If you choose not to befriend a Yo-kai that approaches you, this text shows up: "Heartbroken, (Yo-kai's name) slinks away from you." and the Yo-kai in question looks sad before leaving.
When Bear loses his mom's wedding ring he gets really upset because he thinks his mom is going to leave his dad because of it. Turns out she is only going to a reunion.
The ending is particularly sad because it appears that Yo-kai will no longer be able to live in the human world, even though it doesn't turn out to be so after the credits.
In the second game, there's the first time you go to Harrisville to visit your grandma. You walk with her all the way through Harrisville, stopping at the shop and to chat with people, and she doesn't mind it if you run off and explore the town on your own. She waits for you and is happy to let you explore and be a kid, running around and enjoying yourself. Your quest objective, displayed on the bottom screen, says "Go to Grandma's House." However, once you reach her house, you'll notice that just behind it, there's a gravesite... and Grandma begins to talk about how it's time for you to say hello to your grandfather. The quest objective takes on a surprisingly somber tone: "Pay your respects to Grandpa." It can be especially poignant for anyone who never had the chance to know one or more of their grandparents.
Later on, you have to go around reviving your grandpa's Yokai friends, all of whom have been cursed to be trapped in stone for 60 years. Once they're freed, many of them enthusiastically ask how their old pal is doing. It's true that, thanks to time travel, they'll soon see him again, but it's rather sad that he got married, grew old, and died without them ever knowing what happened to their old friend.
For people who liked Katie, the fact she's not playable in Yo-Kai Watch 3 can be this. She was just removed from being playable with no fanfare. Yeah, it's probably to canonize Nathaniel as the actual inventor of the Yo-Kai Watch, but that doesn't really lessen the blow.
...However, teasers for the third version of Yo-kai Watch 3 reveal Katie will be playable again to least some capacity, thankfully averting completely taking her out of the series.
In Yokai Watch 2, this version of the scene where Jibanyan goes back in time to the day he dies is just as sad as the anime version, if perhaps even sadder.
Dr. Maddiman's backstory, surprisingly enough. He had a wife and child, but was so obsessed with creating the perfect Yo-Kai that he neglected them too much. One April Fools, he claimed he would be working late as a joke, but instead bought them gifts...only to come home and find his wife and child had left him. Even when Hans Full is about complete, he feels no happiness in it, knowing that in succeeding in this goal, Maddiman lost his loved ones. To top it off, you end up fighting Hans Full, causing his depression to worsen and cause him to wonder why he even became a doctor. Fortunately you can find his journal entries and remind him, and after a fight he feels invigorated again.
After you defeat Dame Demona in 2, you have a nice conversation with your Grandfather about friendship with Yokai. Whisper says he's proud to be your friend, but Nate/Katie tells him that they always thought they had more of a Boss/Butler kind of thing. Whisper is heartbroken and turns away. It's worse if you're a Whisper fan and have absolutely no choice with what your character says to him.
When Manjimutt is imprisoned in Alcatraz, he is unable to make any friends. The teddy bear that seemed to come alive turned out be all in Manjimutt's mind and the prisoners he was teaming up with to make an escape were only putting up with him and making fun of him behind his back.
The near entirety of the Musical Episode, wherein various Yo-kai sing in a show based around a similar event in japan. Whisper is a huge fan of it, and wants to perform. to do so he has to form a group with other Yo-kai. Him failing is kind of a given, but they way its portrayed is entirely frustrating and disheartening on Whispers part. Yo-kai are either entirely dismissive, or in some cases out-right dickish to him, that cameraman stagehand cuts him out of every picture, the yo-kai that said they didn't want to join a group perform anyway without Whisper.
A rare Eddie focus episode reveals that Eddie's parents have been away for work even on his birthday. Repeatedly. It's the delivery that does it - we get an equally-rare POV of the possessing Yo-kai, able to access any and all of Eddie's memories at any time, except for one door that's always locked. With Eddie sobbing on the ground behind it. Even if Frozen did it first, it's still pretty rending.
Hungramps' backstory where he reveals he missed his granddaughter and just wanted to see her again after his demise.
In episode 23, Komasan in human form for the first time decides to have a talk with the women he has a crush with. The first thing he sees is the women crying alone. Komasan see's this and tries talking to her and he discovers that her manga got rejected since people don't believe in Yo-Kai anymore. The segment ends in a somber note which could also set up the mood for what's to come in "Jibanyan's Secret" which is the next episode. When Komasan notices that she starts crying after hearing her explain about the rejection. Komasan tries to think up a way to talk to her but is to worried about making her more upset.
The entirety of the episode "Jibanyan's Secret" is a huge tearjerker, revealing how Jibanyan really died. It's true that he was hit by a truck at an intersection, but it wasn't out of carelessness, at least, not his own carelessness. Amy crossed the intersection to meet her friends on the other side, not noticing the truck speeding down the road. Jibanyan tackled Amy to safety and took the hit himself. Amy was then shown crying over his body. She wasn't calling Jibanyan lame, she was calling herself lame.
This scene is even sadder if you've had a pet die in a similar fashion as this is pretty common.
Not to mention Jibanyan had only just rediscovered how much Amy really loved him, and she had confided that he was the only one she could talk to and that they were inseparable. Only to have his tragic death follow right afterwards.
This line said by Jibanyan before he learns about taking a second chance with his old life.
Jibanyan: I love Amy and she loves me!
What makes it even worse is that she was actually fated to die at the intersection. It's shown that the truck driver was actually inspiritedby the Grim Reaper Foundation, who had moments before spun a roulette to determine who was next in line to die, since in the flashback and during Jibanyan's trip back to the past, the truck had the dark purple inspirit aura before charging down the street and running the light. This would also mean that not only that the driver would have been entirely unaware of what was happening, which itself is a horrible thought, but that the driver was inspirited to be reckless with the express purpose to kill someone.
