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Tear Jerker: Utawarerumono
The last episode of Utawarerumono: This troper has a weakness for Aruruu, and so was already crying at "But... Daddy won't be here!" It got even worse when Eruruu, smiling, tells Hakuoro that they'll be okay without him... before breaking down in tears and telling him she loves him.
Ironically, the game is far less cruel. It's still bittersweet, but leans heavily towards sweet as opposed to bitter.
Also in the anime. Teoro bursts into Hakuoro's throne room to warn them of an invading enemy. Despite all this, he assures them he helped hold them off and is his usual chipper self. Except, as everyone leaves, we see that he is bleeding heavily and as he slumps down from exhaustion, he is visited by the spirit of his deceased wife and all their neighbors, showing that the situation was a whole lot worse than he made it sound. He leaves with them satisfied that with his last bits of strength he was able to warn Hakuoro.
What follows is probably the second saddest moment in the series. Kurou reports that not a single villager survived the massacre. Aruruu tries desperately to wake Teoro's body, but when Hakuoro tells her he'll never wake up again, she cries so hysterically that she needs to be sedated.
Yuzuha's situation in general is pulls on the hearstrings but in the game, her desire to have Hakuoro's child as proof that she existed, and the revelation in the game's epilogue that some time after Hakuoro is sealed away she did in fact have the child but that she either died giving birth or very shortly after giving birth is just beyond sad.