Nagamasa Azai's death and his cutscene with Oichi in the second game.
Try not getting too attached on characters like Mitsuhide or Nagamasa, especially since 2 onward. The best they are allowed to get is Bittersweet Ending if they're Spared By Adaptation. Canonically and historically, they always get Downer Ending. In 4, when they're still loyal to Nobunaga, you can see they praise Nobunaga several times and how they believe Nobunaga will create a better world (to the point that Hisahide gets fed up about their wide-eyed idealism and optimism on Nobunaga). This is heartwrenching for you who know that they will eventually betray Nobunaga later.
Speaking of 4: the fact that are no alternate histories to be explored in this iteration, means battles that are fought on the losing side are still heartbreaking even if you win the fight in-game. Naturally playing Nagamasa's story and choosing the Western Army at Sekigahara hit the hardest.
Nobunaga Oda or Mitsuhide Akechi's death can be very sad, after you listen to their last words or in the stage that follows.
Nobunaga's Dream revolves around Nobunaga Oda himself seeking to unite japan without spilling more blood, by forcing the enemy officers to surrender instead.
Magoichi Saika's stage following the death of Nobunaga Oda is a foggy dark night where Kotaro Fuuma decides to troll him. In the end when he is discovered by his pal Hideyoshi, he believed Hideyoshi will execute him to avenge Nobunaga, but Hideyoshi actually saves and hides him in a shelter.
Then after that, comes one of the endings for the alternate version of Yamazaki where Magoichi is able to aid Hideyoshi....Magoichi ends up dying in the battle's aftermath, causing Hideyoshi to scream out his name in utter tears when Magoichi ends up dead in his arms.
Neither Mitsuhide or Nobunaga dies in the Nobunaga's ending in the third game. Nobunaga forgives his retainer from his betrayal after stating a man can't have everything they desire and that Japan was set back into motion. And then you realize that Ranmaru Mori dies due to a scripted event and Nouhime might have died if you were too reckless. So, he can lose EVERYTHING, except his retainer Mitsuhide Akechi.
In 4-II, during Hisahide's scenario... well this goes worse. Mitsuhide didn't go through his betrayal, he was just being a loyal retainer to the Oda that ends up being made a scapegoat by Hisahide because he chose so. Every single thing about the truth for his innocence gets buried as he's dead protecting his lord, his daughter failed in getting out and ends up Bound and Gagged inside a box (and imagine if news reached about her father's death), basically just making his and his family's lives suck, overall it makes you kind of dirty when you realize the other assistants of Hisahide at that stage are otherwise just characters like Munenori and Motonari, and there's no option to just go through the stage alone with Hisahide.
The Battle of Mikatagahara served as this for the Downer Ending of Legend of Tokugawa. Here we see from Ieyasu's point of view as he watches as his retainers sacrifice their own lives to serve as decoys as you flee from the Takeda forces. Once they escaped Ieyasu is seen piling the helmets of his slain allies, trying his hardest to not fall into despair at the death of his comrades.
Hanzo's ending in 3 shows him at the ruins of Osaka Castle calmly playing the flute that Nene had been pestering him all Story Mode into learning how to play. He plays it and you see the bodies of Yukimura, Kunoichi, Kai, Kotaro, and others who died in the battle some most likely slain by him and you see Nene lying on the ground beside him while he plays encouraging him to keep on practicing and playing and not to feel bad about what's happened before she closes her eyes and dies.
Also when still in the battle, after Hanzo defeated those officers but before defeating Nene; she will say that how she has lost them all whom she considered as family. Listen carefully, that's a rare time when Nene talked in real despair and heartbreaking voice. That's quite a Character Development after she's often viewed as a silly lady ninja who often pretends to be mother of her husband's retainers and interrupt Battle of Sekigahara in the second game.
