warrior and not just some random wild animal or pack of bandits. Plus if you've already completed Malacath's Daedric quest by the time you encounter him, the Old Orc gets to take his death at the hands of his god's chosen champion.
During the "Blood on the Ice" quest, if you did not correctly deduce who the killer was or if you were not quick enough to catch him before he killed again, another young girl dies. This time, however, she was an elf, not a Nord. Given the racist mindset of a lot of the townsfolk of Windhelm, the guards and people are more concerned with the killer still on the loose (if you accused the wizard) or just plain don't care about her at all (her corpse will not despawn, but no one will pay mind to it after the completion of the quest).
Remember Sinderion, a High Elf from Skingrad in Oblivion? The one who gave you the quest concerning nirnroots? He's in Skyrim... dead.
His death is actually justified; Skyrim does take place a few centuries after the rest of the series. However, Sinderion was apparently killed by Dwemer arrows, and he has a living apprentice.
Also, in one of the books, it says elves live a thousand years or more. He probably would have survived had he not gone on a nirnroot search.
Having to kill Beem-Ja. He is a big help in the dungeon where you meet him, but in the end, you're forced to kill him. The fact that Salma seems so lost without him doesn't help, either.
It gets worse, because Beem-Ja's death was fully deserved - he betrays you the minute you take down Warlord Gathrik, because "in order to fully absorb Gathrik's power, a blood sacrifice is needed." If you hadn't been there to back them up, he would have done the exact same thing to Salma, who could certainly not have defended herself. A note on his body reveals that Salma's father did not trust the guy at all.
There is a depressing bug where Belethor can suddenly disappear, dead, for no apparent reason. His coffin can appear in the catacombs as if he was really killed. If his corpse was in the streets, no one will bat an eye. His apprentice Sigrid will also still act as if nothing has happened. While it is a bug, it appears as though Sigrid could not handle the death of his mentor and instead still thinks Belethor's alive, urging you to come to the store if you have time and shooing trespassers off of Belethor's property.
A very poignant moment, for someone playing a Nord who is always a little doubtful about the Stormcloaks but still supporting them because they fight for the right to worship Talos, is speaking with Solitude's court wizard, Sybille Stentor. Her words can cause a rare sense of guilt and shame. "Because the Dominion is a sleeping beast that Skyrim cannot slay alone. Because many Nords are part of the Imperial army even now. Because the food and resources we get from the Empire are important to our people. Because even if we can't openly worship him, Talos the god was once Tiber Septim the man, and this is his Empire."
Reading the books to catch up on what has happened since Oblivion. You learn about everything from the destruction of Cloud Ruler Temple to the burning of the Cheydinhal Sanctuary; worst of all, you find out that Ocato made a fantastic regent, and rebuilt Tamriel. And after bringing the Empire to an age of prosperity it hadn't seen in years... the Thalmor had him killed.
The 30th of Frostfall. That day, the Emperor's birthday according to lore, the Thalmor entered the Imperial palace and delivered the heads of every Blade in Thalmor territory. Delphine and Esbern are among the only survivors of that purge, possibly the only survivors.
Going through the Labyrinthian. At the entrance, you see Savos Aren's ghost, and he's joined by several others. They're eager to find the Staff of Magnus. As you go through, there's fewer and fewer of them, as one by one they die trying to get through it, and the survivors are too afraid to turn back. In the end, Aren's the only one left, having killed and then enthralled the last two of his companions in order to try and seal Morokei in there. And this is after they've promised to stay together, no matter what...
Try to imagine what it must have been like for Aren after that. He had to return to the College and not tell anyone what became of his friends, eventually rising to the rank of Archmage. All the while he carries this memory with him, probably having it haunt his sleep at night. And then one day, along comes the Dragonborn, who's asking questions about the Augur of Dunlain and other things Aren would just as soon put out of his mind. To the Archmage, it must have been a terrifying prospect - but perhaps also a relief, to think that just maybe the Dragonborn would be strong enough to do what he himself could not.
