This is based on opinion. Please don't list it on a work's trope example list.
Tear Jerker / The Stanley Parable
Narrator: This is a very sad story about the death of a man named Stanley.
En route to the Starry Dome ending in the HD remix, The Narrator will beg Stanley not to kill himself, because for once in his life, he's happy. If Stanley dies, the game is reset, and he loses the space room. He is begging Stanley not to take that one beautiful moment away from him.
Additionally, if you alternate jumping from the catwalk and returning to the space room enough times, the Narrator will eventually call you out for doing it to play with his emotions, to provoke a reaction from him. Especially upsetting, considering that he's probably right.
Even worse, his last words are "I'm going to go ba-" showing that the Narrator is afraid of returning to his cruel past self. And then you start right back at the beginning, and nothing has changed.
The Confusion ending is sad for similar reasons. After finally befriending Stanley and looking forward to creating new adventures together without relying on the script you both learn that this was all pre-determined, and nothing the Narrator did was of his own free will. Oh, and the game is about to restart and the Narrator is going to forget everything that happened. Naturally, the Narrator doesn't believe a thing. And then the game resets…
In both the original and the HD remix, The Pawn/Phone ending. Also the source of the page quote.
When you unplug the telephone, after doing both branches afterwards (including a different boss' office with a voice receiver instead of a keypad that can't be used due to Stanley being a Heroic Mime, and then the game completely glitching up due to "narrative contradiction"), the game then resets back to the initial two doors near the beginning… except you are placed above the ceiling and unable to do anything except walk around and look down at Stanley standing motionless, while the Narrator begs him to make a choice but with no success. The credits roll.