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Tear Jerker: WarCraft
In Warcraft I, you rescue (and control) a knight named Lothar from a dungeon. In Warcraft II he has become the Alliance commander and dies a scripted death from a treacherous ambush at parley (later retconned as a fair duel as Orcs were made less evil). Similarly, killing Uther in Warcraft III can hit harder for those who used him in Warcraft II.
In Warcraft III watching as Arthas is slowly corrupted and betrays his kingdom, it's especially sad when he's welcomed back to his kingdom as a hero only to kill his father (the king) and essentially dooming them all to a Zombie Apocolypse, and when he kills Uther, his former mentor and friend, to get a magical urn that contains his fathers ashes. And the reason that he's getting the urn is to transport the corpse of The Dragon from the first campaign so that he can resurrect him and bring about an invasion by the Burning Legion. I hate you so much Arthas.
The ending cinematic to the Frozen Throne expansion. Arthas trudges his way up to the titular object, his mind echoing with his fallen friends' bitter accusations from the previous game. He comes before the entity responsible for all of this, who urges him to set him free. Arthas shouts and smashes the Throne, and for a moment you might wonder if he's finally turned away from his path... but no. "Now, we are one." And the game ends with a slow pan away from Arthas on his new throne, triumphant... but alone atop the lifeless roof of the world, king of an endless frozen wasteland, while that mournful music plays...
The ending of the Orc campaign in Warcraft III will make anyone with an ounce of humanity shed Manly Tears when Grom kills Mannaroth and thereby frees the Orcs from demonic influence forever, and dies in the process.
Grom: The blood haze has lifted... The demon's fire has burnt out in my viens... I have freed myself....
Thrall: No old friend... You've freed us all.
The end of "A Destiny of Flame and Sorrow" after Illidan absorbs the Skull of Gul'dan and kills Tichondrius.
Malfurion: "Foul demon! What have you done with my brother?"
Illidan: "It is I brother. This is what I've become."
Tyrande: "Illidan, how could you?"
Illidan: "The leader of the demons is dead. And the forest will heal, in time."
Malfurion: "At the cost of your soul? You are no brother of mine. Begone from these lands and never step foot here again."
Illidan: "So be it... brother."
The short "Dreadmaul Rock" quest chain in the Burning Steps really did it for this troper. A troll asks you to check on his wife Sha'ni who was out on an investigation and hasn't reported back yet. You go to the area in question, and there's no sign of her... until you click on some bones lying on a stone platform. Sha'ni's ghost appears and explains that her platoon was captured by ogres. Everyone but her was executed - she was strapped to an alter by the leader and brutalized. She died an hour into the torture, at which point the ogre ripped off her wedding nose-ring as a trophy. Sha'ni can't rest until her husband knows her fate, so you find and kill the ogre leader and bring Sha'ni's wedding ring back to her husband. As heartbreaking as all this is, his reaction left this troper sobbing:
Thal'trak: Did you find Sha'ni? Is she okay?
Thal'trak: We were going to move to the Hinterlands. Did she tell you? This was going to be her last mission...
(You give him the ring. Thal'trak sobs.)
Thal'trak: I don't want it. Keep it, throw it away, I don't care! The ring means nothing to me now. Not without her...
The Alliance version of the quest Letter for Home combines this and one mother of a gut check. You kill a servant of the Blue Dragonflight, and it turns out that she was working to sabotage the Flight from the inside, and only worked with them so her family wasn't killed. Then you find a letter addressed to her father. I love you, Daddy.
The "Fall of The Lich King" trailer. Despite everything thathe has done, you will probably shed Manly Tears again for Arthas' demise, as he seemingly remember who he was and regrets all the atrocities he had brought in his final momments. This is doubled with Bolvar's Heroic Sacrifice in the same cutscene.
The scene is made especially poignant by the fact that it's the spirit of his father—one of the first people he murdered after losing his soul to Frostmourne—that comforts him.
Arthas gets one in Wrath of the Lich King. He lies broken and sees his father's ghost. His father tells him that his reign is over and the "no king rules forever." Arthas finally realizes the folly of his actions and dies, but not before giving some gut wrenching final words. "I See... Only Darkness... Before Me." After all that evil and cruelty he dies broken and alone. Manages to actually make you feel sorry for him.
Made even worse with the revelation that Arthas' good side was still part of him all along fighting back his evil side. After enduring years of this torment he still dies alone and hated by every living being in the world with no further chance at redemption.
Basically ALL of the followup quests from The Unsealed Chest. If you defeated The Lich King while someone had Shadowmourne equipped, an extra special box would drop with an item in it, an item belonging to someone the Lich King affected heavily. Every bit of dialogue afterwards tugs at the heartstrings, despite all the bastardly things he did, most are about how close friends still choose to remember him for the good person he was in life. But there are two other items from major people in his storyline. Describing them doesn't really do them justice, so listen to them here, at around the 5:58 Mark To wit:
Blood of Slyvanas. Slyvanas is relieved that the Lich King is finally dead. Yet she wonders how many people are freed of his grasp, but still unable to control their body. She shoos the player away to brood.
Badge of the Silver Hand. Uther talks about the many, many, burdens his soul carried from his failure to keep Arthas in check. Yet, there is one memory that he will choose to keep about him. The dedication and hope to defend his kingdom when he was young, no matter what the cost. HE thanks the player and leaves
Arthas' Training Sword. Muradin recalls the many days Arthas trained with this dull sword, to become a capable warrior. He then laments how things could have been different and avoided if he had never chose to look for Frostmourne. Sadly, he says goodbye to Arthas.
Jaina's Locket. Jaina is shocked to learn that after all these years, after all the horrible things he had done, Arthas had kept the locket Jaina gave to him. She believes that there was still some light in Arthas, despite all he did, and hopes that he finds peace in the next life.
Alexandros' Soulshard. Alexandros appears before Mograine one last time. Mograine is understandably happy that his father's soul is alright, yet wonders how he kept his sanity. How did his dear father keep it? He held onto one memory, one special moment. The day Mograine sacrificed himself to save his father from a possibly even longer period of torment.