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Tearjerker: Warriors Orochi
Salvation at Nagashino in the third installment is a huge Tear Jerker. In this, you attempt to recruit Wang Yi, who is under the control of Kyomori Taira. While she IS under his control, she continues to fight you even once she regains her free will, simply because Ma Chao is with you. Heck, even Sima Yi is saddened by this whole situation!
The repeated, scripted, absolutely unavoidable until you time travel character deaths in the third installment. The first time it happens, it's a huge shock because most of the time the "Save X" missions give you a big enough window of time to actually make it and start an Escort Mission. Nope, you have to watch them die and listen to their last words. This then proceeds to happen over and over and over until you've finally punched enough holes in the timestream to save everyone.