Yume Nikki/Tear Jerker


 * in Yume Nikki.
 * It's even sadder if you check out some of the fanart.
 * Equally depressing as the above, but in a different way.
 * Then there's the music in the credits.... Oh, and the orchestral remix.
 * The absence of Madotsuki's parents is bad enough, then you get to the fan theories that involve Madotsuki's parents (if any). One theory about the flute effect is that it's derived from a childhood experience in which Madotsuki was taken to the doctor to get a shot and, due to her fear of needles, her mom would play the flute to calm her down. This theory + the music in the room where you get the flute effect = this 21-year-old troper having to pick himself back up.
 * If we're delving into theories here, this video has a doozy of one.
 * The Toriningen Picnic, especially if you take into account that it's supposed to represent social exclusion. Just... Try to stand there for any long length of time and say you don't start to feel lonely.