- Ursun's death at the end of the campaign. After having received a cruel Hope Spot, it's really crushing.
- In Cathay's specific ending, Zhao Ming and Miao Ying breach Be'lakor's fortress only to find they have arrived too late — Ursun has already been drained and tortured beyond his limits by the Dark Master. The Great Bear’s eyes close for the final time, making it all seem pointless...until, through channeling Shyish, the Dragons discover that Ursun's spirit is still on the mortal plane and use a spell to call him. How does Ursun answer? He simply tells them where their beloved little sister is, despite the fact there's nothing in it for him. Why? Because God Is Good. The Dragons then promise to never forget Ursun and his final act of sacrifice.
- It's especially crushing in Kislev's campaign, since Ursun's own followers came to save him, only to fail at the final step. Fortunately, the Kislevites' sheer faith in Ursun is enough to undo his death.
- Should Skarbrand manage to succeed in claiming Ursun's skull, Khorne will accept the offering, but will also affirm that Skarbrand's exile is permanent. Even if Skarbrand is a daemon who has slaughtered millions, the "Shaggy Dog" Story still hurts.
- The entire story of Yuri Barkov. He was a noble prince of Kislev who went with his brother to save Ursun, but got corrupted by Be'lakor, sacrificed his own brother, nearly killed Ursun, and got transformed into a Daemon Prince.
- Even more so the fact that he was a lover of Katarin. There's nothing to stop you from making him kill her in the Realm of Chaos campaign, or vice versa.
- Also the story of Slavin Kurtz, the disgraced Boyar, who fell after being corrupted by despair and near-unstoppability of Chaos, which isn't entirely wrong.
- The Advisor walks away from the campaign cured from his obligations to the Tome of Fate and free to use it however he sees fit. He sets out on the road into the setting sun, and his tale seems to end on a happy note... Until you play for a few more turns past the ending, where you learn that the Advisor has his sight stolen by Tzeentch just as he attempts to read the book, and he's left in the clutches of Sarthorael the Ever-watcher, revealing the story to be a Stealth Prequel. Even after everything he did to rebel against his circumstances — even helping to make the world a better place in the Kislev ending — the old man is still trapped as a pawn of the Changer of Ways.
- In the Cathay trailer we see an alchemist meeting up with a sky junk pilot with the two being clearly affectionate with each other. During the following battle the alchemist has to watch, horrified, as her friend's junk is blasted out of the sky by Kairos Fateweaver. The alchemist then goes on an impressive Roaring Rampage of Revenge against the Chaos forces only to be incinerated by Kairos in turn before Miao Ying arrives to confront him.
- If you have any Sympathy for the Devil, an Immortal Empires game where Archaon is killed is tragic. Archaon was once a kind, good man who only became a Chaos champion because of a prophecy he sincerely believes which predicts that he will be the one to end the world. By killing him, it proves that his fate was not preordained, and that everything he's done was ultimately pointless.
- The Chaos Dwarfs are not the kind that you would feel sorry for, generally. They are slavers, they're industrial monsters, they care little for the well-being of others, and their empire is run on the blood, toil, tears, and sweat of millions. But the announcement trailer has an intro that turns everything on its head as to why they're the way they are.Forsaken. Abandoned to the dark. What choice but to follow the flame?
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