The quest "Siege on the Dragon Cult" has a lot more story associated with it than most of the other similar "clear-the-ruin-kill-the-boss-grab-the-artifact" quests in the game. Completing the miscellaneous objective "Find Skorm Snow-Strider's Journal" will give you a rough idea of what happened: A few centuries ago, a Nord army attacked the Dragon Cult monastery of Forelhost. After a protracted battle, they penetrated inside to find that every single cultist had committed suicide. They tried to reach the upper levels where some cultists still survived, but a magical barrier (powered by the "sacrifice" of the dead cultists) repulsed them. Eventually, they left after discovering that the water supply had been poisoned. Seems like a fairly standard backstory, until you go further into the ruin, and start to find... evidence. Like the ghosts of the dead cultists, still hungry for revenge. Or skeletons lying on beds with poison or daggers beside them. Or a mass grave filled with small mummified bodies. Eventually, you reach a room with a bunch of poisons and poisonous alchemy ingredients, where there's a preserved female corpse that appears to have been pierced by several arrows. Beside the corpse, you can find a note where the dead woman, apparently an alchemist, basically says "Ritual mass suicide isn't really my cup of tea, thanks. Couldn't we go and fight the invaders instead?" The local Dragon Priest leader's reply can be found nearby, in which he suggests that they meet and "have words". Add to this the fact that you can find multiple carvings of a man (who's heavily implied to be the Dragon Priest before he became undead) in which he stands, radiating power, as devoted cultists bear corpses towards him... you quickly realize what a monster the Priest was and the equally frightening and sad story behind this otherwise unremarkable quest.
You're in the White Phial, and as you go upstairs, you hear Nurelion bugging you about how he doesn't like loiterers, or how you'd better be there to buy and not just browse. You see him in bed and decide to wake him up. But then it gives you the message "Nurelion is asleep and dying."
And then you have the ending of the quest that follows, "Repairing the Phial." Nurelion's apprentice, Quintus, sends you to get three elements that he thinks will repair the phial as a last-ditch attempt to save his master. Once you come back with them, he quickly repairs the phial and sprints upstairs to show Nurelion. Nurelion takes one look at the phial, mutters one last word, and dies. If that wasn't enough, Quintus' lost and hollow "He is gone..." when you talk to him right after will send you over the edge. He goes on to say that his master died happy, so it can technically double as a Crowning Moment of Heartwarming but it still can put you in tears. Grumpy as Nurelion was, Quintus genuinely loved him.
Seeing how the Argonians are treated in Windhelm. Especially seeing that they keep a positive outlook. They're hated and made to live outside the city, but they still feel like everything will turn out okay.
The entire backstory of Ulfric Stormcloak. He watched too many friends die at the hands of the Aldmeri Dominion in the Great War. He was tortured by the Dominion and made to think he provided information that caused the fall of the Imperial City (it didn't, actually). He then struck a deal with the Empire and the Jarl of Markarth to bring his militia in to throw out the Forsworn who had taken the city in return for restoration of Talos worship. Instead, the Empire and the Jarl went back on their deal. Ulfric gave his service to an Empire that did nothing but stomp on him. After emotional scars from the war, religious persecution, and the way the Empire had cynically used him and his men as a convenient bludgeon against the Forsworn, this Dovahkiin really started to feel the man's pain.
At Mistwatch Tower, you find a man who thinks his wife was kidnapped by bandits and is implied to have pursued her from a country other than Skyrim to the tower, and asks you to rescue her. After running through the tower on an expected rescue mission, you find out his wife wasn't kidnapped, she left him to start the bandit group, and is their leader. She's surprised her husband followed her and doesn't hate him, but she's happy with her new life and wants him to forget about her and go home, so she gives the player her ring as proof to get him to go. The player has the option to kill her, which drives her husband into a rage, present the ring to him and tell him she's dead, which causes him to despair, or tell him she wasn't there, in which case he moves on to keep searching for her. There is no good end to the quest for him - it's death, despair or false hope. And he never did anything wrong; quite the contrary, the fact that he pursued his wife and the bandits that took her so far would imply he loved her dearly.