And then there's the implications of what happened with Amy afterwards. Before Jibanyan was killed, her parents had been fighting, and it's implied that that had been going on for a while. The reason Amy and Jibanyan were even out and about that day was to get away from that atmosphere. Now that Jibanyan's dead, and we clearly know that Amy was absolutely devastated over the event, that leaves us wondering what happened to Amy and her family. Even worse, her parents were only arguing because they themselves were possessed by Dismeralda (much like Nate's parents in the opening episode). With no one with a Yokai Watch around to assist (and Amy possibly being susceptible to Dismeralda's inspiriting thanks to dealing with her best friend dying), things could've escalated even worse.note The only saving grace is that if that Dismeralda is the same one that later befriended Nate, then that means Happiere will come along eventually to set things straight among Amy's family. And of course, future episodes have shown that Amy's managed to do alright for herself after Jibanyan's passing.
Robonyan Form F is an even more futuristic version of Jibanyan and Robonyan and travels to the present day to collide himself with an asteroid about to hit Earth, sacrificing himself in the process. Robonyan then decides to go through the process of becoming the new Robonyan Form F. Know what this means? Jibanyan really will die for real someday.
Also, Robonyan and Jibanyan both witnessed this-meaning that Robonyan form F had witnessed his own death beforehand, twice.
In episode 34, Eddie is possessed by the Yokai Enerfly that keeps making lucky things happen for him. Nate tries to get it to possess him instead. He gets possessed by the similar Yokai Enefly, only to have Katie, Eddie, and Bear say they don't want to be his friends anymore. Even if they only acted that way because of Enefly, that was a rather cruel thing to put Nate through.
In the episode where Robonyan first appears, he explains how he became a robot. At one point, there's a scene showing Jibanyan crying in front of Nate's grave due to him outliving him. There's also the reason why Jibanyan chose to robotocize himself to begin with, which Robonyan implies something has happened to Jibanyan's Yo-Kai pal Whisper, to which Whisper himself appears worried.
#10, After Shogunyan sees Nate's reaction to Whisper's apparent "Death" by getting sliced in two. He get's moved to tears by telling them how much Nate cared about Whisper. He then walks back into the closet and bidding both of them farewell before turning back into Jibanyan. Also doubles as a Heartwarming moment and a Funny moment due to how melodramatic Shogunyan is being.
Shogunyan: Such beautiful friendship. *sniffs* You two share a powerful bond! Now I understand why you didn't share the cake. (Sniffs then gives the Yo-Kai medallion to Nate) I hope you'll be as good a friend *sniffs* to my descendant Jibanyan.
Shogunyan: Farewell my friend! (Closes the closet door and sniffs one last time)
In #33, Mr. Johnson assigns the kids to research kappas. Nate decides to just talk to Walkappa for his research. Long story short, Walkappa is different such as eating sushi instead of cucumbers and in the end Nate gets laughed at by the rest of the class. To make things worse, Walkappa was observing through a window.
Jibanyan's first summon via the Yo-Kai Watch Dream. He's all super happy and energetic about being summoned via the new watch... then he ends up with a bad piece of sushi. note The Watch itself puts the Yo-Kai through a roulette, and how they feel will be determined by random chance When he arrives, he's in tears.
The episode with So-Sorree, Nate gets inspirited by the Yo-Kai and it makes him act like a total jerk. When Nate manages to snap out of its control for a short while, EVERYBODY in his class is ticked at him. Imagine being in Nate's shoes when that happened, having everybody hate you and have no idea why it is people are angry at you.
The Fractured Fairy Tale arc has a surprisingly tearjerking ending. All of the old woman's stories retell classic Japanese fairytales with bizarre sci-fi twists to them, and they always end on a shot of the old woman saluting dramatically. At the end, Nate wonders what was up with all those stories. It turns out the woman's deceased husband was an astronaut, and she always told him her strange stories. She missed having someone to tell them to and was telling them to Nate in his place.
In #59, we learn that Hungramps omitted one detail from his origin story. Back when he was alive, his granddaughter visited him one last time and she made a promise to study hard to be a doctor. They were about to pinkie swear when Hungramps passed, their pinkies mere moments away from connecting.
During the reopened Ina-Usa Detective agency episodes, many of the reasons the Yo-kai died are tragic including Blazion dying in a circus fire to save a kid and Noway being a performer before dying during a performance thanks to a prankGone Horribly Wrong.
Spoilerina's episode reveals she was once a writer named Rina whom had a bad habit of spoiling her own books. During her press conference for a movie adaption of her book, her editor in an attempt to keep her from spoiling it shut off the power but this caused Rina to accidentally fall off the stage and die. Worse, Hailey and USApyon learn about this from the very same editor, whom thought Hailey was saying 'Spoiling Rina', which was Rina's nickname in life.
All Yokai are pretty depressing when you think about it. First, they die,which sucks, but they are also transformed into strange aberrations, often with features related to their means of death or their greatest shames in life. To top it off, all they have to do for their remaining days is force ably alter events and people's personalities causing massive problems through powers that are, again, related to how they died or their greatest shame. At least they seem to make the most of it.
Details about the fourth movie can be this for long time fans. Nate has lost the ability to see Yo-Kai and Jibanyan has broken all ties with humanity to wander around.
In the manga adaptation of the 2nd movie, Whisper, Jibanyan and all Yo-kai start to vanish due to Nurarihyon wanting to separate humans and Yokai. Nate runs towards Whisper and Jibanyan and pulls them into a hug as the three cry before they disappear from each other's sight.