All the more heartbreaking when, before her kidnapping and murder she actually tells you that she had a dream about being separated from you or dying and the only way you can prevent the latter is by sending her away, even as she she pleads and begs to stay with you. And worse, if you're Malkavian, you use Dementation to wipe her memories of you, Donna-Noble-style.
Oh Heather...I'm so sorry...I'll avenge you!!
In the mission "Fun With Pestilence," you're given the job of tracking down a vampire cult that's been spreading disease through the city via the homeless and the prostitutes: however, what the job description doesn't mention is walking into a darkened room and trying to interview a prostitute that's almost dead of the plague; honestly, lying and telling the girl that her boyfriend isn't dead of the disease he caught from her is hopelessly depressing.
But wait, it gets worse! If you play a Malkavian and want to get answers out of her, you have to impersonate the prostitute's boyfriend, who is actually lying dead in his apartment one story below you. And she says things like "You were so nice to me, Paul, I'm so glad I met you," and "We'll see each other again, right Paul?" so hopefully. Goddamn you, game developers, goddamn you...
"More Fun With Pestilence" features a teenage drug addict trapped in the Plaguebearer Cult's headquarters; she's probably going to die when the Zombies find her, and she's just as likely to catch the plague and die painfully hours later. The best you can offer her is a painless death. What makes this saddening is that her last words are "I j-just... just want to go home..."
And just to make sure you still haven't lost sight of your guilt, you have Julius the Thin-Blood begging for his life, begging you to find your heart.
The second meeting with Ash Rivers, after he's been captured and tortured by the Society of Leopold; he's clearly both disfigured and traumatised, mumbling "No fire... no more fire... they always come back, and it always burns." Even if you set him free, he's little better, resolving to retreat into the shadows and never be seen again- something he'd been trying so hard to avoid earlier in the game.
The chance meeting with the PC and Samantha can be quite depressing, even more so if you use the persuasive route. Samantha, a friend/relative of the PC before he/she became a vampire, tells the PC that his/her family's basically worried sick and have been looking for him/her ever since he/she disappeared. After showing great concern for the player, Samantha tells him/her that it's alright and offers to call the PC's family. The problem is, that's a Masquerade violation and you can't let her call them. If you try to persuade her that you're someone else, she'll almost desperately insist you have to be her missing loved one, you just have to be. If you're successful at convincing her, Samantha gives you very down-hearted apology of her mistake before sadly walking away. This is arguably doubles a player punch and a meanly subverted crowning moment of heart warming.
The encounter really brings home something that isn't touched upon at any point in the game: You are a fledgling and the Embrace was forced on you. As far as your human friends and family know, you just fell off the map one night.
Imalia was a supermodel who after accepting an award for most beautiful woman alive, was kidnapped and turned into a hideous Nosferatu by Gary Golden. She now spends her nights crying alone in a filthy basement, and puts up a bitchy facade to try to convince herself that noone will ever call her beautiful again.
At the end of the Voerman questline, if Jeanette dies, just look at the expression on Therese's face. Pure heartbreak out of the Ice Queen we thought she was.
Arguably the fact that the world will end after the events of the game meaning everyone dies.