And the fact that Kairi reaches Sora just as he dissolves into pieces... sniff... and Sora's line about falling into darkness... WAHHH!
Sora, you DO NOT grin like everything's going to be alright before stabbing yourself in the chest with an evil Keyblade! It's just not right...
Donald screaming for his friend and begging for him to come back is heart-wrenching.
Donald probably felt awful about leaving Sora, especially since he only reunited with Sora for a short time before Sora sacrificed himself. He abandoned his friend and never got to say sorry. The way he tells Sora sorry, the way Sora drops to his knees in despair...it was heart-wrenching. Sora lost everything and it was his darkest hour.
Watching as Maleficent tries to convince Riku that Sora had never really cared for him or Kairi. Claiming that Sora decided to replace his old friends with Donald and Goofy.
Sora locking Riku in the Realm of Darkness. It's already bad enough that he's being trapped in there with only Mickey and a ton of Heartless threatening to overflow the Realm of Light. And as if the thought of Sora potentially never seeing Riku again wasn't bad enough, Final Mix pulls even harder at your heartstrings with an exclusive scene of Sora having flashbacks to him and Riku back when they were on the Destiny Islands. Seeing them laughing and having fun as toddlers, to teens, and their care-free days on the Islands, and now how things are turning out at the end of the game, it really hits you hard when you think about it. It's even more sad when you hear this theme play during this flashback scene as well.
And directly after this moment, we have Sora having to say goodbye to Kairi. So even though Sora manages to find both his friends, he loses them AGAIN after going through one hell of a journey to rescue them.
Watching the scene where Sora's mother calls for him is particularly heartwrenching for parents. It is a short, simple scene, and she doesn't say much at all, but parents know what she doesn't: that her little boy is gone, and won't be there for quite some time. She doesn't know he comes back eventually. The only conclusion his mother could possibly make is that he's either run away from home, or he's dead. And the pain of losing a child is something no one should have to endure.
Sadly, it might only be a matter of time, hinted at with the ending of Birth by Sleep, that Sora (and Riku) will probably leave again, willingly this time, without stopping in to say "Hi." And to add insult to injury, you never see Sora or Riku worry about their parents even once (then again, there's the possibility that they're confident that their parents are strong enough to handle them being gone for a while without knowing what's going on, but still). It's implied that everyone who knew Sora forgot about him during his year asleep—imagine being the mother who discovers a room in her house full of toys and clothes for a child she doesn't remember having. And then for him to just be gone? It would be amazing if she hasn't suffered some permanent trauma.
For Riku and Sora, they likely had a lot of trouble readjusting to normal life after everything they've went through. They left as but children, playing with toy swords and racing on the beach, but returned as superpowered badasses who have been outside the cave, so to speak. Riku in particular spent a year as a loner while Sora slept, on the run from the Organization, with noticably impaired social skills in Dream Drop Distance compared to what he was like here.
If it's any consolation, Sora's parents probably didn't have to suffer that much. What with their entire world being swallowed the night Sora disappears, and everyone forgets about Sora not long after these worlds are restored. So until the second game, no one probably knows he's gone. As Sora's mom will just wake up one day remembering him, that she probably gave away many of Sora's possessions, and for the last year or so acting as if he doesn't even exist. And that he never came home in all of that time.
A moment before you even start playing the game: if you put the disc in and don't select anything on the menu, it will go to the demo mode and the orchestral version of "Simple and Clean"note Which is actually based on the original Japanese version, "Hikari" ("Light"). after a few minutes, accompanied by Kairi's letter to Sora, "Thinking of you, wherever you are..." Those words paired with that music is so unbelievably moving.
The ending. And the way that "Simple and Clean" starts playing the exact moment Sora and Kairi are separated. That is all.
Mickey locks himself in the Realm of Darkness. What is the last thing he does? He thanks his friends who have followed his instructions and just expressed their loyalty and trust in him. He knows he may never see them again, so the last thing he does is thank them...
One morning, Minnie awoke... to find her husband had vanished without a trace, leaving nothing but a letter. Imagine how that must feel?
"Donald, Goofy, thank you."
Hell, even Chernabog gets one. He's only in The End of the World because his world is no longer around anymore; yes, that's right Satan himself has lost his own world - and Dream Drop Distance implies that he is not responsible and that The Heartless or Organization XIII are as Chernabog never uses any form of enemy against you except his own ghosts. He doesn't use any Darkness fighting you.
After fighting Sabor for the last time in Deep Jungle, you briefly see through her eyes as she struggles to get back up before finally collapsing and dying. What makes it sad is that unlike The Heartless, Sabor is simply doing what comes natural to her as a predator.
When you first find Pongo and Perdita, the latter's just depressingly laying on the ground while the former is hanging his head low, as if he failed to protect his puppies.
The 100 Acre Wood may be the Reverse Cerebus Syndrome of the entire series, but there's just a somber feeling about seeing Winnie the Pooh sitting by his lonesome, already thinking about how to say goodbye to himself since he's been separated from his friends for Nomura knows how long. You can tell just how badly Pooh misses his old life, and he's already come to terms with possible death.