On the other hand, if you rushed to the bandit leader without killing any of her subordinate and did her requests, it becomes a Crowning Moment of Heartwarming that you can entirely avoid all the unnecessary kills, and the bandits in the tower will be friendly to you.
The Markarth Incident. Hundreds of innocent men, women and children rounded up like cattle and mass executed, all because they didn't take up arms against the Forsworn. As if Ulfric didn't already have enough tarnishing his cause.
If you believe it, that is. The only source we have making that claim, The Bear of Markarth: The Crimes of Ulfric Stormcloak, is hardly unbiased, seeing as the author is an Imperial scholar and a Forsworn supporter, who thinks Ulfric is an idiot for worshiping Talos.
See the note about Braig, above. The author of that book may have been exaggerating, but it's pretty clear that the natives of the Reach paid for Madanach's coup many times over.
Even the staunchest of Empire supporters are known to feel sorry for Herdir Strong-Heart, the young apprentice of Windhelm's blacksmith at the end of the Imperial campaign. The poor girl just sounds so crushed, bitter and lost now that her lifelong idol is dead. Whether you feel Ulfric's cause was just or misguided, he had people who genuinely believed in him, just as there are people who genuinely believe in the Empire. It's details like this that drive home the Gray and Grey Morality of the civil war.
The female blacksmith of Whiterun fares no better if the Stormcloaks win. After the Civil War, she tells you that she is treated poorly by the Stormcloaks just because she supported the Empire, not Ulfric; the fact that she's married to a Nord is, she says, probably the only reason her shop is still open at all. Her tone clearly shows disdain for what happened.
The quest "Paarthurnax." Delphine comes up to you and tells you that you are kicked out the Blades until you kill Paarthurnax. You know, Paarthurnax, the leader of the Greybeards and your personal mentor to an extent. What's even sadder is what happens if you attack him to kill him. He doesn't do much but just fly around, he is easy to kill, and he knows that he can't be trusted by the Blades. Good news is, you aren't forced to finish the quest, yet still can finish the Main Quest. You can even enter Sky Haven Temple afterward to give the Blades the news of your victory. They will congratulate you, but if Paarthurnax isn't dead, it's the last time you'll be welcome there until he is.
It's something of a cheat, but PC players can either use the command console to "lie" about killing Paarthurnax by modifying the quest stage, or download a mod that allows you to sit Delphine down and shut her up. Why Bethesda doesn't allow you to do either of these things as part of the unaltered game is a legitimate mystery.
If you return there after a while, you'll find that the camp (including the bodies) is gone and a shrine of Mara, the goddess of love, is placed there in their memory.
As of Hearthfire, there are four lonely orphans wandering different parts of Skyrim, and several more growing up in the orphanage of Riften. You can only adopt two of them.
Imagine wandering around one of the holds at night and happening upon one of these kids curled up on the ground behind a building, with nothing to shelter them from the cold Skyrim winds but the clothes on their backs. Cue tears...
And if you already have two kids there is nothing you can do for this one. You are literally forced to do nothing but watch the child freeze in the cold night without a home. The most you can do for any of them is to buy flowers from Sofie in Windhelm.
Repeat playthroughs can give tears too, especially if on your first playthrough you didn't encounter any of the adoptable children till after you were married with a house. To hear a child you adopted in a previous game plead "Can you be my father/mother?" at an early stage of the game where you can barely afford to feed yourself just shows how much farther you have to go before you can grant the child's wish. I'm trying, little one... as fast as I can.
During Peryite's quest, there's a somewhat easily-overlooked side room. Inside, a woman speaks to her sleeping brother, telling him that she regrets bringing him into this and that she wishes they could leave, but she knows that he wouldn't because he believes in Orchendor, and she has accepted that this place will kill them some day.
The Abandoned Prison, near Fort Amol. Inside, you find a note that describes a storm flooding the river; it orders the guards to either kill the prisoners or leave them to drown, but either way, the guards have to get out. Meanwhile, there's another note where a prisoner plans an escape. Evidently it didn't work out, as there are skeletons in nearly every cell and two more at the secret exit.
