Mega Man 2: The Power Fighters has Mega Man's ending, where Wily drives him into questioning his motives and existence by calling him a hypocrite who destroys robots to bring peace. He's in such a state of navel-gazing that this is what lets Wily escape.
Wily: You always interfere with me.
Mega Man: I'll keep on fighting for peace for both humans and robots!
The remix of Ballade's theme turned out rather sad, so much that the song was named "Farewell to Ballade". For that matter, Ballade's Heroic Sacrifice at the end of Mega Man IV comes across as an unexpected and tragic moment, especially with Mega Man begging him not to go through with it.
9 can get to you if you think about it. Just imagine living your life knowing that you're forcibly going to be killed on a certain date and replaced by a newer model. What makes it worse is that the Robot Masters are still active when Wily finds them in the scrap heap. Which makes one wonder if one day the government will get rid of Mega Man.
Given what happens in the series that follow, Dr. Light's wish for everlasting peace, building Mega Man and X, etc., turns out very tragic.
The ending of 3, where Mega Man learns of the existence of his long-lost brother Proto Man, and he looks up at the sky and sees Proto Man's face.
In Mega Man 11 Dr. Light tells Mega how his disapproval about Dr. Wily's Double Gear system back in their university days led to his former friend's Start of Darkness. The death and destruction of the X, Zero, and ZX games, finally culminating in humanity's extinction by the time of the Legends series, started from a simple disagreement. Light laments that if he had tried to work with Wily instead of just telling him he was wrong, it might not have happened. Making it sadder is that Wily originally developed the Double Gear so that "any robot could become a hero," even though he still saw robots as tools. Then there's the ending, where Dr. Light attempts to make Wily reconsider and offers to collaborate with him, telling him Mega Man is their vision combined, but Wily refuses and vows to have the world kneeling at his feet. There's really no hope of them reconciling.
The most poignant is the ending of BN3, where everyone thinks Mega Man is gone for good. We see Lan four months later, still heartbroken but moving on with his life. Only after the credits does Lan's dad find a way to save Mega Man.
The ending is made worse in that after Lan wakes up post-credits, Mega Man doesn't speak. The poor kid could've dreamed he was talking to him.
Dr Hikari reveals that he could have deleted Alpha/Proto at any time but chose not to. Why? Because the final safeguard against Alpha, Guardian, contained the digital-personality of his father, Tadashi Hikari, who was implied to have not died but chose to be sealed with Alpha to contain it. It makes an earlier scene absolutely heartwrenching as Dr. Hikari escapes out of the hospital and bears incredible pain to finally delete Alpha, likely wrestling with the idea that he would indirectly murder his own father by doing so but no longer had a choice.
The ending to Star Force 3 was this combined with a Heartwarming Moment. Geo's beaten the big bad twice, the second in such a way that it will never return. Except...by doing so he has sentenced himself to death in space, since fighting Meteor G generated so much noise that the rocket - the one that Geo needed to be able to get to and from the Earth and the Meteor - has completely failed. Not only that, but unlike the first game with a similar scenario, there's no capsule for Geo to ride off in, no capsule which his friends could send a signal for it to track back to Earth - nothing. And then you see everyone in the WAZA HQ realising this. But then, a message is sent to everyone's Hunter. The sender? Kelvin - Geo's dad. Hope proceeds to break down into tears as she hears her husband's voice for the first time in three years. But that's not where it ends, far from it. You see the reason Kelvin has sent out this message - and to the entire world even - is to ask them, plead with them - no - beg them to please help his son who is now floating in space, protected only by a small field of EM waves that won't last long. He asks them both as a human being and as a father, to help the boy who saved their lives. Now if you know the Mega Man series, you know that it puts a lot of effort into proving just how Humans Are Bastards, so you really don't expect much...
The entire world gets to work, distributing power to WAZA, as well as creating a Purpose signal so strong, that it literally becomes Purpose wave which begins to tug at the EM waves surrounding Geo, and bringing him home. One small problem though - it seems that Omega-Xis and Kelvin aren't gonna be able to come with him, setting it up to be a Bittersweet Ending. And during the credits we're treated to drawings depicting how Geo's life continued once he came back to Earth. However after the credits you see that though two weeks have passed, Geo has been hiding his sadness over his loss of both his best friend and his Father for a second time. Then suddenly, we see a blue shooting star crash down towards him, revealing that not only is Omega-Xis fine, but he's brought someone with him. Cut to the Stelar household where Hope has just finished making dinner, to find her son walk through the front door with not only everyone's favourite alien— but with the man she loves. Cue the Happily Ever After.
Comparing Dr. Wily between the standard universe and his alternative in Mega Man Battle Network. In the latter, he eventually manages to put his rivalry and envy behind him and goes on to help the world. In the former, he goes completely off his rocker and tries to spell doom for the world for centuries after his death. It'd be sad and pathetic if it didn't cost billions of people their lives. In the Japanese version Wily was unrepentant and died with his hatred at the end of 6, which is also sad.
Almost since day one, the franchise has been exploring things like violence and war in rather dark, adult ways. Classic Mega Man has been led to question his motives at least twice, and even once attempted to outright murder Dr. Wily in cold blood as a result. Then there's the X series, where the ending of the first game gives a grim outlook for peace in the future and later titles see X and Zero forced to turn on each other. Of course, the reploids fought in the X series are mostly innocent, but once infected by the Maverick virus, there's simply no way to stop their destructive rampage than to kill them.