In Oichi's final battle in the second game, Siege of Odani. Usually before the stage begin, the character will say something and in Oichi's case, her quote is usually "I'll never forget your love for me", obviously regarding her husband Nagamasa Azai. But in her final battle, where she is forced to fight her husband under the banner of her brother Nobunaga, her quote is changed and sounds much more despair than usual. What she said is this: "If only I could ever forget your love for me..."
Yukimura's ending in 3. With The Toyotomi defeated and all his allies and comrades slain, Yukimura manages to get close to Ieyasu and best him but Ieyasu manages to escape and is defended by a legion of riflemen. Ina pleads with him not to throw his life away and that he doesn't have to do this. But Yukimura calmly picks up his spear and charges them and then it fades to a field with his spear planted in the ground and to the Narrator saying that the Tokugawa established rule after the battle.
Samurai Warriors Chronicles are filled with these if you gather all character events.
With Nagamasa Azai his first event is you helping him gain control of his clan, then it goes on to his marriage with Oichi, happy marriage life with Oichi, then wham he's at Odini and you and Hanbei are trying to convince him to surrender. In Short he doesn't, after Hanbei leaves taking Oichi and Nagamasa's daughters with him. You are left alone and are given the choice to tell him you stay with him to the end. He refuses to let you die here with him and asks you to give rosette he asks you to give to Oichi when this is over. Sad fact is you can only unlock his last after doing the Battle at Shizugatake. Meaning you can't give the rosette to Oichi and you are giving it to one of their daughters.
Another one is if you sided with the Toyotomi in the Battle of Osaka, the event before the battle starts has the Protagonist contemplating what to do next. You know Ieyasu has the power to end the chaos, but then you flash back to a memory of what Mitsunari tells you in an event soon before Sekigahara. His words are "I want every single one of you to follow the path you truly wish to follow. You were born a warrior in this troubled world. It goes back to the Protagonists thoughts then to Yukimura telling you personally that he will leave for Osaka Castle. You look out onto the battlefield and see so many warriors who were once allies. You draw your blade ready to go into battle and die if need be. Your blade was what you would show them what true ambition was. The last lines read as follows "<Insert Name> was born a warrior in troubled world. This was a chance to make a difference. <Insert Name> set off, eyes clear, without a trace of indecision. The memories of your friends spurred you into battle, it makes more sense when you realize you have to befriend Yukimura and Mitsunari to unlock the Western Army battles.
Heck the last events for Yukimura, Keji have them going off to face armies along while, Mitsunari is you trying to save him at his execution and Sakon's is meeting him badly injured after Sekigahara and talking about Mitsunari. Hanbei is you and Kanbei being with him as he dies, Ranmaru's like Yukimura's gives you a chance to save them though.
Ina's last event you can get after the battle at Osaka, she tells you how she lost to you and is content and speaks to about being a true warrior and thanks to you she has become a true warrior. Why is this tearful, it can be unlocked during the Toyotomi side, which means after the end despite being enemies she came to speak to you because you two are good friends.
Gracia's in its own way is sad, you spend most of the events just watching over here and making sure is not getting into trouble, teaching here about the world as it were. The last event has her thanking you and in fact acting more mature and saying she can't be a child forever. As she leaves you knocked fits once last time, as she tells you'll be friends forever. If you know her own ending at the end of 3 Xtreme Legends, you know you are never going to see her again.
Kanetsugu's also hits you hard when you realize he is torn apart by having to fight against Yukimura at Osaka in fact his last two events are 'Torn Apart' and "Fallen Friends' where he laments that he is still alive and that Mitsunari and Yukimura are dead.
SW4 is chocked full of these moments. There's no hypotheical scenarios here like previous SW games.
Yoshitsugu's seppuku with Takatora tearfully being his second.
In the II expansion, it doesn't even end well for him either way, as Takatora himself has to bear witness to not only his lord Nagamasa's death, but Oichi's death as well when he goes against her at Shizugatake.
The quick unexpected death of Naotora at Sekigahara. Which was supposedly mirroring her son's historical fate.