If Dawnguard is installed, Serana will randomly interact with environment objects like normal NPCs, but there are no restrictions on which ones she will interact with, so she'll interact with any of them. This means that if you take her into the Abandoned House in Markarth, she'll cower before the altar of Molag Bal, covering her head and kneeling in fear. Given the heavy implications of how she became a vampire lord...
Take a closer look at the lives of your housecarls. Sure, their Undying Loyalty towards you is genuine, but think of where they sleep! In every house, there's a room for your housecarls to sleep in. You can buy all the upgrades to your house, but in the end, their room is still a piece of crap you can barely call "livable". The worst one is, quite ironically, Jordis the Sword-Maiden. Proudspire Manor? The most expensive house in the entire game? Surely Jordis' room is nicer than the other housecarls', right? Nope! All she gets is a bedroll in the basement, with no windows or light. At least all the other housecarls get a decent bed to sleep in. It really shows how loyal they are, in that they're willing to live in a crappy room and still serve you with total enthusiasm.
It's worth noting in that Jordis' case, a bug is responsible for preventing her room from changing to more appropriate quarters, rather than remaining as a storeroom. Even so, if one uses an unofficial patch to fix the bug or the console commands, the proper room is still very plain.
For the Hearthfire housecarls, if you don't build the bedroom wing, your children will commandeer the beds the housecarls normally use when they move in, leaving them with no place to sleep at all.
The unscripted deaths of many random NPC characters can be a blow, particularly if they're cool guys who are just trying to live a peaceful life. The death of Alvor was bad enough after a random Blood Dragon swooped down and killed him, but the reaction of his child was heartbreaking as she was choking back tears and saying "I don't want to talk about it." It got worse when his wife commented that he was a good dad and that she and her daughter will both miss him.
The death of a beggar can especially be a blow when you found that they left you an inheritance of 100 gold just for sparing a septim or two for them. And these are the kind of people that barely have anything except for the clothes on their backs, so 100 gold must have been their entire savings and to give them to you upon their deaths for a simple act of kindness can really make you wish they hadn't been caught in that crossfire.
Just entering a town for the first time can cause a dragon attack to spawn randomly, bringing about the potential deaths of characters you never even got to know, possibly preventing side quests from ever beginning and, worse, orphaning children.
The Soul Cairn. When someone gets soul-trapped, and then killed, the remnants of their soul that doesn't get put into a soul gem goes to the Soul Cairn. When you go into the Cairn during Dawnguard, you can talk to these souls. Some of them are hiding in buildings, curled up, shivering. Pretty much everything they say is sad: they'll wearily say "leave me alone", comment on how the sky and everything seems so wrong, express surprise that you're alive, or try to warn you away so you don't suffer the same fate. Particularly heartbreaking is: "I miss the green grass... blue sky... I miss being alive."
Indeed, the Soul Cairn is so horrific that for players who wish to be completely heroic, the only way you won't feel like a complete bastard for using black soul gems is to restrict using them only on those who really deserve such a horrific fate!
In Dragonborn, there's an old Imperial fort called Fort Frostmoth, and you'll find the skeleton of a soldier inside. In his knapsack next to him, there are a series of letters he wrote to his wife that he hoped he could send one day. The fourth is in his hands, and it reads:
My dearest Selina, This is my last letter. I don't know if you'll ever get any of them, but I'll keep them on me in case I'm ever found. Something happened here, Selina. It was horrible. Something's happened at the Red Mountain but I can't describe it. It's as if hundreds of Oblivion gates opened at once at its summit and it's spitting fire and death in all directions. Fort Frostmoth has been completely destroyed. The walls crumbled like loose dirt and the land is on fire. Everything around me smells of ash and of death. I don't know where anyone is. I've been trapped in one of these lower sections of the fort and I don't expect to be rescued anytime soon. I miss you, Selina. I want to hold you and the children in my arms and tell you that everything is going to be fine, but I don't think that will ever happen. Give my love to Siricus and Atia for me. Tell them their father died bravely defending the Empire, so they can hold their heads high when they speak of me one day. And you my love, when you close your eyes at night, think of me so my spirit can finally come home. Yours always and forever, Maximian Axius
Not only does his anguish come through very clearly in his letter, but remember that it was written nearly two hundred years earlier and never sent. His family never heard from him again or got to read his words of love. And you have no way to deliver them.
