- Madotsuki's suicide at the end of Yume Nikki.
- The Toriningen Picnic, especially if you take into account that it's supposed to represent social exclusion. Just... try to stand there for any long length of time and say you don't start to feel lonely.
- Pretty much anything about Masada. You find him in a spaceship, all alone. There's a table with two chairs by his piano. He was clearly lonely. And when the spaceship crashes, he sounds so sad. It doesn't help that one of the theories implied that he died of overdose. Finally, he's the only character to react to Madotsuki pulling her knife out, by slowly backing away from her out of fear.
- The part on Mars, with the alien, the music is definitely melancholy and the creature appears to be crying. The whole scene just screams isolation.
Tear Jerker / Yume Nikki
Not only is Yume Nikki a goldmine of Nightmare Fuel, it also has its share of pretty tragic moments, which may or may not represent tragedies in Madotsuki's real-world life.