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Tear Jerker: Tomb Raider
The ending of The Last Revelation, in which Lara is entombed alive and presumed dead. Yes, she does get better, but her presumed last words ("Good to see you again... Werner...") and Werner removing his hat in grief are still exceptionally sad... especially when one remembers the violent end to their relationship in The Angel of Darkness.
Chronicles opens with a statue of the presumed-dead Lara Croft, seen on a rainy day, surrounded by mourners.
There is also the death of Admiral Yarofev. He is injured after the Spear of Destiny causes an explosion on the ship. He regrets working with The Mafiya in order to find it, and makes a Heroic Sacrifice to get Lara out, but not before imploring her to tell how brave his crew were to the very end.
Lara:(sadly) Goodbye, Admiral...
Made more poignant by the fact that Lara, normally a rather cocky, snappy, "everyone-for-theirselves" sort, is adamant about not leaving the Admiral to die alone on the ship. He manages to convince her, but she clearly feels mournful about it.
Young Lara losing her mother in Legend, and the revelation at the end of the game that Lara is responsible in the present for this, by being the voice in the light that her mother had heard all those years ago.
And to put things even worse, Lara finds her mother in Avalon turned into a half-thrall and Lara had to kill her mother all while stating "My mother is dead" that part always make me feel sad for Lara after taking all that time to find her mother.
The death of Larson in Tomb Raider: Anniversary. This was no big deal in the original, but the remake completely changed things with all the UST between him and Lara, accompanied by the way the scene is played with him reaching out to Lara with his final breath and Lara staring at his body in panic as she realizes what she's done.
Let's not forget that in their encounter immediately prior to that, Larson saved her life. And Lara killed him never even knowing that Larson had "accidentally" knocked the Kid aside before he could shoot Lara in the back and then deliberately missed with his own shot.
Not to mention that if you fail any of the quick time events against Larson, he sounds genuinely regretful that he's hurt/killed Lara.
Made possibly worse by the fact that, in this continuity, he's implied to have been the first human Lara's ever had to kill.
Alister's death in Underworld.
The 2013 reboot has many moments, but the biggest is probably when Roth sacrifices himself for Lara, leaving her alone without anyone on her side as up until that point he'd been her only help.