Reading the two Red Year books about the eruption of Red Mountain is a surprisingly mundane form of depressing horror. In a world where dragons swoop to burn cities and Daedric Princes enslave populations, one of the most sad and destructive events was one that can happen in the real world.
In the Riften Ratway there's a Great War veteran with a brutal case of PTSD. He's implied to be a hero (he says he was given a medal, but threw it away), but now he is reduced to squatting in a sewer and mumbling to himself about the memories that haunt him. As if that's not enough, when you come looking for Esbern, so do the Thalmor, and the poor guy freaks out big time.
No! You can't be here! You're all dead! I already killed you over and over!
Dragonborn has a depressing example of Bury Your Gays. A man went to Solstheim to find his lover and try to persuade him to come back to the mainland, only to be murdered by a pair of reavers who were hiding out in his lover's abandoned home. When the player enters the house, the reavers are found making fun of one of the letters the man sent to his lover while the man's corpse lies near them. Reading a journal in the home reveals why the lover is gone. He had built his hut over some Dwemer machinery that was still operational and he was eventually driven insane by the noises. His corpse can be found outside near a canoe.
It gets worse: inside the canoe, on top of the seat, there is an Amulet of Mara and a diamond ring, implying the two were going to marry before everything went wrong.
In the Thieves' Guild questline, Karliah sounding like she's seconds from bursting into tears whilst she says her final goodbye to Gallus' spirit.
In Dragonborn, players of Bloodmoon re-encounter Isobel, Etienne and Fallaise, the three helpful Glenmoril Witches from that game who helped the Nerevarine cure their lycanthropy. Unfortunately, it seems that the centuries haven't been kind to them. When the Dragonborn encounters them, they've been twisted into a group of hostile Hagravens.
The whole state of the Elder Scrolls world in the Fourth Era can be this for any long-time fans of the series. The Empire is in tatters and great stretches of Cyrodiil sacked; the Altmer lost the Crystal Tower (the equivalent of the Library of Alexandria) in the Oblivion Crisis; the Thalmor were then able to rise to power, and those Altmer not aligned with the Thalmor are brutally slaughtered; the Bosmer are living under an oppressive regime; the Khajiit of Elswyr are Thalmor Quislings; Morrowind blew up (with Vvardenfell, the setting of Morrowind, completely destroyed) and the Dunmer made refugees; the Argonians have broken off from the Empire and are invading what's left of Morrowind; and of course, Skyrim is in the throes of civil war. Hammerfell has been effectively disowned by the Empire, but managed to fight off the Aldemeri Dominion. The only provinces doing well at all are Hammerfell, which is more unified than ever, and Black Marsh, which seems to be the best off they've ever been. Black Marsh may in fact be the only province completely uninvolved with the Thalmor vs. Empire conflict; Morrowind may also not be involved, but has its own previously mentioned problems.
Wyndelius Gatharian in Shroudhearth Barrow is a sad case. He went in to find a treasure, pulling a Scooby-Doo villain caper by using a potion to give him the appearance of and make people think he was a ghost. But he slowly lost his mind, either from a negative side effect of the potion or from searching without success for over a year (or both). According to his journal, his memories deteriorated until he was certain he was a real ghost guarding the barrow, forgetting why he was even there in the first place. What's more, after you defeat him you can learn that the key to the lock he had been guarding so jealously was right there in the hands of an innkeeper just down the road from the barrow, who probably would have gladly given it to him if he had just asked. Grave robber or not, you can't help but feel sorry for him.
In Morthal, there is a little ghost girl, Helgi, who died in a fire. The fire was set by a vampire, Laelette, who was acting under the orders of the vampire who turned her, Alva. Alva ordered Laelette to set the fire to kill Helgi and her mother, so that Alva could make Helgi's father her thrall and protector. Laelette tried to save Helgi by turning her into a vampire, but wasn't fast enough. She mourns at the child's grave every night. Meanwhile, Laelette's poor husband thinks she ran off to join the Stormcloaks.
