Chapter 2, Glacis Route: learning that the reason Glacis became enraged is because a group of hunters smashed her egg. Ochette herself comments on the deep sorrow that she can feel in Glacis's heart.
In the Cateracta Route, Ochette learns that Cateracta has actually been dead for at least a few years. Not only was she killed, but her corpse was completely stripped down by looters looking to sell her unique scales and whiskers for money. The wind blowing over her bones even makes an ominous "crying" noise, just to drive in how sad the situation is.
Chapter 3, specifically, finding out what became of the companion the player didn't choose. Seeing its twisted form and personality and finding out that it is the result of a decade of violent torture is genuinely upsetting.
If the player does a second run of the game and picks the opposite companion for Ochette in order to spare it from that fate, it becomes an extra layer of tear jerking for their "original" partner, since they spent the entire previous playthrough getting attached to it, only for it to suffer the same thing.
Ochette's final Befriend command. Pet owners—especially those who have had to put a pet to sleep—might find this particularly heart-wrenching.
Castti
The entire story of Chapter 2: Winterbloom Route dealing with Rosa living long enough to see her daughter, Melia, come of age to run the city.
The flashback to when Castti first met Trousseau. Melia is crying over the fact that Trousseau's sister just died, and Trousseau sounds incredibly frustrated as he talks about trying to save Rosa, implying that it's partly to make up for the fact that he couldn't save Yorna.
Chapter 3. Seeing the Abandoned Village (then Healeks) on a normal day, getting to know Eir's Apothecaries in what feels like a slice-of-life setting, and then watching the village's demise play out, knowing that Castti will be the lone survivor. Her fellow apothecaries' efforts to help the villagers, stop the spread of the poison, and get Castti to safety at the cost of their own lives are genuinely heartbreaking.
At the end of the chapter, Castti finds out that the Malaya that is guiding her is just a hallucination of her, as the real Malaya has been dead, having sacrificed herself to send Castti away. The imaginary Malaya then entrusts Castti with her goal to stop the plague, and, having fulfilled her purpose of helping Castti recover her memories, fades away peacefully at the same coast she died at as Castti sets out to Timberain.
Elma giving her life to cover her favorite horse, Jeyah, in a cloak, in an attempt to shield him from the poison rain. It all winds up being for naught, as Malaya points out that even the air is poisoned and Jeyah's been breathing it in. As Malaya sees Castti off, she slumps down next to Jeyah, who's laying on the ground—already either dead, or dying. It's utterly heartbreaking. Malaya comments that it's just her and Jeyah left now, driving in how all they can do is sit there and wait to die.
Castti's dream sequence at the end of Chapter 4, where Castti bids farewell to Eir's Apothecaries. Further compounded by Castti's ending card, which shows her asleep in a chair with her friends' spirits surrounding her, smiling and laughing, with even Trousseau's spirit looking on from a distance.
As Trousseau gleefully talks about poisoning all of Timberain, you can hear Castti's heart break as she realizes the only way to stop this madness is to kill him. Castti had truly been hoping that she could somehow talk Trousseau down and redeem him, but he is simply too far gone and she has no other choice. Even after Castti has stopped the smoke and he lays dying from his wounds, you can tell she wished she could have found another way.
Trousseau: Close the windows or bar the doors, the air will still get in. As long as my precious smoke still rises, those people's lives are forfeit. Castti: Trousseau... I still held out hope for you. I thought somewhere deep inside of you, the gentle man you once were still lived; but I was mistaken. Your heart is as black as the foul pestilence you spread.
Trousseau himself qualifies, when he's not being Nightmare Fuel: once upon a time, he was the kindest and most devoted of Eir's Apothecaries...until he came face to face with the horrible and bloody history of mankind, and his inability to cope with the knowledgedrove him insane. The contrast between the dutiful and caring apothecary that he was and the violently unstable mass murderer he becomes is incredibly tragic.
Throné
Throné finding out that Father set up her friends to be killed in order to ensure her position as successor of the Blacksnakes.
The fight with Pirro. The first move he makes in battle is to hesitate. He doesn't want to kill Throné, nor did he want to kill Scaracci. He just feels so trapped by the situation that he sees it as the only way he can finally be free.
Throné's anguished cry as she realizes that Pirro is dead. Even if it was in self-defense, she didn't want to kill him any more then he wanted to kill her; not only because they were raised together, but also because they shared the same dream of just wanting to be free.
A small but still sad moment happens in the Mother Route of Throné's second chapter. There's a little boy running around Oresrush, following her. When she finally swipes his mask, she sees how much he looks like a younger Pirro, and there's even a short flashback to when they were kids. It shows how much she regrets having to kill him earlier. She even tells the boy that he reminds her of someone special to her, and he says that she seems like someone important, too. The whole thing just drives in how messed up the Blacksnakes are.
