- The fate of the toys Jimmy stops playing with. They will eventually be thrown into a furnace and forgotten about forever. Gunther, the one in charge of destroying the toys, has a monologue about how the way each child plays with a toy and makes up characteristics for them gives the toy life and makes them unique and real. But when a child stops playing with a toy that life slowly drains away as they gather dust. It makes the previous encounter with Turnbuckle and his toy army even more tragic, all they wanted was to be played with again and not be forgotten.
- Practically everything surrounding Jimmy's Grandma. It's sad enough that Jimmy had to go through seeing his grandmother pass away at such a young age, but her presence in-game feels all the more heart-breaking. She manifests in Jimmy's imagination as a Computer A.I. relegated to the Iron Flamingo. She's introduced to the player as an overly-controlling malicious presence who wants Jimmy's family to stay imprisoned. As time goes on, however, she begins to feel remorse for this and defies her primary directive to help Jimmy escape, only asking for Jimmy to come back and visit her in return. Late in the game, when you revisit the now ship-wrecked Iron Flamingo, and after restoring power to the ship, Jimmy's Grandma allows you access to a new room to see her. It turns out however that she isn't satisfied with a simple visit, and plans to trap you with her forever, by any means necessary. After the ensuing battle, Jimmy's Grandma once again feels guilt for her actions, declaring that being brought back in this form was a mistake. She never wished harm upon anyone, she simply missed her family that much.
- The entire subplot involving Cordelia Mouse and her family. After completing Mr. Cat's dungeon you are greeted with a room with a bloodied up bed and reddish trail leading into the closest. After a cut to black you see the rest of the Mouse family in their backyard crying in front of a newly built grave. All of the family members do not feel like talking, and even Mrs. Mouse, after all the hard times she gives Jimmy assures him not to feel bad, and that he tried his best. But that's not the end of it; later on Mrs. Mouse gets ill because she is filled with so much regret that she has stopped eating and became very weak. Jimmy is asked to bring Timothy Mouse back home, to which everyone is huddled around Mrs. Mouse's bed. She says her final words and then she too passes away. There are now two gravestones in the backyard from when the game first started. The entire realization of everything that happened to this poor family is completely devastating.
- The Pulsating Mass asks, "How could I have raised such a stupid boy?" The Pulsating Mass says, "I'm so disappointed in you, Jimmy." The Pulsating Mass asks, "How could you, Jimmy?"
- The very final Bonus Boss of the game, at the bottom of the Heart Prison, is a fight against Lars, Andrew, Helga, and Buck all at once, who have already forgotten Jimmy and want to prevent him from coming back home. On top of being hellishly difficult, the fight offers no catharsis at all - the item he gains from completing the dungeon doesn't change anything important, and his family simply fades away while taunting Jimmy about how nothing he can do will make them love him again.
- Literally everything about the the underlying plot of Jimmy having cancer, especially towards the end of the game. To the point that it seems that, judging by the empathy sequence after fighting the Pheonix, Jimmy has become a Death Seeker due to his current condition in the real world, combined with his own self loathing. Ultimately, there isn't anything he can do to save himself, and in the end, he only forgives himself before passing on. Downer Ending indeed...
Tear Jerker / Jimmy and the Pulsating Mass