It gets worse. During the course of your investigation of the fire, you break into Alva's home. In life, she was a sweet, romantic young woman. You can find her journal, in which she talks about wanting to fall in love with a handsome Nord and live happily ever after. Instead, she became enchanted with a master vampire, Movarth.
And if that's not bad enough for you, read the in-game book Immortal Blood. You'll learn that Movarth was a noble, kind-hearted vampire HUNTER who took vampire-hunting tips from a learned individual. This individual, the author of the book, turned out to be a very powerful vampire who eventually turned Movarth into the very thing he wanted to destroy.
Tel Mithryn's mycologist, Elynea Mothren, is old enough that she was a little girl during the Red Year. The last memory she has of her mother is her putting little Elynea on a crowded boat away from burning Vvardenfell.
A bit southeast of Winterhold there are two skeletons, one of which looks like it got a leg caught in a bear trap and died. The other? Sitting down with its arms over its legs, watching over the other one.
Choosing the Stormcloak side of the war and having to oust Jarl Balgruuf. It's even worse if you've spent more time with him than just what the game makes you. He has three kids, only one of whom seems like a decent human in the making (his daughter is a spoiled, snobby brat and his other son hates his guts) and only has a few hours to pack them up and get them out of their home. On top of that, Balgruuf is a Talos worshiper himself. He really doesn't have an ideological difference with the Stormcloaks; all he wants is for his people to continue living in safety... and for that, he's rewarded with being ejected from his house while a false friend is slouching in his throne. The worst part is that if you follow him, he accuses you of trespassing; before that point, you can literally sleep in his bed with him and he won't mind.
Katria, the ghost of a young woman you meet in the Arkngthamz ruins, initially tries to scare you away, but reveals herself to you when you persist. It turns out, she died exploring those ruins and has been trying to prevent the same fate from befalling other would-be adventurers ever since. The Tear Jerker moments happen whenever she is confronted with the fact that she is dead. Upon discovering her corpse, she will mutter "This is where I fell..." in a very soft voice, as if trying to make peace with that fact. Later on, when you get a chance to recover her bow from a dangerous ledge, she will be overjoyed to see it again but then, remembering that she will never be able to wield it again, ask you to take good care of it in that same soft voice.
Heck, Katria is a walking Tear Jerker, since the entire "Lost to the Ages" questline is driven by her desire to complete her ill-fated journey - and both of know that once it's done, she (or what little is left of her) will have to move on. Try not to tear up when, at the end of the questline, she thanks you as a dear friend and wishes you luck on your own journeys... before disappearing forever.
The "Lost Prospect Mine" lies east of Riften, and a journal in the main chamber details how it had been tapped out before falling into the hands of a pair of desperate miners. After they try for a while, one is on the edge of giving up, so his partner sends him to town for more supplies. When the frustrated man returns, there's no sight of his partner. He ends his journal saying that he's off to Riften, and that he thought his friend was "better than that." With the proper application of Whirlwind Sprint, however, the Dragonborn can enter an otherwise unreachable portion of the cavern, finding three gold ore veins... and the skeletal corpse of the missing partner, buried to the hips in a rockslide. So not only was he thought to be a deserter by his friend, he was also given one of the more extended deaths seen in the game.
Many players felt that Miraak's death was surprisingly sad, mainly because of the fact that you end up absorbing his soul after Hermaeus Mora kills him. Miraak's not just dead, he's completely erased.
The horrible way he dies doesn't help. Neither does Hermaeus Mora's casual commentary after impaling his former champion.
Miraak's destiny is also rather tearjerking. As the first Dragonborn, this means he was chosen by the gods to become mankind's savior against the dragons. Not only did that not happen, but he seeks to enslave both his former masters (at which he succeeded) and the humans as well, all because he was tempted by Mora. And in the end, all he accomplished was to give Mora an even stronger Dragonborn...