Oddly enough, she's shown to have survived in Ieyasu's version of the story, so she may have just been injured.
Hanbei's death in 3 was sad enough, but at least there he was still fairly energetic, even on his deathbed. In 4 he's too weak to even lift his head and in his final moments, he weakly attempts to reach out to Kanbei only to die before he could. The voice work only makes it worse.
From the third game, Hanbei's death scene is very poignant.
The whole stage is really a "Shaggy Dog" Story. As soon as the forces at Amago castle notice that something is off with the Hashiba army that's trying to rescue them, they immediately decide to try fighting their way out and open the previously impenetrable castle gate. Predictably, they don't last long, and make the entire rescue operation a moot point.
In 4 everyone is devastated at Hideyoshi's death except (seemingly) Mitsunari, who coldly states that crying won't bring Hideyoshi back. He leaves to write a letter even as his friends wonder if he's so heartless that he's forgotten how to cry. Moments later as he writes the letter, it may be saying something that even Yoshitsugu can't seem to confirm is tears...but when he states "don't let the ink run", that said "ink" happens to the actual tears from his eyes staining the ink even as he continues writing. Right in the feels, since Mitsunari's normally not a very open person.
Sanada chapter ending. While we know that Yukimura is pretty much doomed, we get to see Nobuyuki's eye filled with sheer horror of his little brother rushing to his death. Cue to a flashback where the two siblings were sparring during childhood... only to switch to the same place in the present, where Nobuyuki mourns for Yukimura (and his voice goes from shaking to crying) while promising to protect the future they created.
The relationship between Kai and Hayakawa went from cute and heartwarming into gut-wrenchingly sad after Ujiyasu's death. Basically, both went separate ways with Hayakawa being left in Kanto to take care of the former Hojo retainers while Kai went to the Toyotomi side. When Eastern and Western armies are formed, both of them ended up adopting the opposing ideals, with Hayakawa fighting for Ieyasu and Kai siding with Yukimura. And when both ladies met, one of them expresses their utter sadness that they're enemies to the point that their voices were nearly breaking down in tears. Subverted in 4-II in that both of them are prepared to combat each other for their own beliefs.
Pre-Osaka after many character deaths, Masanori sees his daughter playing with other children, reminding him of the old days when he used to play with both Mitsunari and Kiyomasa. He then begins changing his tone, as he begins crying that Mitsunari's death meant that they could never be together again, as well as the pact that they made to protect the Toyotomi after Hideyoshi's death was now crumbling now that Kiyomasa was dead as well. From there, he begins crying at his own failures in helping out Hideyori, rekindling his friendships, and laughs at the irony of being unable to do anything about it.
Toyohisa's death at Sekigahara hits Yoshihiro hard. So much so even his greatest rivals, Muneshige and Ginchiyo, feel his loss and commemorate their escape after the battle (the Kyushu Gaiden stage) to him as allies.
He may just be an NPC but Saburo feeling betrayed and hurt by being made a political hostage for The Uesugi despite Ujiyasu reluctant to do so but knows its the only way to protect The Hojuou and Kantou. Saburo asks if he's being abandoned by them all and runs out with Hayakawa and Kai chasing after him trying to get him to stop. Kotaro is then shown beyond Ujiyasu asking him if he's willing to turn his heart to stone and Ujiyasu angrily throws his pipe at him.
To the point in The Uesugi story mode during which from after the battle in their point of view Saburo is shown ready to commit suicide feeling he's got nothing left to live for. Thankfully Kenshin and Aya are there to stop him.
And then, after the death of Kenshin, Kagekatsu and Saburo both fought each other to become the head of the Uesugi. In the end, Kagekatsu kills Saburo, ending with Kagekatsu letting a scream of sorrow.
