!!Four Swords Manga
* [[spoiler:Shadow Link's]] death. [[spoiler:He knew that by sacrificing himself for a world that would never appreciate what he'd done, would never care for a "shadow" like him, he was casting away his life for a bunch of ungrateful and unknowing people who would celebrate the four Heroes, and yet he still did it because he wanted to show them he was a hero, too; that [[DarkIsNotEvil not all dark things were bad]].]] The most heart-breaking part of this was when the four Links are gathered around the [[spoiler:dying Shadow]], and they talk about him. Violet even refers to them, the four heroes of light, as [[spoiler:Shadow's]] family, despite him being what he was and what he did.
** When Link's father found his son unconscious in the castle. [[spoiler:It's Shadow Link]].
!!Skyward Sword Manga
* The death of [[spoiler:the first Link.]] Although Skyloft was successfully lifted away to the sky, [[spoiler:Link, who suffered betrayal and imprisonment for years, is mortally wounded and chooses not to join his comrades. As Link lays dying on the surface, he admits that he wanted to go up to the sky and fly with the Loftwings, but his wounds made it impossible for him to do so.]] The scene becomes even more heartbreaking when Goddess Hylia discovers [[spoiler:the recently-deceased Link lying nearby and mourns for her hero's passing, revealing that Link's imprisonment was intentional as a means to turn him into [[TheChampion her chosen hero]]. [[TheAtoner Regretting her actions]], she swears to Link that his spirit shall be reborn while [[VideoGame/TheLegendOfZeldaSkywardSword she shall shed her divinity so that they shall meet each other again as simple humans.]]]]
!!Ocarina of Time Manga
* When Link has to kill Volvagia even though [[spoiler:it was his childhood pet that he bought before drawing the Master Sword]]. This, along with the cuteness of [[spoiler:Volvagia in Link's childhood]], finishing with Volvagia's dying words being [[spoiler:"Link"]], it's enough to make an adult man cry.
* The Game Over screens in any of the 3D games. Seeing Link fall down while depressing music plays in the background and the words "Game Over" fade into the screen. Spirit Tracks' game over screen was the worst, for this troper, because the overworld theme he adored was suddenly being slowed down and symbolizing your failure, rather than your adventure throughout the land.
** Also from ''[[VideoGame/TheLegendOfZeldaSpiritTracks Spirit Tracks]]'', getting a Game Over while on the train needs special mention. Think about it: The train is blowing up, Link is (probably) laying unconscious, and Spirit-Zelda is is shrieking "AAAAAAAHH! LINK!" at the top of her distraught, grief-filled voice. Even though the game has no real voice acting, Zelda's shriek still echoes on the mind.
*** Things get even worse when you have Teacher with you, who is so frantically worrying over Zelda and searching for her endlessly when you could assure him that he's fretting too much, but won't. And things get even worse than that if you crash while he's on the train. During the resulting explosion, he'll state a final line in which he can actually see Princess Zelda. Who happens to be a ghost. Oh, dear, indeed.
** Also, speaking of toon-verse Zelda game overs, the one from VideoGame/TheLegendOfZeldaPhantomHourglass [[http://www.youtube.com/watch?v=ThXvLA4IcfU is basically, like, explicitly telling you to cry.]]
* Ataru Cagiva's Link's Awakening manga has quite a moment. It's bad enough in the game when [[spoiler:[[DreamApocalypse the island disappears and everyone on it vanishes]]]], but the manga does it one better. [[spoiler:[[YouCantFightFate Link KNOWS the island will disappear when he wakes the Wind Fish]], so once he gets all the instruments, he goes back to the village and spends the whole day with hanging out with Marin in a completely silent montage scene. When he's leaving to wake the Wind Fish the next morning, Marin comes out to say goodbye to him. [[CannotSpitItOut Link grabs her shoulders and just looks into her face for a moment with a pained expression on his face, saying nothing.]] It's the last time he'll ever see her.]] Geez Cagiva, [[SarcasmMode was the game too warm and sunny for ya?]]
* The ''Zelda I''I manga by Ran Maru runs into this quite a few times. It's bad enough that [[spoiler: the first game's Zelda]] is crucified and killed off midway through the story, but later on the body reappears in a brief HopeSpot, only to be dissolved in a lava pit shortly after.
** On a slightly less tragic note, [[spoiler: a large monster Link befriends]] suffers a similar fate after performing a HeroicSacrifice. When Link looks over the cliff, only its burning ribbon remains. However, they [[DisneyDeath reappear at the very end]], with the implication that the Triforce was involved.
* The cartoon has an episode where Ganon captures Link when he was aiming for Zelda, leaving the princess distraught. Worse is that only Link's body was captured, leaving his spirit to wander as a ghost until Zelda can reunite them.
* The timeline in general can be this for certain games; specifically those that involve another world entirely like Majora's Mask and A Link Between Worlds. You may have saved Termina and Lorule in one timeline, but their fate in the other timelines is left entirely ambiguous due to there being no game in the other timelines involving those places. Who's going to stop the moon from crashing in the decline timeline? What's become of Lorule without its Triforce in the child timeline? Until we get a definitive answer, it's likely to assume the worst for these two...
* The tragic character that is Ganondorf. This is a man who, no matter what he does or where he's born, is destined to be evil. It's never a question of if but a question of when. Any time you possibly see him in a game happy with a family or trying to be a good king.... it won't matter because in the end, due to Demise's curse, he'll never be free from his dark desires.