While on a mission with Father, Throné comes across as a victim of human trafficking, whom she promises to save once she's finished with her task. However, when she returns, it's too late — the woman has already been taken away.
The chapter where she fights Father somehow one-ups this. Father used to be a relatively sane man who himself desired to escape the Blacksnakes and elope with Throné's mother and raise their child, until she left him for Throné's father and murdered the baby they'd had together. The chapter drives it home with Throné asking him as he's dying if she may call him "Dad". Father, hearing this, dies happy; despite the tensions and the supposed lack of genetic connection between them, Father and Throné do genuinely love each other as parent and child.
Coming across Lostseed in Chapter 4 qualifies, combined with Nightmare Fuel. It is a lost decaying city with barely anyone living in. All notable citizens are labeled as some sort of vessel and obtaining their info via Inquire/Scrutinize/Coerce provides sad, if not outright disturbing, descriptions. The Lostseed NPCs even barely put up a fight when Challenged/Provoked/Mugged/Coerced, their fighting mechanics designed to show that they've essentially given up on life. And of course, the first event that Throné encounters in Lostseed is hearing a baby's sorrowfulnote Travel banter with Osvald reveals that while babies generally cry to communicate, the baby of Lostseed is crying simply out of sorrow cries echoing throughout the empty city and finding an emaciated woman on the way to Lostseed Castle, who is begging her to kill [her] said baby. One has to wonder what happened to such a large and formerly grand city to fall apart like this.
After meeting and defeating Claude, the progenitor of the Blacksnakes, it all connects in Throné's overarching story that the remaining people here were failed vessels that were unable to live up to his expectations to kill him and/or become Vide the Wicked's new vessel, as well as a few women he had impregnated as part of his twisted legacy. A lot of lives were birthed and given no chance to live for themselves because of Claude, either becoming a Blacksnake or winding up a hollow hopeless shell that simply exists.
After Throné kills Claude, obtains the true key, and unlocks her collar, she doesn't find her victory as satisfying as she thought it would be. Most of the important people in her life are now dead, many by her own hand, and she now has the weight of knowing they were also her blood relatives. She has her freedom, but doesn't find it as sweet as she thought it be when she started.
Osvald
Osvald's story comes to a horrible climax when he discovers that Harvey faked the deaths of his wife Rita and daughter Elena... so that he could brainwash Osvald's daughter into believing that he was her father so that she could be used as a sacrifice and used Rita's unique blood to power a golem abomination whom he sics on Osvald, forcing him to feel that he would have to put her down in a cruel irony that Harvey revels in. Even though the Grieving Golem lacked her soul, the confrontation left quite an emotional impact on Osvald.
Osvald: Forgive me, Rita!
Special mention to the moment that Osvald discovers Elena is still alive. He's both shocked and relieved... only for her to run past him to Harvey. Osvald is clearly crushed as Harvey explains exactly what he did to the poor girl. Sure, it's softened by the fact that Osvald shifts his priorities to saving Elena, but it's still a massive punch in the gut.
What makes it all the more heartbreaking is that Osvald's focus shifts entirely to Elena as soon as she makes her presence known. He even walks right past Harvey, the cause of all his grief, to greet his daughter, just that relieved to know she's okay. Which makes the reveal that Harvey wiped her memories of her father and made her see him as her "papa" all the more horrifying and saddening.
The way Harvey just casually admits to disposing of Rita's body after he'd gotten enough of her blood. Osvald finds out that his wife didn't die in the fire after all, but he doesn't even get the closure of knowing exactly where her actual remains are. It feels like a huge Yank the Dog's Chain moment.
At the end of Osvald's story, with Harvey defeated and Elena safe, Osvald clearly wants nothing more than to stay with his daughter and help her recover, but he knows that staying with her would only complicate things until she fully recovers from Harvey's brainwashing. So he instead chooses to keep his distance until enough time passes, trusting Lady Clarissa to look after her until he returns.
Partitio
A more lowkey example, but Alrond's story of Wellgrove's decline can be fairly depressing. When Alrond's father was still around, he desperately threw his vast wealth at the merchants and workers of Wellgrove in an attempt to revive the town's economy. But rather than continue working, the merchants and workers either used the wealth to leave Wellgrove or simply retired from working since they were set for life. Alrond's father died long before Partitio came around to revive Wellgrove by creating the department store, an act Alrond is eternally grateful for.
Roque’s betrayal is pretty sad. Partitio never stops thinking of him as a beloved childhood mentor even as Roque makes it clear that he doesn’t regret lying to his father and selling out all of Oresrush. The fact that Roque was such an influential figure during Partitio’s early years and that Partitio has likely known him his entire life make his disparaging words during his Villainous Breakdown come off as especially cruel.
Agnea
The prologue of the story showing what happened to Agnie's beloved mother Cuani, and how it tore the family apart emotionally.
