- Zelda's capture in this game; it's clearly not enough that she gets turned to stone, ohhhh no! Let's have Link stand in front of her, trying to protect her with the shield she'd just won for him at the Picori Festival, then getting easily pushed aside by Vaati. If Link could fully show emotion in a 2D environment, it's safe to assume he'd be completely racked with guilt at how he couldn't protect her when she needed him to.
Ezlo: Link! No, it can't be! The bell has rung for a third time!
- Saying nothing of the Non Standard Game Over that can occur near the end of the game. At a certain point, Vaati starts draining Zelda's life force as you fight through the last hordes of enemies, with a bell chiming three times before the process can be complete. The first two are scripted, but the third can happen. If you take too long to defeat the Darknut Knights and fail to stop him before the third chime, Zelda will have all of her life drained; leaving her as a lifeless statue forever while Vaati uses her Light Force to become God-like and truly unstoppable. Thank Hylia it's not the canon ending.
- The Game Over theme. It's a bleak, emptier rendition of the introduction music from A Link To The Past played predominantly on a music box, that really gives off the sense that you've failed. Especially when right off the heels of the above-mentioned Non Standard Game Over where Zelda dies.
- Just after defeating Vaati's final form, the track "Peace Returns" plays, which is a Dark Reprise of Zelda's Lullaby. It fits all too well given the context of the scene; with Hyrule Castle lying in ruins, all its inhabitants Taken for Granite, monsters still roaming Hyrule, and there seemingly being no way to fix things. At least, up until Ezlo returns to normal and offers the newly-revived Princess Zelda the Magic Cap to make a wish upon, but still.
- In the end; Ezlo has to return to his home dimension due to the gate the Minish come through beginning to close after its once-every-hundred-year opening, presumably leaving Link forever. But before he does, he gives Link his iconic green cap; overlapping with being heartwarming due to not only establishing a long-held tradition of the series, but how close the two had become over the course of the game."It suits you... little hero."
Tear Jerker / The Legend of Zelda: The Minish Cap