The bad endings of the "What-if" Scenarios in Sengoku Musou Chronicles 3. Fortunately, all of the scenarios with bad endings get a Redux version where you're able to avert this, but only after you've seen the first version:
Legend of the Imagawa: Poor Yoshimoto: His goal was to unite Japan through sport (kemari) rather than bloodshed, but no one would take him seriously. After suffering repeated humiliations, Ieyasu rebels and Yoshimoto has to fight him. The battle reaches its climax when Naotora charges Ieyasu's garrison and is killed by Hanzo. After the battle Yoshimoto is so distraught over Naotora's death that he takes her body and commits suicide by burning himself alive.
Legend of the Azai: Nagamasa Azai desires a land of true peace. Hisahide doesn't. What follows is that Hisahide, with Magoichi's help, manages to assassinate Nobunaga (who Azai had managed to persuade to join his cause in his first scenario). Azai takes his brother-in-law's death hard, he starts to overwork himself, and the peace he attained is unstable and hanging on a thread, just like Hisahide wanted.
Legend of the Takeda: Shingen defeats the combined Tokugawa-Oda army and unites the land, but the vassals of the defeated armies want revenge for the deaths of their masters. Uesugi Kenshin aids these troops, and the Takeda ends up having to surpress the rebellion. Shingen succeeds and kills most of the disgruntled former vassals, but as he's walking amongst the fallen corpses, Ranmaru, who wants revenge for Nobunaga stabs him with a knife and Shingen ends up dying in Uesugi's hands.
Legend of the Oda: Hideyoshi, in despair over the death of Oda Nobunaga (unaware that his death has been faked and he's living as a farmer), even after sending Kanbei and the player to ensure that he survives his assassination attempt, rules the land as a tyrannic despot. After Hideyoshi uses Kanbei as a scapegoat and executes him, Nobunaga is convinced by Munenori and Magoichi to take up arms and join their efforts to depose him. The subsequent siege of Osaka castle leaves all of Hideyoshi's closest vassals dead, Hideyoshi himself a broken and disgraced man who gets executed himself latter on, and tension between the Oda and the Tokugawa which is implied will lead them into a war with each other.
Legend of the Akechi: Akechi Mitsuhide successfully defeats both the Hashiba and Oda clans after his betrayal and has gathered a group of loyal vassals in Motochika, Munenori, Sakon, and Koshosho. However, in battle against the Mori clan led by Takakage, Gracia (who is the Strategist for that battle) comes up with a good strategy on paper but which, unbeknownst to her, has a glaring hole that the Mori has taken advantage of before. The end result is that at a crucial point in the battle, Motochika, Munenori, and Sakon are all assassinated and while the battle is won, the knowledge that it was her strategy which led to the deaths of the three ends up scarring her badly. Though some other fans may deem this instead as a What an Idiot! moment for both Gracia and/or Mitsuhide.
Legend of the Western Army: When Kiyomasa and Masanori decides to aid the Western Army instead of the Eastern army, the bond demonstrated between the Western Army officers leads them to take a decisive win against the Eastern army. Leading an army against Tokugawa who has holed himself in Edo castle, the battle goes relatively well for Mitsunari until an allied officer, secretly a mole for Tokugawa, turns on them at an opportune moment and assassinates his friend Yoshitsugu. Mitsunari, who already heavily dislikes Tokugawa, decides that this is the final straw, and when Tokugawa is defeated, he executes him in revenge. The excessive cruelty of this punishment leads the Western Army and Mitsunari to achieve a Pyrrhic Victory, where the people doubt his ability to lead and the peace he sought to attain is unstable, especially with Mitsunari grieving over Yoshitsugu's grave for quite a long time and wanting to be left alone.
Spirit of Sanada
There are lots of potential tearjerking moments in this game. Most Multi-Stage Battles appear to be just one tragedy after another:
The first true tearjerker is Battle of Nagashino. If you think Takeda's side of Nagashino was always hopeless in the previous games (except for some alternate scenarios where Shingen lived and thus become commander instead of Katsuyori), this game has just notched this Up to Eleven. The sheer hopelessness for the Takeda is reflected by this track while you're Forced to Watch Takeda's key retainers are ruthlessly massacred by batallion of riflemen one by one, including Masayuki's two older brothers! Seriously, the whole stage is basically "Player Punch: The Game".