"Mama was so focused on making people smile that she didn't notice how ill she was until it was too late. She went on one final journey, to the one place we couldn't follow her..."
When Agnea finally departs for her journey, her father is seen crying as she leaves. He is finally convinced that Agnea is indeed capable of going on a journey, but he still worries a lot about her. It later becomes an especially heartwarming moment when he is the first one to cheer for Agnea when she is performing with Dolcinaea, showing that his attitude has completely changed.
Temenos
Crick's murder in Chapter 3. A lot of players had grown attached to him, and the game makes clear that Temenos did as well.
Adding salt in the wound is how close it came to being preventable. Had Temenos chosen to stay up and keep investigating, he might've come across Crick sooner, but instead he went to sleep, juxtaposed with the player hearing Crick's dying breaths and knowing his last thoughts were about Temenos.
Cubaryi casually mocking Temenos for being angry at Crick's death just twists the knife even further.
The series of flashbacks Temenos has as he watches Crick's funeral play out like a Really Dead Montage.
It all comes back full circle, as the ending card the player sees upon finishing Temenos's story is of him kneeling in front of Crick's grave.
Temenos reminiscing on the fate of his old friend and predecessor, Roi, who had left to uncover secrets of the church five years before the events of the game, and was then never heard from again. From the dialogue in this scene it's clear he often has nightmares about their final conversation.
In general, the realization that by the end of his path everyone whom Temenos cared for or considered family is dead.
Hikari
The death of Tsuki in Hikari's first chapter. She was a kindhearted, humble musician, and yet Mugen cuts her down without a second thought on his way to the palace, leaving her to die in Hikari's arms.
Becomes even worse in Hikari and Agnea's Crossed Tale, where they encounter Tsuki's twin sister, Yomi, who is consumed with grief over her death. She knows that Hikari isn't to blame for what happened, but with Mugen dead there's no one else from Clan Ku she can put the blame on, and so she begs Hikari to duel her in the hopes that crossing blades will ease the pain in her heart. Also, her ability is Forlorn Requiem, which further shows how sad she is.
The part where Yomi narrates her and Tsuki's backstory is quite depressing. Their parents couldn't care for two children, and the girls heard them talking about abandoning one of them. Tsuki leaves willingly so Yomi can stay at home, and their parents don't have to make the choice of which girl to leave behind. This resulted in Yomi feeling guilty over Tsuki's decision.
The simple fact that Mugen burned down most of the city for no other reason than he knew he'd be unpopular with most of the commoners. The pettiness drives in how none of these people needed to die, but did anyway.
Hikari's flashback in Chapter 4 shows how his mother died: she was killed by bandits right in front of him, causing Hikari to give in to his cursed side for the first time. He proceeds to kill the bandits and attack Jin Mei. His conversation with Rai Mei afterwards indicates that he was barely aware of what was going on at the time (if at all). It shows how traumatized he was by watching his mother's death, as well as how scared he is of his curse. Oh, and he's still a fairly young kid at the time, making it all the more depressing.
Mugen gets a surprisingly sad sendoff for someone who hadn't been sympathetic at all until then. His mask falls off and reveals that he's become corpse-like in appearance due to overusing the Ku curse, and Hikari notes that he'd forgotten what Mugen had looked like before. He then bitterly comments that the curse took everything from Mugen. While Mugen likely still would've been a Blood Knight at best, it almost makes one wonder what could've happened if Mugen had resisted the curse more.
Despite how vicious and cruel he had been up to this point, Ritsu's death scene is quite somber. It turns out that everything he did, from joining Mugen's regime, to betraying and murdering Rou to take his place as General, was all in an attempt to attain enough power and prestige that he would never be looked down upon and treated like dirt again by Ku's upper class. Above all else though, he wanted to ensure his sister Mikka could life a good life, even as Mikka condemned the path he walked. As he dies following his final duel with Hikari, he finally realizes the folly of his action and begs Hikari to create a new Ku where people like him aren't oppressed by the nobility, and to take care of Mikka. Hikari is deeply sorrowful that he was forced to kill who had once been his closest friend, and personally adds Ritsu's sword to Ku's graveyard.
After the optimistic scene of Hikari's coronation, his following interaction with Mikka at Ritsu's grave adds a somber touch to his ending. Given that Mikka is a completely ordinary citizen, it really demonstrates how difficult life in Ku was that despite her young age, she handles the entire situation with remarkable maturity — she doesn't resent Hikari at all for cutting her brother down, citing that war is something she's learned to live with and acknowledging that Ritsu wasn't a good person. However, she's left to rhetorically ask why the fighting had to go on for so long, to which Hikari has no answer.
