Spoilers are a given considering the thread topic.
It was sad to see Tidus fade away in FFX (and his interactions with Jecht before the final battle). FFIX seems to have a really pleasant, happy ending until you realize that Vivi is dead. For a moment in FFXIII's ending, the screen faded to white and made you think the party was permanently crystallized; had the credits rolled there, I would have lost my composure (and we still had Vanillle and Fang to make it sad). Crisis Core got me down - I knew what was coming the whole time, but it was still really sad to see after building Zack's character the whole game. When I was a kid, Kingdom Hearts got me sad because I thought Kairi was alone on the islands and Sora was stranded wherever he was sent, and I didn't know there'd be a sequel. BBS had some mixed feelings: Ventus is in a half-heart coma, Aqua is lost in the Realm of Darkness, and Terra's consciousness is trapped inside his body which is being controlled by Xehanort, but you got to kick Xehanort's ass so hard he got amnesia and you know Sora's about to go on an epic quest to save them all.
Yep, most games that get me emotionally invested enough to make me feel sad for the characters are made by Square. Deal with it. Other games: try doing better plots and characters.
that and the ending was pretty good, mind you i was only 12 at the time.
