The Last Remnant. Imagine the ending to Final Fantasy X, except worse. If Rush's willingness to sacrifice himself to destroy all Remnants to save the world and the revelation that he is one of them didn't have you bawling, and the voice acting didn't do it either, you have a heart of stone. But like the ending to FFX, it's revealed he might just come back. Hopefully sans crappy direct sequel.
Worsened for this troper by the final scene of Irina standing with their parents on the same cliff that she and Rush did in the beginning of the game...without Rush. (sniffle)
Also, Emma Honeywell II. At first it seems like YMMV because of the timing in her appearance, but then you realize that Emma had been waiting for her to come back from her journey and never got to see her. Emmy showed up minutes too late.