Valkyrie Profile/Tear Jerker

Valkyrie Profile:

 * The game is rife with sad points considering it revolves around recruiting people before their deaths, even though some are more tragic than others.
 * Jelanda's death. Especially in the remake, where you get to see her transform into a monster, and hear her screaming and begging for help. She can't be out of her teens and she has to go through that and then have to be mercy killed.
 * Perhaps the most infamous was the recruitment of Yumei.
 * Lorenta. Her recruitment scene starts with "And a happy birthday to you", but then Lezard comes up, tells her that her husband was taken captive...and feeds her husband Ghoul powder. (Remember what happened to Jelanda?)
 * Celia is seen repeatedly for about five recruitment scenes. It's a huge slap to the face that she wasn't recruitable. (Course you couldn't possibly need another sword user, even at the point of the game you got her) and that she was left alone after all. The people whose recruitment scenes she appears on are her friends and members of a mercenary band. If what we see is right, then she lost all her friends and is forced to do battle with the 'villain' they were chasing alone. Worst part is, when she does get to the 'villain', he's merely an empty shell of armor whose soul is reaped by Lenneth before she can get even an explanation out of him, turning her whole quest, and the deaths of her friends, into a huge, epic failure that only served to further cement the misery she finds herself in. Would totally make for an awesome RPG though.
 * Heck, some thought that they could have totally made the remake better simply by making a sidequest to recruit her. She might not have been useful, given how many sword-users the game tosses at you (Also because of how powerful the lancers and heavy-arms users can be with alchemy.)
 * Shiho and Suo. Shiho is a songmaiden whose singing drives men berserk. she's hated for "leading men to their deaths" with her songs, and seen as a witch. When she refuses to sing one time, the army she worekd for was killed, and Suo came to kill her. She even tells Suo to kill him, and he raises his sword. However, he can't bring himself to do it so he instead takes her in his arms and walks away. Instead, Suo's commander kills her because she's too dangerous to let live. This also helps lead Suo up to his Heel Face Turn, when he stops for an instant after he finds himself raising swords at women and children. At least you can send Shiho and Suo up to Asgard and you can see a scene of them together.
 * Watching Lenneth will hit you pretty hard, considering how cold and stoic she had been for the entire rest of the game.

Valkyrie Profile Covenant of the Plume:

 * The Bloody Twins in Valkyrie Profile: Covenant of the Plume were really . In the path where you recruit them involves Natalia giving herself over to save the lives of everyone in the rebellion, , the bloody twins
 * When Mischke is sacrificed with the plume. He tells Mirielle to go ahead without him, and this is the one time Wyl appears to show regret for using the Plume. It even becomes a Pet the Dog moment if you take the C path.
 * Just any time you plume someone when they have a buddy or family member. Such as Ceripha and Lockswell, Valmur and Phione, Auguste and Reinhilde, Rosea and Duwain, Earnest and Natalia...
 * Rosea is practically a tearjerker herself. She's probably the most Woobieish character. She and Liesolotte were blamed for something they didn't even do, and they knew they didn't do it. When it comes to Liesolotte, she's pretty much a Stepford Smiler and eventually kills her out of anger. (Or in Path B, Liesolotte kills her. Or in Path A, they kill each other.) She is revered as a saint and wanders from town to town in a demon-infested world. Even if she survives the events of the game, she's suck in a civil war that tears apart Artolia. Given that the only way to recruit her is in Path C, where she and Duwain are surrounded by the most broken and unsympathetic people in the game. (Unless you recruited Earnest and Natalia.) You can even shatter her more by pluming Duwain in front of her. Heck, perhaps the nicest thing that could be done to her is to sacrifice her, so she at least gets to live on as one of Lenneth's Einherjar.