Katsuyori's periodic Heroic BSoD and Despair Event Horizon after Nagashino. He might be able to hide it, but it's clear he's so plagued by guilt due to many deaths of his father's loyal retainers, to the point that he alienates himself from Masayuki out of guilt from deaths of Masayuki's two brothers. It eventually ends up in him not listening to Masayuki's advice to take refuge in Sanada Main Castle, he instead listens to the traitor Oyamada Nobushige and commit seppuku off-screen after leaving last message for Masayuki through Kunoichi so Sanada Clan can survive even if they had to surrender to Oda.
Remember how Odawara and Oshi Castle are usually played with upbeat and optimistic music and how the battle was generally optimistic? Well, while Oshi Castle is more or less remain the same, one of the battles precedes this is an interesting tearjerker not because you lost many allies like in Nagashino, but because you had to massacre Hojo Army in Battle of Hachioji Castle. In the cutscene preceding this battle, Toshiie told Masayuki that they would Leave No Survivors for this battle to instill fear on Hojo Army so they would surrender. When Masayuki asked if this is the order from Hideyoshi, Toshiie suspiciously denied it and claimed it was his idea. Masayuki quietly agreed (not that he had other choice). Through the battle, enemy officers start pleading to Toshiie to at least spare the peasants, but Toshiie flatly rejected their request. The peasants themselves are screaming when they are killed. By the time the battle ended, Toshiie was in the mix of Heroic BSoD and Heroic RRoD, not realizing that there are no survivors anymore (game-wise, there are no officers anymore) and Masayuki had to tell him that it's okay to put down his weapon now. After the battle, the narration tells you that the blood of the victims are spreading in the river due to massive amount of deaths among the Hojo. Then when Nobuyuki wonders that Toshiie lied about it being his idea, and that it's actually Hideyoshi's order, Masayuki tells him to shut up and that Toshiie simply wishes to take the responsibility, regardless whose order it was.
In the Battle of Oshi Castle itself, Mitsunari specifically says that the flood attack is to quickly defeat the Hojo without too much casualties. Unfortunately, Kai and the Hojo don't buy it, so they nullified the flood attack like they usually did in the vanilla game. Following this, Mitsunari is clearly in despair since they had to fight with brute force again to defeat the Hojo.
The ending of Battle of Sekigahara is a very brutal Shoot the Shaggy Dog for the player. Not only you had to watch the deaths of Yoshitsugu, Sakon, and Toyohisa one by one; the game seemingly attempted to show you that at least Mitsunari escaped, to the point that after managed to escape, he said he's glad that at least Sanada Army in Ueda Castle has won the battle. Also, unlike in the vanilla game and 4-II, the Western Army isn't that hopeless after Hideaki's betrayal, since there are many reinforcements from Muneshige Tachibana, Mouri Hidemoto, and Kobayawaka Hidekane (yes, Hideaki's brother who historically was disgusted by Hideaki's betrayal). But even then, much later, the game tells you Mitsunari would still be captured and executed, rendered your escape attempt in Sekigahara ended up All for Nothing. The only one who managed to escape is Yoshihiro, though he's vanished after this battle and no longer had any mention.
For Osaka Campaign, see below.
The Osaka Winter and Summer campaigns in The Spirit of Sanada are full of awesome moments but they also make every inevitable Tear Jerker that much more sad:
Sasuke's death during his final duel with Hanzo.
Several of Yukimura's retainers giving their lives to complete their missions.
Naiki, who had been with the clan since the very beginning of the game, sacrificing himself to warn Yukimura about an ambush.
Yukimura himself succumbing to his wounds after his final charge.