During "Diplomatic Immunity", it's very likely that Malborn, the agent who got you in, will be slain by the Thalmor, after giving years of life he might have lived free just to bring them down. And then when you report to Delphine, she shows no interest in anything you learned that doesn't pertain to the dragons. Despite keeping a eulogy to her order, likely written by Malborn himself, on a table in her safehouse.
An early quest for the Dark Brotherhood gives you an optional mission in Windhelm to kill Nilsine Shatter-Shield, an otherwise innocent girl, whose twin sister was murdered by the Windhelm Butcher. Kill Nilsine, and return to Windhelm later in the game, and you can enter the Clan Shatter-Shield home; upstairs, by the bed, lies Tova Shatter-Shield, Nilsine's mother, dead and with a note lying nearby. The note explains how, with the death of Nilsine, Tova has now lost both her children, and can see no reason to go on living, so she took her own life. Having lost his wife and daughters, Torbjorn Shatter-Shield becomes a buffoonish alcoholic vagrant.
In the Dawnguard DLC, depending on your choices, Serana can end up asking the Dragonborn about their parents and if he/she has any close friends or someone special in their life. Sure, some of the options are heartwarming, but other options stray into Abusive Parents, Parental Abandonment, and Friendless Background territory.
Throughout your travels in the wilds, you will often come across scenes of carnage which took place before you arrived. Wagons ransacked by bandits, houses burning from dragon fire, innocent people mauled by hostile wildlife... and there's nothing you can do about any of it. It really drives home the idea that this is a country filled with individuals whose lives are in massive upheaval due to the war, the Thalmor, the dragons, and everyday calamity.
In the southern mountains of Falkreath, you can find a cave filled with magic users the game identifies as Spellswords. Trapped in the web of a giant spider is a Dunmer necromancer, who begs you to free her. She explains that she was a member of this coven, but that when she was accused of her magic, her young daughter was sent to the orphanage in Riften. She left the coven for a few days to try to get her child back, but the girl was no longer at Honorhall and she doesn't know what's become of her. When she returned, the head of the coven accused her of selling him out to the Thalmor, cursed her to prevent her from using magic, and left her for spider food. You can help her by cutting her loose, then wiping out the rest of the coven and the spiders so she can leave the cave safely. But you can't help her find out what happened to her daughter, and since she takes off once the quest is completed, you'll probably never know.
Surprisingly, Mods can also be sad.
Inigo, a mod that adds an Indigo Khajjit companion, can be very sad. In some journals you find, it has illustrations of events, with detailed descriptions. Like Inigo's parents dead, bloody, arrow-streaked, and holding hands or Fergus, Inigo's brother, bloodied and gored by racist locals.
Many Priests of Arkay don't have it easy. They spend most of their time tending the dead with very few(if any) to interact with the living. Dovahkiin and relatives of the recently deceased are most possible interactions they had. Andurs in Whiterun says it best, "I spend so much time among the dead, I sometimes forget how much I miss the company of the living." Here are some specifics:
Alessandra in Riften and Styrr in Solitude are both children of Arkay Priests, spend most of their life in respective Hall of Dead and taken in their respective parents' job. While Styrr is fine with his condition, Alessandra reasonably bitter about hers.
Priestess of Arkay in Helgen in prologue is highly possibly dead when dragon attacked and become one of many first victim in new Dragon Crisis.
Doubles as Nightmare Fuel but also heavy tearjerker for anyone that has ever had or knows someone who has had post traumatic stress: In the ratway Warrens is a man who talks about seeing many fantastic green lights falling across a lake as if he was watching the best fireworks show in the world and how beautiful it was, then you speak to Legate Fassendil and the tells you about the night of green fire (a similar incident in another location) where the thalmor and Altmeri dissidents fought using magic and that the explosions and lights were like nothing one could imagine and that when they moved in after there was nothing but destrction blood and bodies. You then realise just why the poor guy is insane and just how horrific the war really was from the point of view of the combatants. It also doubles as a subtle allusion to the first world war where Shell shock was first defined in real life.
The lake was Lake Rumare. That guy managed to survive the sacking of the Imperial City, or its reconquest.