Journey for the Dawn
Tanzy's journal and her ultimate fate. Her going from her husband dying right after marriage to falling for the manipulative Mindt/Arcanette is bad enough, but then you re-light the Sacred Flame and find that Tanzy was Arcanette's sacrifice after everything Tanzy did for her — with Tanzy none the wiser to her lover's true nature until it was too late for her.
Also, the player can find a cleric in the Flamechurch cathedral during the final chapter who mentions that no one's seen "that director" since the darkness fell and hopes that she's okay. Of course, this is after she's already been killed, so it's too late to save her.
The fact that Ori, despite the doubts that Partitio sowed in her, still attempted to sacrifice herself to snuff out the Sacred Flame: her monologue as she prepares to sacrifice herself sounds more like she's trying to convince herself to go through with it. Thankfully, it's revealed afterwards that she survived, but her conflict and wavering, torn between her loyalty to Oboro and her newfound faith in Partitio, is a pitiful thing to watch.
Ori: Partitio...would that we had never met...
Ori's journal is explicitly a personal diary that she uses to write down her thoughts and feelings on the Moonshade Order's activities. Thus, a lot of the entries are littered with quirks such as referring to the journal as "dear diary" and comedic punctuation for emphasis. It's in stark contrast to the horrible subject matter that really emphasizes how young Ori is going through all of it.
The Reveal that Kazan was Evil All Along, serving as something of a Happy Ending Override to Hikari's story. Hikari has just discovered that one of his oldest friends, with whom he's shared his dreams of peace since he was a child, was just using him this entire time and may have been indirectly responsible for the slaughter from Hikari's Chapter 1, given that Kazan supported placing Mugen on the throne. In his banter conversation with Agnea, he's left to wonder Was It All a Lie? and ask if his friends died for this.
If you picked Hikari as your starting traveler, allowing him to interact with Kazan/Oboro at Vidania, the cherry on top is that he doesn't even sound mad at Kazan, as so much as he's trying to reconcile his former friend with the nihilistic man standing before him.
Hikari: You would turn your back on the future? Kazan...
The fact that Hikari still refers to Oboro as Kazan shows how much he valued their friendship. He really does wish that things could've stayed how they were before.
The epilogue at the end of the travels, where Agnea tells the story of how she and her friends traveled together and found a new dawn, followed by hopes that everyone there finds the dawn as well and can look forward. Yes, that includes the player. And after the scene ends, it cuts to a final shot of the group, all together as a family, with a message to the player: "Thank you for traveling with us."
Sidequests and Character Banter
Before the beginning of "Mikka's Next Chapter," Mikka is found working herself to the bone because of grief and guilt over her brother's actions. While she still loves him, she holds no illusions about the kind of person he was or what he willingly did under Mugen's command. Even if you have no sympathy for Ritsu, it's impossible to feel nothing for Mikka's sorrow for losing her last blood relative.
In Gravell, there's a sidequest available from a Worried Mother who's looking for her daughters. You can find one of them in the nearby Ivory Ravine on a small island you can sail to after beating the boss. The thing is, the boss drops a cloudy bracelet, which the girl recognizes as belonging to her sister... which prompts her to realize that the monster likely ate her sister (which is both this and Nightmare Fuel). After you bring her back to her mother, she can't quite bring herself to explain what happened, and the mother simply assumes that her other daughter is busy with her studies. The sidequest ends there, with it being ambiguous as to whether or not the mother ever learns the truth.
In a tavern banter, Osvald, Castti and Agnea have a depressing moment. It is Rita's birthday and Osvald has gotten completely drunk and believes Castti and Agnea are his beloved Rita and Elena, respectively. He talks with "Rita" about Elena's first word being "Pretty," of the love he has for Rita, and his own feelings of worthlessness and fear of being a poor father because all he can do is teach Elena mathematics. While Castti and Agnea humor him at first, as he gets more depressed, they try to assure him he wasn't a bad husband or father before he passes out.
The "Proof of" series of quests in Timberain has the party help Meylan, the courthouse guard, ensure that the court reaches the correct verdict in two cases. In the third case, Meylan himself is accused of killing Chief Justice Astell. One would initially assume that they'll find evidence of Meylan's innocence, since he's presented as a Nice Guy with a strong sense of justice, but Meylan's aunt reveals that he actually has a motive to kill Astell. Worse yet, it turns out he was behind the culprit of the first case in order to discreetly procure a weapon to murder Astell. When cornered, Meylan reveals that Astell framed his parents for stealing royal jewelry, and he has no faith in the justice system ever punishing Astell. He then expresses regret that he wasn't able to live an honest life like his parents wanted.
Miscellaneous
Coming across the Abandoned Village early is quite the shock. The player has probably just been exploring, level grinding, and picking up random items, only to suddenly be met with this rather eerie location. There's barely anyone there, and one of the NPCs is haunted by whatever he found there. Something terrible clearly happened to this village, but the player has no idea what that might be yet.
